Weak convergence to stable Lévy processes for nonuniformly hyperbolic dynamical systems
Annales de l'I.H.P. Probabilités et statistiques, Volume 51 (2015) no. 2, p. 545-556

We consider weak invariance principles (functional limit theorems) in the domain of a stable law. A general result is obtained on lifting such limit laws from an induced dynamical system to the original system. An important class of examples covered by our result are Pomeau–Manneville intermittency maps, where convergence for the induced system is in the standard Skorohod 𝒥 1 topology. For the full system, convergence in the 𝒥 1 topology fails, but we prove convergence in the 1 topology.

Nous considérons des principes d’invariance faibles (théorèmes limites fonctionnels) dans le domaine d’une loi stable. Un résultat général est obtenu en relevant de telles lois limites depuis un système dynamique induit vers le système original. Une classe importante d’exemples couverte par notre résultat est donnée par les transformations intermittentes à la Pomeau–Manneville, où la convergence pour le système induit est dans la topologie 𝒥 1 de Skorohod standard. Pour le système complet, il n’y a pas de convergence dans la topologie 𝒥 1 , mais nous prouvons la convergence dans la topologie 1 .

DOI : https://doi.org/10.1214/13-AIHP586
Classification:  37D25,  28D05,  37A50,  60F17
Keywords: nonuniformly hyperbolic systems, functional limit theorems, lévy processes, induced dynamical systems
@article{AIHPB_2015__51_2_545_0,
     author = {Melbourne, Ian and Zweim\"uller, Roland},
     title = {Weak convergence to stable L\'evy processes for nonuniformly hyperbolic dynamical systems},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     publisher = {Gauthier-Villars},
     volume = {51},
     number = {2},
     year = {2015},
     pages = {545-556},
     doi = {10.1214/13-AIHP586},
     mrnumber = {3335015},
     language = {en},
     url = {http://www.numdam.org/item/AIHPB_2015__51_2_545_0}
}
Melbourne, Ian; Zweimüller, Roland. Weak convergence to stable Lévy processes for nonuniformly hyperbolic dynamical systems. Annales de l'I.H.P. Probabilités et statistiques, Volume 51 (2015) no. 2, pp. 545-556. doi : 10.1214/13-AIHP586. http://www.numdam.org/item/AIHPB_2015__51_2_545_0/

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