Almost sure invariance principle for sequential and non-stationary dynamical systems
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Publication:5347264
DOI10.1090/TRAN/6812zbMATH Open1366.37143arXiv1406.4266OpenAlexW1485931550MaRDI QIDQ5347264FDOQ5347264
Nicolai Haydn, Matthew Nicol, Sandro Vaienti, Andrei Török
Publication date: 23 May 2017
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1406.4266
Brownian motion (60J65) Ergodicity, mixing, rates of mixing (37A25) Time series analysis of dynamical systems (37M10) Dynamical systems and their relations with probability theory and stochastic processes (37A50)
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