Sharp statistical properties for a family of multidimensional nonMarkovian nonconformal intermittent maps

DOI10.1016/J.AIM.2021.107853zbMATH Open1476.37015arXiv1904.03184OpenAlexW3177376494MaRDI QIDQ2042008FDOQ2042008

Authors: Peyman Eslami, Ian Melbourne, Sandro Vaienti 

Publication date: 26 July 2021

Published in: Advances in Mathematics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1904.03184

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zbMATH Keywords

decay of correlationslimit theoremsfunctions of bounded variationnon-uniformly expanding maps

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Dynamical systems involving maps of the interval (37E05)

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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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