Rates in almost sure invariance principle for dynamical systems with some hyperbolicity (Q1989924): Difference between revisions

A random process \(X_0,X_1,\dots\), is said to satisfy the almost sure invariance principle (ASIP) with a certain rate -- for example \(o(n^\varepsilon)\) with \(0<\varepsilon<1/2\) -- if, without changing the distribution of \(\{X_n\}_{n\geq 0}\), the random process can be redefined on a new probability space with Brownian motion \(W_t\) such that \(X_n= W_n+o(n^\varepsilon)\) almost surely. The author considers the ASIP and its application to dynamical systems with some hyperbolicity such as nonuniformly expanding and nonuniformly hyperbolic transformations with exponential tails. Suppose that \(T\) is a transformation on a bounded metric space \((\Lambda,d)\). Let \(Y\subset\Lambda\) have a probability measure \(m\), and let \(\nu\) be the unique ergodic probability measure on \(\Lambda\) with respect to which \(m\) is absolutely continuous. Let \(\alpha\) be a partition of \(Y\) that is at most countable such that \(m(a)>0\) for all \(a\in\alpha\). Let \(\tau:Y\to\mathbb{N}\) be an integrable function that is constant on each \(a\in \alpha\) with value \(\tau(a)\) such that \(T^{\tau(a)}(u)\in Y\) for every \(y\in a\) and every \(a\in\alpha\). The author's main result is then: suppose there exists \(\beta>0\) such that \(\int_Y e^{\beta\tau}dm< \infty\). If \(v:\Lambda\to\mathbb{R}\) is a Hölder-centered observable, then the process \(v_n= \sum^{n-1}_{k=0} v\circ T^k\), defined on the probability space \((\Lambda,\nu)\), satisfies the ASIP with rate \(o(n^\varepsilon)\) for every \(\varepsilon>0\). The map \(v\) is called centered if \(\int_\Lambda v\,d\nu= 0\), and Hölder if \(|v|_\infty+|v|_\eta<\infty\), where \[ |v|_\infty= \sup_{x\in\Lambda} |v(x)|\quad\text{and}\quad |v|_\eta= \sup_{x\neq y\in\Lambda} {|v(x)- v(y)|\over d^\eta(x,y)} \] and \(0<\eta\leq 1\). The main result implies that the ASIP with rate \(o(n^\varepsilon)\) applies to maps that include Anosov an Axiom A diffeomorphisms, dispersing billiards, Hénon maps with Benedicks-Carleson parameters and Lozi maps.