Almost sure invariance principle for dynamical systems by spectral methods
From MaRDI portal
Publication:989191
DOI10.1214/10-AOP525zbMATH Open1207.60026arXiv0907.1404OpenAlexW3105432095MaRDI QIDQ989191FDOQ989191
Authors: S. Gouëzel 
Publication date: 30 August 2010
Published in: The Annals of Probability (Search for Journal in Brave)
Abstract: We prove the almost sure invariance principle for stationary R^d--valued processes (with dimension-independent very precise error terms), solely under a strong assumption on the characteristic functions of these processes. This assumption is easy to check for large classes of dynamical systems or Markov chains, using strong or weak spectral perturbation arguments.
Full work available at URL: https://arxiv.org/abs/0907.1404
Recommendations
- Almost sure invariance principle for random dynamical systems via Gouëzel's approach
- Almost sure invariance principle for sequential and non-stationary dynamical systems
- Rates in almost sure invariance principle for dynamical systems with some hyperbolicity
- Vector-valued almost sure invariance principles for (non)stationary and random dynamical systems
- Almost surely invariance principle for non-stationary and random intermittent dynamical systems
dynamical systemsMarkov chainscouplingtransfer operatoralmost sure invariance principlespectral perturbation
Stationary stochastic processes (60G10) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Discrete-time Markov processes on general state spaces (60J05) Functional analytic techniques in dynamical systems; zeta functions, (Ruelle-Frobenius) transfer operators, etc. (37C30)
Cites Work
- Title not available (Why is that?)
- Moment Inequalities for the Maximum Cumulative Sum
- Ergodic properties of invariant measures for piecewise monotonic transformations
- Title not available (Why is that?)
- A vector-valued almost sure invariance principle for hyperbolic dynamical systems
- Compact locally maximal hyperbolic sets for smooth maps: Fine statistical properties
- Statistical limit theorems for suspension flows
- On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
- Approximation by Brownian motion for Gibbs measures and flows under a function
- Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments
- Title not available (Why is that?)
- Almost sure invariance principles for partial sums of weakly dependent random variables
- Title not available (Why is that?)
- The Nagaev-Guivarc'h method via the Keller-Liverani theorem
- Absolutely continuous invariant measures for multidimensional expanding maps
- Approximation theorems for independent and weakly dependent random vectors
- Anisotropic Hölder and Sobolev spaces for hyperbolic diffeomorphisms
- Characterization of weak convergence of Birkhoff sums for Gibbs-Markov maps
- LIMIT THEOREMS FOR COUPLED INTERVAL MAPS
- Quasi-compactness of transfer operators for contact Anosov flows
- Convergence analysis of generalized iterative methods for some variational inequalities involving pseudomonotone operators in Banach spaces
- Remarks on the tightness of cocycles
- Extensions of results of Komlós, Major, and Tusnády to the multivariate case
- Central limit theorems and invariance principles for time-one maps of hyperbolic flows
- Théorèmes limites pour une classe de chaînes de Markov et applications aux difféomorphismes d'Anosov. (Limit theorems for a class of Markov chains and applications to Anosov diffeomorphisms)
- Decay of correlations, central limit theorems and approximation by Brownian motion for compact Lie group extensions
Cited In (65)
- Rigorous justification for the space–split sensitivity algorithm to compute linear response in Anosov systems
- On coupling lemma and stochastic properties with unbounded observables for 1-d expanding maps
- Equilibrium states of endomorphisms of \(\mathbb{P}^{k}\): spectral stability and limit theorems
- Strong approximations for a class of dependent random variables with semi-exponential tails
- Strong Gaussian approximation of metastable density-dependent Markov chains on large time scales
- Almost sure diffusion approximation in averaging via rough paths theory
- Rates in almost sure invariance principle for nonuniformly hyperbolic maps
- Stable large deviations for deterministic dynamical systems
- Large deviations, moment estimates and almost sure invariance principles for skew products with mixing base maps and expanding-on-average fibers
- Topological entropy and pressure for finite-horizon Sinai billiards
- The work of Sébastien Gouëzel on limit theorems and on weighted Banach spaces
- Almost sure invariance principle for random piecewise expanding maps
