On the asymptotic moments and Edgeworth expansions for some processes in random dynamical environment
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Publication:2183168
DOI10.1007/S10955-020-02568-2zbMATH Open1434.60072arXiv1812.06924OpenAlexW3027535598MaRDI QIDQ2183168FDOQ2183168
Authors: Yeor Hafouta 
Publication date: 26 May 2020
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Abstract: We prove that certain asymptotic moments exist for some random distance expanding dynamical systems and Markov chains in random dynamical environment, and compute them in terms of the derivatives at the of an appropriate pressure function. It will follow that these moments satisfy the relations that the asymptotic moments of sums of independent and identically distributed random variables satisfy. We will also obtain certain (Edgeworth) asymptotic expansions related to the central limit theorem for such processes. Our proofs rely on a (parametric) random complex Ruelle-Perron-Frobenius theorem, which replaces some the spectral techniques which are used in literature in order to obtain limit theorems for deterministic dynamical systems and Markov chains.
Full work available at URL: https://arxiv.org/abs/1812.06924
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Central limit and other weak theorems (60F05) Ergodicity, mixing, rates of mixing (37A25) Uniformly hyperbolic systems (expanding, Anosov, Axiom A, etc.) (37D20) Processes in random environments (60K37)
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Cited In (7)
- A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains
- Explicit conditions for the CLT and related results for non-uniformly partially expanding random dynamical systems via effective RPF rates
- Limit theorems for random non-uniformly expanding or hyperbolic maps with exponential tails
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- Edgeworth expansions for independent bounded integer valued random variables
- A local limit theorem for a number of multiple recurrences generated by some mixing processes with applications to Young towers
- Limit theorems for some time-dependent expanding dynamical systems
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