scholarly journals Renormalization and central limit theorem for critical dynamical systems with weak external noise

2007 ◽  
Vol 1 (3) ◽  
pp. 477-543 ◽  
Author(s):  
Oliver Díaz-Espinosa ◽  
◽  
Rafael de la Llave ◽  
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Dynamical Systems ◽  
Central Limit ◽  
External Noise

scholarly journals Potential kernel, hitting probabilities and distributional asymptotics

2019 ◽  
Vol 40 (7) ◽  
pp. 1894-1967 ◽  
Author(s):  
FRANÇOISE PÈNE ◽  
DAMIEN THOMINE
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Dynamical Systems ◽  
Central Limit ◽  
Alternative Proof ◽  
Hitting Probability ◽  
Additive Functionals ◽  
Potential Kernel ◽  
Hitting Probabilities ◽  
Abelian Covers

$\mathbb{Z}^{d}$-extensions of probability-preserving dynamical systems are themselves dynamical systems preserving an infinite measure, and generalize random walks. Using the method of moments, we prove a generalized central limit theorem for additive functionals of the extension of integral zero, under spectral assumptions. As a corollary, we get the fact that Green–Kubo’s formula is invariant under induction. This allows us to relate the hitting probability of sites with the symmetrized potential kernel, giving an alternative proof and generalizing a theorem of Spitzer. Finally, this relation is used to improve, in turn, the assumptions of the generalized central limit theorem. Applications to Lorentz gases in finite horizon and to the geodesic flow on Abelian covers of compact manifolds of negative curvature are discussed.

scholarly journals A Central Limit Theorem for Time-Dependent Dynamical Systems

2012 ◽  
Vol 146 (6) ◽  
pp. 1213-1220 ◽  
Author(s):  
Péter Nándori ◽  
Domokos Szász ◽  
Tamás Varjú
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Dynamical Systems ◽  
Central Limit ◽  
Time Dependent

scholarly journals Large deviations and central limit theorems for sequential and random systems of intermittent maps

2020 ◽  
pp. 1-28
Author(s):  
MATTHEW NICOL ◽  
FELIPE PEREZ PEREIRA ◽  
ANDREW TÖRÖK
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Dynamical Systems ◽  
Central Limit ◽  
Limit Theorems ◽  
Random Systems ◽  
Central Limit Theorems ◽  
Random Dynamical Systems ◽  
Stat Phys ◽  
Quenched Central Limit Theorem

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.

Stein’s method of normal approximation for dynamical systems

2019 ◽  
Vol 20 (04) ◽  
pp. 2050021 ◽  
Author(s):  
Olli Hella ◽  
Juho Leppänen ◽  
Mikko Stenlund
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Dynamical Systems ◽  
Central Limit ◽  
Normal Approximation ◽  
Stein’S Method ◽  
Stein's Method ◽  
Multiplicative Constant ◽  
Correlation Decay ◽  
The Central Limit Theorem

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.

scholarly journals Birkhoff sum fluctuations in substitution dynamical systems

2017 ◽  
Vol 39 (7) ◽  
pp. 1971-2005 ◽  
Author(s):  
ELLIOT PAQUETTE ◽  
YOUNGHWAN SON
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Dynamical Systems ◽  
Central Limit ◽  
Cantor Sets ◽  
Substitution Matrix ◽  
Substitution Dynamical Systems ◽  
New Criterion

We consider the deviation of Birkhoff sums along fixed orbits of substitution dynamical systems. We show distributional convergence for the Birkhoff sums of eigenfunctions of the substitution matrix. For non-coboundary eigenfunctions with eigenvalue of modulus $1$, we obtain a central limit theorem. For other eigenfunctions, we show convergence to distributions supported on Cantor sets. We also give a new criterion for such an eigenfunction to be a coboundary, as well as a new characterization of substitution dynamical systems with bounded discrepancy.

Sign in / Sign up

Export Citation Format

Share Document