Fluctuation bounds for chaos plus noise in dynamical systems

DOI10.1007/S10955-012-0553-3zbMATH Open1287.37056arXiv1112.3696OpenAlexW1997894306MaRDI QIDQ453757FDOQ453757

Cesar Maldonado

Publication date: 27 September 2012

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: We are interested in time series of the form $y_n=x_n+x{i}_n$ where $x_n$ is generated by a chaotic dynamical system and where $x{i}_n$ models observational noise. Using concentration inequalities, we derive fluctuation bounds for the auto-covariance function, the empirical measure, the kernel density estimator and the correlation dimension evaluated along $y_0,\mathrm{...},y_n$, for all $n$. The chaotic systems we consider include for instance the H'{e}non attractor for Benedicks-Carleson parameters.

Full work available at URL: https://arxiv.org/abs/1112.3696

zbMATH Keywords

concentration inequalitiesfluctuation boundsempirical estimatorsnon uniformly hyperbolic dynamical systemsobservational noise

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.) (37D25) Generation, random and stochastic difference and differential equations (37H10)

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Cited In (3)

• Concentration inequalities for sequential dynamical systems of the unit interval
• Annealed and quenched limit theorems for random expanding dynamical systems
• Extreme value laws for dynamical systems under observational noise

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