Rates in almost sure invariance principle for nonuniformly hyperbolic maps
almost sure invariance principleBunimovich flowersnonuniformly hyperbolic mapsrenewal Markov shiftslowly mixing invertible dynamical systems
Ergodicity, mixing, rates of mixing (37A25) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.) (37D25) Functional limit theorems; invariance principles (60F17) Stationary stochastic processes (60G10)
Without assuming exponential contraction along stable leaves, the authors prove an almost sure invariance principle (ASIP) with close to optimal error rates for nonuniformly hyperbolic maps. The ASIP has a range of useful implications, such as the (functional) central limit theorem or the (functional) law of iterated logarithm.\N\NTo be precise, assume that \(T : M \rightarrow M\) is an ergodic, measure-preserving transformation defined on a bounded metric space \((M, d)\) with Borel probability measure \(m\). Let \(\varphi : M \rightarrow \mathbb{R}\) be Holder continuous function and \(\int \varphi dm=0\). Denote \(S_n(\varphi)=\sum\limits_{k=0}^{n-1}\varphi\circ T^k\). In general, \(S_n\) is considered as a random process on the probability space.\N\NSuppose that \(T\) is nonuniformly hyperbolic with uniformly hyperbolic induced map \(F\), return time \(\tau\) and \(F\)-invariant measure \(\mu\) associated with a subset \(Y\) of \(M\). Assuming that \(\int \tau^2 d\mu < \infty\), one can deduce that the limit \[c^2 = \lim\limits_{n \rightarrow \infty} \frac{1}{n} \int |S_n(\varphi)|^2 d\mu\] exists and:\N\begin{itemize}\N\item [(a)] If \(\mu(\tau \geq n) = O(n^{-\beta}(\log n)^\gamma)\), with \(\beta > 2\) and \(\gamma \in \mathbb{R}\), then for each \(\varepsilon > 0\) the \(S_n\) satisfies the ASIP with variance \(c^2\) and rate \(o(n^{1/\beta} (\log n)^{(r+1)/\beta + \varepsilon})\);\N\item[(b)] If \(\int \tau^\beta d\mu < \infty\) with \(\beta > 2\), then \(S_n\) satisfies the ASIP with variance \(c^2\) and rate \(o(n^{1/\beta})\);\N\item [(c)] If \(\int e^{\beta \tau^\delta} d\mu < \infty\) with \(\beta > 0\) and \(\delta \in (0, 1]\), then \(S_n\) satisfies the ASIP with variance \(c^2\) and rate \(O(\log n)^{1+1/\delta}\).\N\end{itemize}\N\NAs corollaries, the results above can be applied to special nonuniformly hyperbolic systems such as Bunimovich flowers, the Wojtkowski system of two falling balls, and the intermittent baker's map. The process \(S_n\) satisfies the ASIP with rate \(o(n^{1/3}(\log n)^{4/3+\varepsilon})\) for Bunimovich flowers and Wojtkowski system, and rate \(o(n^{\alpha}(\log n)^{\alpha+\varepsilon})\) for intermittent baker's map with \(\alpha<1/2\).
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