We prove statistical limit laws for sequences of Birkhoff sums of the type
The key ingredient is a new martingale–coboundary decomposition for nonuniformly hyperbolic transformations which is useful already in the case when the family
In addition to uniformly expanding/hyperbolic dynamical systems, our results include cases where the family
As an application, we prove a homogenisation result for discrete fast–slow systems where the fast dynamics is generated by a family of nonuniformly hyperbolic transformations.
@article{AIHPC_2018__35_4_859_0, author = {Korepanov, A. and Kosloff, Z. and Melbourne, I.}, title = {Martingale{\textendash}coboundary decomposition for families of dynamical systems}, journal = {Annales de l'I.H.P. Analyse non lin\'eaire}, pages = {859--885}, publisher = {Elsevier}, volume = {35}, number = {4}, year = {2018}, doi = {10.1016/j.anihpc.2017.08.005}, mrnumber = {3795019}, zbl = {1406.37027}, language = {en}, url = {https://www.numdam.org/articles/10.1016/j.anihpc.2017.08.005/} }
TY - JOUR AU - Korepanov, A. AU - Kosloff, Z. AU - Melbourne, I. TI - Martingale–coboundary decomposition for families of dynamical systems JO - Annales de l'I.H.P. Analyse non linéaire PY - 2018 SP - 859 EP - 885 VL - 35 IS - 4 PB - Elsevier UR - https://www.numdam.org/articles/10.1016/j.anihpc.2017.08.005/ DO - 10.1016/j.anihpc.2017.08.005 LA - en ID - AIHPC_2018__35_4_859_0 ER -
%0 Journal Article %A Korepanov, A. %A Kosloff, Z. %A Melbourne, I. %T Martingale–coboundary decomposition for families of dynamical systems %J Annales de l'I.H.P. Analyse non linéaire %D 2018 %P 859-885 %V 35 %N 4 %I Elsevier %U https://www.numdam.org/articles/10.1016/j.anihpc.2017.08.005/ %R 10.1016/j.anihpc.2017.08.005 %G en %F AIHPC_2018__35_4_859_0
Korepanov, A.; Kosloff, Z.; Melbourne, I. Martingale–coboundary decomposition for families of dynamical systems. Annales de l'I.H.P. Analyse non linéaire, Tome 35 (2018) no. 4, pp. 859-885. doi : 10.1016/j.anihpc.2017.08.005. https://www.numdam.org/articles/10.1016/j.anihpc.2017.08.005/
[1] SRB measures for non-hyperbolic systems with multidimensional expansion, Ann. Sci. Éc. Norm. Supér., Volume 33 (2000), pp. 1–32 | Numdam | MR | Zbl
[2] Strong statistical stability of non-uniformly expanding maps, Nonlinearity, Volume 17 (2004), pp. 1193–1215 | DOI | MR | Zbl
[3] Statistical properties of diffeomorphisms with weak invariant manifolds, Discrete Contin. Dyn. Syst., Volume 36 (2016), pp. 1–41 | MR
[4] From rates of mixing to recurrence times via large deviations, Adv. Math., Volume 228 (2011), pp. 1203–1236 | DOI | MR | Zbl
[5] Markov structures and decay of correlations for non-uniformly expanding dynamical systems, Ann. Inst. Henri Poincaré, Anal. Non Linéaire, Volume 22 (2005), pp. 817–839 | DOI | Numdam | MR | Zbl
[6] Slow rates of mixing for dynamical systems with hyperbolic structures, J. Stat. Phys., Volume 131 (2008), pp. 505–534 | DOI | MR | Zbl
[7] Gibbs–Markov structures and limit laws for partially hyperbolic attractors with mostly expanding central direction, Adv. Math., Volume 223 (2010), pp. 1706–1730 | DOI | MR | Zbl
[8] Statistical stability for robust classes of maps with non-uniform expansion, Ergod. Theory Dyn. Syst., Volume 22 (2002), pp. 1–32 | DOI | MR | Zbl
[9] M. Antoniou, I. Melbourne, Rate of convergence in the weak invariance principle for deterministic systems, in preparation.
