Convergence to decorated Lévy processes in non-Skorohod topologies for dynamical systems

DOI10.1214/24-EJP1231MaRDI QIDQ6654841zbMATH OpenFDO

Authors Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Ian Melbourne, Mike Todd

Publication date 20 December 2024

Published in Electronic Journal of Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1214/24-EJP1231

zbMATH Keywords

functional limit theoremsnonuniformly hyperbolic systemsheavy tailed observablesLévy processes with excursions

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.) (37D25) Dynamical systems with singularities (billiards, etc.) (37C83)

Recommendations

• Convergence to a Lévy process in the Skorohod \(\mathcal{M}_1\) and \(\mathcal{M}_2\) topologies for nonuniformly hyperbolic systems, including billiards with cusps
• WEAK CONVERGENCE TO LÉVY STABLE PROCESSES IN DYNAMICAL SYSTEMS
• Weak convergence to stable Lévy processes for nonuniformly hyperbolic dynamical systems
• Convergence to Lévy stable processes under some weak dependence conditions
• Convergence of partial sum processes to Lévy processes for associated sequences

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• Convergence to a Lévy process in the Skorohod \(\mathcal{M}_1\) and \(\mathcal{M}_2\) topologies for nonuniformly hyperbolic systems, including billiards with cusps
• Limit theorems for dispersing billiards with cusps
• Mixing limit theorems for ergodic transformations
• Necessary and sufficient condition for \(\mathcal{M}_2\)-convergence to a Lévy process for billiards with cusps at flat points
• Smooth approximation of stochastic differential equations
• Sporadicity: Between periodic and chaotic dynamical behaviors
• Stable laws for chaotic billiards with cusps at flat points
• Statistical properties of Lorentz gas with periodic configuration of scatterers
• Statistical properties of a skew product with a curve of neutral points
• Statistical properties of dynamical systems with some hyperbolicity
• Stochastic-Process Limits
• Superdiffusive limits for deterministic fast-slow dynamical systems
• WEAK CONVERGENCE TO LÉVY STABLE PROCESSES IN DYNAMICAL SYSTEMS
• Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction
• Weak convergence to stable Lévy processes for nonuniformly hyperbolic dynamical systems

Cited in

(1)

• Superdiffusive limits beyond the Marcus regime for deterministic fast-slow systems

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