Limit theorems for random transformations and processes in random environments
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Publication:4382972
central limit theoremcontinuous time versionlaws of iterated logarithmMarkov chainsmartingale differencesrandom environmentsrandom expandingrandom subshifts of finite typerandom suspensionsrandom transformations
General theory of random and stochastic dynamical systems (37H05) Generation, random and stochastic difference and differential equations (37H10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Markov processes (60J99)
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Cited in
(57)- A spectral approach for quenched limit theorems for random expanding dynamical systems
- Markov chains in random environment with applications in queuing theory and machine learning
- Limit theorems for random non-uniformly expanding or hyperbolic maps with exponential tails
- Longest common substring for random subshifts of finite type
- Invariant measures for multidimensional fractional stochastic volatility models
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- On the asymptotic moments and Edgeworth expansions for some processes in random dynamical environment
- Coupling and perturbation techniques for categorical time series
- Limit theorems for random expanding or Anosov dynamical systems and vector-valued observables
- Quenched normal approximation for random sequences of transformations
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- A vector-valued almost sure invariance principle for random expanding on average cocycles
- Markov chains in random environments and random iterated function systems
- A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming
- Return times at periodic points in random dynamics
- Linearization and local stability of random dynamical systems
- The equivalence forms of random Kolmogorov forward(backward) equations
- THERMODYNAMIC FORMALISM FOR RANDOM TRANSFORMATIONS REVISITED
- The classification of states for Markov chain in random environments and m-irreducible
- Exponential law for random subshifts of finite type
- Almost sure rates of mixing for i.i.d. unimodal maps
- Almost sure invariance principle for random piecewise expanding maps
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- Nonconventional limit theorems
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- Quenched decay of correlations for nonuniformly hyperbolic random maps with an ergodic driving system
- Explicit conditions for the CLT and related results for non-uniformly partially expanding random dynamical systems via effective RPF rates
- Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays
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- The limit theorems for random walk with state space R in a space-time random environment
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