Sharp statistical properties for a family of multidimensional nonMarkovian nonconformal intermittent maps
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Publication:2042008
Abstract: Intermittent maps of Pomeau-Manneville type are well-studied in one-dimension, and also in higher dimensions if the map happens to be Markov. In general, the nonconformality of multidimensional intermittent maps represents a challenge that up to now is only partially addressed. We show how to prove sharp polynomial bounds on decay of correlations for a class of multidimensional intermittent maps. In addition we show that the optimal results on statistical limit laws for one-dimensional intermittent maps hold also for the maps considered here. This includes the (functional) central limit theorem and local limit theorem, Berry-Esseen estimates, large deviation estimates, convergence to stable laws and L'evy processes, and infinite measure mixing.
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Cited in
(5)- Loss of memory and moment bounds for nonstationary intermittent dynamical systems
- Functional correlation decay and multivariate normal approximation for non-uniformly expanding maps
- Exponential mixing for singular skew-products
- Inducing schemes for multi-dimensional piecewise expanding maps
- Differentiability of the diffusion coefficient for a family of intermittent maps
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