Limit theorems for random transformations and processes in random environments

DOI10.1090/S0002-9947-98-02068-6zbMATH Open0995.37033OpenAlexW1575690642MaRDI QIDQ4382972FDOQ4382972

Authors: Yuri Kifer 

Publication date: 24 March 1998

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9947-98-02068-6

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zbMATH Keywords

central limit theoremMarkov chainsmartingale differencesrandom environmentsrandom transformationslaws of iterated logarithmrandom suspensionscontinuous time versionrandom expandingrandom subshifts of finite type

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov processes (60J99) Discrete-time Markov processes on general state spaces (60J05) Generation, random and stochastic difference and differential equations (37H10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) General theory of random and stochastic dynamical systems (37H05)

Cites Work

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Cited In (47)

• Quenched decay of correlations for slowly mixing systems
• Almost sure invariance principle for random piecewise expanding maps
• Exponential law for random subshifts of finite type
• Limit theorems for some skew products with mixing base maps
• Random Young towers and quenched limit laws
• Almost Sure Invariance Principle for Random Distance Expanding Maps with a Nonuniform Decay of Correlations
• The limit theorems for random walk with state space \(\mathbb R\) in a space-time random environment
• A spectral approach for quenched limit theorems for random hyperbolic dynamical systems
• Quenched Poisson processes for random subshifts of finite type
• The invariance principle for \(p\)-\(\vec\theta\) chain
• Markov chains in random environments and random iterated function systems
• Almost sure invariance principle for random dynamical systems via Gouëzel's approach
• Quenched limit theorems for expanding on average cocycles
• Return times at periodic points in random dynamics
• Nonconventional limit theorems
• ``Random random matrix products
• Quenched and annealed equilibrium states for random Ruelle expanding maps and applications
• 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
• A spectral approach for quenched limit theorems for random expanding dynamical systems
• Countable alphabet random subhifts of finite type with weakly positive transfer operator
• The classification of states for Markov chain in random environments and m-irreducible
• A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming
• Dynamical random walk on the integers with a drift
• Quenched decay of correlations for nonuniformly hyperbolic random maps with an ergodic driving system
• Limit theorems for random expanding or Anosov dynamical systems and vector-valued observables
• Coupling and perturbation techniques for categorical time series
• The equivalence forms of random Kolmogorov forward(backward) equations
• Flexibility of statistical properties for smooth systems satisfying the central limit theorem
• Large deviations, moment estimates and almost sure invariance principles for skew products with mixing base maps and expanding-on-average fibers
• On Eagleson's theorem in the non-stationary setup
• THERMODYNAMIC FORMALISM FOR RANDOM TRANSFORMATIONS REVISITED
• On the asymptotic moments and Edgeworth expansions for some processes in random dynamical environment
• Markov chains in random environment with applications in queuing theory and machine learning
• Quenched normal approximation for random sequences of transformations
• Annealed and quenched limit theorems for random expanding dynamical systems
• Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays
• Longest common substring for random subshifts of finite type
• Almost sure rates of mixing for i.i.d. unimodal maps
• A vector-valued almost sure invariance principle for random expanding on average cocycles
• Limit theorems for some time-dependent expanding dynamical systems
• Linearization and local stability of random dynamical systems
• Inside singularity sets of random Gibbs measures
• Invariant measures for multidimensional fractional stochastic volatility models
• On the ergodicity of certain Markov chains in random environments
• Multiplicative ergodic theorems for transfer operators: towards the identification and analysis of coherent structures in non-autonomous dynamical systems
• Poisson suspensions of compactly regenerative transformations

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