Conditioned limit theorems for hyperbolic dynamical systems

Publication date 15 December 2023

Abstract: Let

(m a t h b b X, T)

be a subshift of finite type equipped with the Gibbs measure

u

and let

f

be a real-valued H"older continuous function on

m a t h b b X

such that

u (f) = 0

. Consider the Birkhoff sums

S_{n} f = s u m_{k = 0}^{n - 1} f c i r c T^{k}

,

n g e q 1

. For any

t i n m a t h b b R

, denote by

a u_{t}^{f}

the first time when the sum

t + S_{n} f

leaves the positive half-line for some

n g e q 1

. By analogy with the case of random walks with independent identically distributed increments, we study the asymptotic as

n o i n f t y

of the probabilities

u (x i n m a t h b b X : a u_{t}^{f} (x) > n)

and

u (x i n m a t h b b X : a u_{t}^{f} (x) = n)

. We also establish integral and local type limit theorems for the sum

t + S_{n} f (x)

conditioned on the set

x i n m a t h b b X : a u_{t}^{f} (x) > n

.

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