[10] Singular-hyperbolic attractors are chaotic, Trans. Am. Math. Soc., Volume 361 (2009), pp. 2431–2485 | MR | Zbl
[11] Linear response for intermittent maps, Commun. Math. Phys., Volume 347 (2016), pp. 857–874 | DOI | MR | Zbl
[12] On iterations of
[13] Convergence of Probability Measures, Wiley Series in Probability and Statistics: Probability and Statistics, John Wiley & Sons Inc., New York, 1999 | MR
[14] The ergodic properties of billiards that are nearly scattering, Dokl. Akad. Nauk SSSR, Volume 211 (1973), pp. 1024–1026 | MR
[15] Distribution function inequalities for martingales, Ann. Probab., Volume 1 (1973), pp. 19–42 | DOI | MR | Zbl
[16] Spatial structure of Sinai–Ruelle–Bowen measures, Physica D, Volume 285 (2014), pp. 1–7 | DOI | MR | Zbl
[17] A family of chaotic billiards with variable mixing rates, Stoch. Dyn., Volume 5 (2005), pp. 535–553 | DOI | MR | Zbl
[18] Sinai billiards under small external forces, Ann. Henri Poincaré, Volume 2 (2001), pp. 197–236 | DOI | MR | Zbl
[19] Billiards with polynomial mixing rates, Nonlinearity, Volume 18 (2005), pp. 1527–1553 | DOI | MR | Zbl
[20] Positive Liapunov exponents and absolute continuity for maps of the interval, Ergod. Theory Dyn. Syst., Volume 3 (1983), pp. 13–46 | DOI | MR | Zbl
[21] Strong invariance principles with rate for “reverse” martingales and applications, J. Theor. Probab. (2015), pp. 137–183 | MR | Zbl
[22] Moment bounds for dependent sequences in smooth Banach spaces, Stoch. Process. Appl., Volume 125 (2015), pp. 3401–3429 | DOI | MR | Zbl
[23] A functional analytic approach to perturbations of the Lorentz gas, Commun. Math. Phys., Volume 324 (2013), pp. 767–830 | DOI | MR
[24] Limit theorems for partially hyperbolic systems, Trans. Am. Math. Soc., Volume 356 (2004), pp. 1637–1689 | MR | Zbl
[25] The statistical stability of equilibrium states for interval maps, Nonlinearity, Volume 22 (2009), pp. 259–281 | DOI | MR | Zbl
[26] The central limit theorem for stationary processes, Sov. Math. Dokl., Volume 10 (1969), pp. 1174–1176 | MR | Zbl
[27] Homogenization for deterministic maps and multiplicative noise, Proc. R. Soc. Lond. A (2013) | MR | Zbl
[28] Sharp polynomial estimates for the decay of correlations, Isr. J. Math., Volume 139 (2004), pp. 29–65 | DOI | MR | Zbl
[29] Statistical properties of a skew product with a curve of neutral points, Ergod. Theory Dyn. Syst., Volume 27 (2007), pp. 123–151 | DOI | MR | Zbl
[30] Moment bounds and concentration inequalities for slowly mixing dynamical systems, Electron. J. Probab., Volume 19 (2014), pp. 1–30 | DOI | MR | Zbl
[31] Martingale Limit Theory and Its Application, Probability and Mathematical Statistics, Academic Press, New York, 1980 | MR | Zbl
[32] Absolutely continuous invariant measures for one-parameter families of one-dimensional maps, Commun. Math. Phys., Volume 81 (1981), pp. 39–88 | DOI | MR | Zbl
[33] Smooth approximation of stochastic differential equations, Ann. Probab., Volume 44 (2016), pp. 479–520 | DOI | MR | Zbl
[34] Homogenization for deterministic fast–slow systems with multidimensional multiplicative noise, J. Funct. Anal., Volume 272 (2017), pp. 4063–4102 | DOI | MR | Zbl
