Almost sure invariance principle for sequential and non-stationary dynamical systems
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Publication:5347264
Abstract: We establish almost sure invariance principles, a strong form of approximation by Brownian motion, for non-stationary time-series arising as observations on dynamical systems. Our examples include observations on sequential expanding maps, perturbed dynamical systems, non-stationary sequences of functions on hyperbolic systems as well as applications to the shrinking target problem in expanding systems.
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Cited in
(41)- Central limit theorems with a rate of convergence for time-dependent intermittent maps
- Almost sure invariance principle for random piecewise expanding maps
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- A vector-valued almost sure invariance principle for hyperbolic dynamical systems
- Equidistribution for nonuniformly expanding dynamical systems, and application to the almost sure invariance principle
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