A vector-valued almost sure invariance principle for random expanding on average cocycles
Dynamical systems and their relations with probability theory and stochastic processes (37A50) Generation, random and stochastic difference and differential equations (37H10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Functional limit theorems; invariance principles (60F17)
The authors prove a quenched vector-valued almost sure invariance principle for random expanding on average cocycles. The approach used combines various techniques from the authors' previous works and known spectral methods. Notably, the authors employ adapted norms to address the issue of nonuniformity in the decay of correlations, which is a significant contribution to the field. The paper demonstrates the applicability of the martingale approximation technique for real-valued observables, resulting in improved error rates for the almost sure invariance principle. Additionally, the authors provide an example that highlights the necessity of a scaling condition, which answers a question posed in a previous work by the first and the third author, further strengthening the findings of the paper [``Quenched limit theorems for expanding on average cocycles, Preprint, \url{arXiv:2105.00548}].
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