Variance continuity for Lorenz flows

Dynamical systems and their relations with probability theory and stochastic processes (37A50) Dynamics induced by flows and semiflows (37C10) Attractors and repellers of smooth dynamical systems and their topological structure (37C70) Central limit and other weak theorems (60F05)

Abstract: The classical Lorenz flow, and any flow which is close to it in the

C^{2}

-topology, satisfies a Central Limit Theorem (CLT). We prove that the variance in the CLT varies continuously.

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In this paper, the variance continuity of Lorenz flows is studied. As the authors say, their ``technique is based on first proving variance continuity for the corresponding family of Poincaré maps and then passing the result to the family of flows. The main difficulty in passing from maps to flows lies in the fact that the return time function to the Poincaré section is unbounded. A key step in overcoming this hurdle is to show that for any Hölder observable on \(\mathbb{R}^3\) vanishing at the singularity, the induced observable for the Poincaré map is piecewise Hölder. In Section 2, some properties regarding families of geometric Lorenz attractor are recalled. In Section 3, the procedure of normalization of the families of flows is presented. In Section 4, some functional-analytic properties associated with the family of one-dimensional Lorenz maps are given. In Section 5, the family of Poincaré maps is analyzed. This family of maps admit a uniform rate of correlations decay for piecewise Hölder functions. Using the Green-Kubo formula, the continuity of the variance for the family of Poincaré maps is shown. In Section 6, the main theorem is proved.

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