Central limit theorems for the shrinking target problem

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Abstract: Suppose Bi:=B(p,ri) are nested balls of radius ri about a point p in a dynamical system (T,X,mu). The question of whether TixinBi infinitely often (i. o.) for mu a.e. x is often called the shrinking target problem. In many dynamical settings it has been shown that if En:=sumi=1nmu(Bi) diverges then there is a quantitative rate of entry and limnoinftyfrac1Ensumj=1n1Bi(Tix)o1 for mu a.e. xinX. This is a self-norming type of strong law of large numbers. We establish self-norming central limit theorems (CLT) of the form limnoinftyfrac1ansumi=1n[1Bi(Tix)−mu(Bi)]oN(0,1) (in distribution) for a variety of hyperbolic and non-uniformly hyperbolic dynamical systems, the normalization constants are an2simE[sumi=1n1Bi(Tix)−mu(Bi)]2. Dynamical systems to which our results apply include smooth expanding maps of the interval, Rychlik type maps, Gibbs-Markov maps, rational maps and, in higher dimensions, piecewise expanding maps. For such central limit theorems the main difficulty is to prove that the non-stationary variance has a limit in probability.


The authors establish a self-norming central limit theorem of the form \[ \frac1{a_n}\sum_{i=1}^{n}\Big(1_{B_i}(T^ix)-\mu(B_i)\Big) {\longrightarrow}_{\mathcal{D}}~~\mathcal{N}(0,1), \] where \(T\) is a measure-preserving transformation on a standard probability space \(X\), \(\mu\) is an ergodic measure, \(B_i\) are nested balls of radius \(r_i\), \(a_n\) satisfy \[ a_n \sim E\Big(\Big|\sum_{i=1}^{n}1_{B_i}-\mu(B_i)\Big|^2\Big), \] and \(\mathcal{N}(0,1)\) is the standard normal distribution. Furthermore, the authors provide various examples for which their result holds.



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