- Extensions with shrinking fibers
- Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
- Smooth approximation of stochastic differential equations
- Stability and approximation of statistical limit laws for multidimensional piecewise expanding maps
- Mixing properties and statistical limit theorems for singular hyperbolic flows without a smooth stable foliation
- Fluctuations of Observables in Dynamical Systems: From Limit Theorems to Concentration Inequalities
- Almost Sure Invariance Principle for Random Distance Expanding Maps with a Nonuniform Decay of Correlations
- Upper large deviations bound for singular-hyperbolic attracting sets
- A spectral approach for quenched limit theorems for random hyperbolic dynamical systems
- Equidistribution for nonuniformly expanding dynamical systems, and application to the almost sure invariance principle
- A vector-valued almost sure invariance principle for hyperbolic dynamical systems
- A strong pair correlation bound implies the CLT for Sinai billiards
- A generalized central limit theorem in infinite ergodic theory
- A note on the finite-dimensional distributions of dispersing billiard processes
- Almost sure invariance principle for random dynamical systems via Gouëzel's approach
- Vector-valued almost sure invariance principles for (non)stationary and random dynamical systems
- An alternative to the coupling of Berkes-Liu-Wu for strong approximations
- Rate of convergence in the weak invariance principle for deterministic systems
- Weak convergence to stable Lévy processes for nonuniformly hyperbolic dynamical systems
- A Huygens principle for diffusion and anomalous diffusion in spatially extended systems
- Law of iterated logarithm and invariance principle for one-parameter families of interval maps
- Martingale approximations and anisotropic Banach spaces with an application to the time-one map of a Lorentz gas
- A spectral approach for quenched limit theorems for random expanding dynamical systems
- Quadratic Weyl sums, automorphic functions and invariance principles
- Statistical properties and decay of correlations for interval maps with critical points and singularities
- Natural boundary for the susceptibility function of generic piecewise expanding unimodal maps
- Edgeworth expansions for slow–fast systems with finite time-scale separation
- Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean
- Probabilistic potential theory and induction of dynamical systems
- Limit theorems for random expanding or Anosov dynamical systems and vector-valued observables
- Rates of convergence in invariance principles for random walks on linear groups via martingale methods
- Almost sure invariance principle for sequential and non-stationary dynamical systems
- Strong invariance principles with rate for ``reverse martingale differences and applications
- Non-stationary almost sure invariance principle for hyperbolic systems with singularities
- Rates in almost sure invariance principle for dynamical systems with some hyperbolicity
- Rates of Convergence in the Strong Invariance Principle for Non-adapted Sequences Application to Ergodic Automorphisms of the Torus
- Stochastic algorithms for computing means of probability measures
- Annealed and quenched limit theorems for random expanding dynamical systems
- Anosov diffeomorphisms, anisotropic BV spaces and regularity of foliations
- A local limit theorem for a transient chaotic walk in a frozen environment
- A vector-valued almost sure invariance principle for random expanding on average cocycles
- Diffusive behavior of ergodic sums over rotations
- Potential kernel, hitting probabilities and distributional asymptotics
- An almost sure invariance principle for some classes of non-stationary mixing sequences
- Strong approximation of partial sums under dependence conditions with application to dynamical systems
- Multidimensional expanding maps with singularities: a pedestrian approach
- Dynamical systems and processes
- A test for a conjecture on the nature of attractors for smooth dynamical systems
- A coupling approach to random circle maps expanding on the average
- A vector-valued almost sure invariance principle for Sinai billiards with random scatterers
- Central limit theorems with a rate of convergence for time-dependent intermittent maps
- Rates in the strong invariance principle for ergodic automorphisms of the torus
- A gentle introduction to anisotropic Banach spaces
This page was built for publication: Almost sure invariance principle for dynamical systems by spectral methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q989191)
