Weak convergence to stable Lévy processes for nonuniformly hyperbolic dynamical systems (Q2346184)
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| Language | Label | Description | Also known as |
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| English | Weak convergence to stable Lévy processes for nonuniformly hyperbolic dynamical systems |
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Weak convergence to stable Lévy processes for nonuniformly hyperbolic dynamical systems (English)
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29 May 2015
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The authors consider the weak invariance principle for nonuniformly hyperbolic dynamical systems modelled by Young towers where the return time function is not square-integrable. They improved a result of \textit{M. Tyran-Kamińska} [Stoch. Dyn. 10, No. 2, 263--289 (2010; Zbl 1206.60047)], obtaining a result on weak convergence in the Skorohod \(\mathcal{M}_1\)-topology to a stable Lévy process (Theorem 1.1). Some important applications are presented.
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nonuniformly hyperbolic system
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functional limit theorem
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Lévy process
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induced dynamical system
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