scholarly journals A vector-valued almost sure invariance principle for hyperbolic dynamical systems

2009 ◽  
Vol 37 (2) ◽  
pp. 478-505 ◽  
Author(s):  
Ian Melbourne ◽  
Matthew Nicol
2019 ◽  
Vol 40 (9) ◽  
pp. 2317-2348 ◽  
Author(s):  
C. CUNY ◽  
J. DEDECKER ◽  
A. KOREPANOV ◽  
F. MERLEVÈDE

We prove the one-dimensional almost sure invariance principle with essentially optimal rates for slowly (polynomially) mixing deterministic dynamical systems, such as Pomeau–Manneville intermittent maps, with Hölder continuous observables. Our rates have form $o(n^{\unicode[STIX]{x1D6FE}}L(n))$, where $L(n)$ is a slowly varying function and $\unicode[STIX]{x1D6FE}$ is determined by the speed of mixing. We strongly improve previous results where the best available rates did not exceed $O(n^{1/4})$. To break the $O(n^{1/4})$ barrier, we represent the dynamics as a Young-tower-like Markov chain and adapt the methods of Berkes–Liu–Wu and Cuny–Dedecker–Merlevède on the Komlós–Major–Tusnády approximation for dependent processes.


2017 ◽  
Vol 369 (8) ◽  
pp. 5293-5316 ◽  
Author(s):  
Nicolai Haydn ◽  
Matthew Nicol ◽  
Andrew Török ◽  
Sandro Vaienti

2014 ◽  
Vol 14 (04) ◽  
pp. 1450008 ◽  
Author(s):  
Mikko Stenlund ◽  
Henri Sulku

We study random circle maps that are expanding on the average. Uniform bounds on neither expansion nor distortion are required. We construct a coupling scheme, which leads to exponential convergence of measures (memory loss) and exponential mixing. Leveraging from the structure of the associated correlation estimates, we prove an almost sure invariance principle for vector-valued observables. The motivation for our paper is to explore these methods in a non-uniform random setting.


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