Central limit theorem for generalized Weierstrass functions

preprint2018arXivOpen access

Abstract

Let ff be a C2+εC^{2+ε} expanding map of the circle and vv be a C1+εC^{1+ε} real function of the circle. Consider the twisted cohomological equation v(x)=α(f(x))−Df(x)α(x)v(x) = α(f(x)) - Df(x) α(x) which has a unique bounded solution αα. We prove that αα is either C1+εC^{1+ε} or nowhere differentiable, and if αα is nowhere differentiable then the Newton quotients of αα, after an appropriated normalization, converges in distribution to the normal distribution, with respect to the unique absolutely continuous invariant probability of ff.

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