scholarly journals The Central Limit Theorem for Random Dynamical Systems

2016 ◽  
Vol 164 (6) ◽  
pp. 1261-1291 ◽  
Author(s):  
Katarzyna Horbacz
2020 ◽  
pp. 1-28
Author(s):  
MATTHEW NICOL ◽  
FELIPE PEREZ PEREIRA ◽  
ANDREW TÖRÖK

Abstract We obtain large and moderate deviation estimates for both sequential and random compositions of intermittent maps. We also address the question of whether or not centering is necessary for the quenched central limit theorems obtained by Nicol, Török and Vaienti [Central limit theorems for sequential and random intermittent dynamical systems. Ergod. Th. & Dynam. Sys.38(3) (2018), 1127–1153] for random dynamical systems comprising intermittent maps. Using recent work of Abdelkader and Aimino [On the quenched central limit theorem for random dynamical systems. J. Phys. A 49(24) (2016), 244002] and Hella and Stenlund [Quenched normal approximation for random sequences of transformations. J. Stat. Phys.178(1) (2020), 1–37] we extend the results of Nicol, Török and Vaienti on quenched central limit theorems for centered observables over random compositions of intermittent maps: first by enlarging the parameter range over which the quenched central limit theorem holds; and second by showing that the variance in the quenched central limit theorem is almost surely constant (and the same as the variance of the annealed central limit theorem) and that centering is needed to obtain this quenched central limit theorem.


2019 ◽  
Vol 20 (04) ◽  
pp. 2050021 ◽  
Author(s):  
Olli Hella ◽  
Juho Leppänen ◽  
Mikko Stenlund

We present an adaptation of Stein’s method of normal approximation to the study of both discrete- and continuous-time dynamical systems. We obtain new correlation-decay conditions on dynamical systems for a multivariate central limit theorem augmented by a rate of convergence. We then present a scheme for checking these conditions in actual examples. The principal contribution of our paper is the method, which yields a convergence rate essentially with the same amount of work as the central limit theorem, together with a multiplicative constant that can be computed directly from the assumptions.


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