[35] Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions, Commun. Math. Phys., Volume 104 (1986), pp. 1–19 | DOI | MR | Zbl
[36] Linear response for intermittent maps with summable and nonsummable decay of correlations, Nonlinearity, Volume 29 (2016), pp. 1735–1754 | DOI | MR | Zbl
[37] Averaging and rates of averaging for uniform families of deterministic fast–slow skew product systems, Stud. Math., Volume 238 (2017), pp. 59–89 | DOI | MR | Zbl
[38] Explicit coupling argument for nonuniformly expanding maps, Proc. R. Soc. Edinb. (2017) (in press)
[39] Central limit theorem for deterministic systems, International Conference on Dynamical Systems, Pitman Research Notes in Math., vol. 362, Longman Group Ltd, Harlow, 1996, pp. 56–75 | MR | Zbl
[40] A probabilistic approach to intermittency, Ergod. Theory Dyn. Syst., Volume 19 (1999), pp. 671–685 | DOI | MR | Zbl
[41] Central limit theorems for additive functionals of Markov chains, Ann. Probab., Volume 28 (2000), pp. 713–724 | DOI | MR | Zbl
[42] Dependent central limit theorems and invariance principles, Ann. Probab., Volume 2 (1974), pp. 620–628 | DOI | MR | Zbl
[43] Almost sure invariance principle for nonuniformly hyperbolic systems, Commun. Math. Phys., Volume 260 (2005), pp. 131–146 | DOI | MR | Zbl
[44] Large deviations for nonuniformly hyperbolic systems, Trans. Am. Math. Soc., Volume 360 (2008), pp. 6661–6676 | DOI | MR | Zbl
[45] A note on diffusion limits of chaotic skew product flows, Nonlinearity (2011), pp. 1361–1367 | DOI | MR | Zbl
[46] Statistical limit theorems for suspension flows, Isr. J. Math., Volume 144 (2004), pp. 191–209 | DOI | MR | Zbl
[47] Convergence of moments for Axiom A and nonuniformly hyperbolic flows, Ergod. Theory Dyn. Syst., Volume 32 (2012), pp. 1091–1100 | DOI | MR | Zbl
[48] A note on statistical properties for nonuniformly hyperbolic systems with slow contraction and expansion, Stoch. Dyn., Volume 16 (2016) (13 pages) | DOI | MR | Zbl
[49] Weak convergence to stable Lévy processes for nonuniformly hyperbolic dynamical systems, Ann. Inst. Henri Poincaré B, Probab. Stat., Volume 51 (2015), pp. 545–556 | DOI | Numdam | MR | Zbl
[50] Recent advances in invariance principles for stationary sequences, Probab. Surv., Volume 3 (2006), pp. 1–36 | DOI | MR | Zbl
[51] Almost Sure Invariance Principles for Partial Sums of Weakly Dependent Random Variables, Memoirs of the Amer. Math. Soc., vol. 161, Amer. Math. Soc., Providence, RI, 1975 | MR | Zbl
[52] Intermittent transition to turbulence in dissipative dynamical systems, Commun. Math. Phys., Volume 74 (1980), pp. 189–197 | DOI | MR
[53] Théorie asymptotique des processus aléatoires faiblement dépendants, Mathématiques & Applications (Berlin), Mathematics & Applications, vol. 31, Springer-Verlag, Berlin, 2000 | MR | Zbl
[54] An invariance principle for maps with polynomial decay of correlations, Commun. Math. Phys., Volume 260 (2005), pp. 1–15 | DOI | MR | Zbl
[55] Multidimensional nonhyperbolic attractors, Publ. Math. IHÉS (1997), pp. 63–96 | Numdam | MR | Zbl
[56] Statistical properties of dynamical systems with some hyperbolicity, Ann. Math., Volume 147 (1998), pp. 585–650 | MR | Zbl
[57] Recurrence times and rates of mixing, Isr. J. Math., Volume 110 (1999), pp. 153–188 | MR | Zbl
Cité par Sources :