Stable laws for random dynamical systems

被引:0
|
作者
Aimino, Romain [1 ]
Nicol, Matthew [2 ]
Torok, Andrew [2 ,3 ]
机构
[1] Univ Porto, Dept Matemat, Fac Ciencias, Rua Campo Alegre 687, P-4169007 Porto, Portugal
[2] Univ Houston, Dept Math, Houston, TX 77204 USA
[3] Inst Math Romanian Acad, Bucharest, Romania
基金
美国国家科学基金会;
关键词
stable limit laws; random dynamical systems; Poisson limit laws; LIMIT-THEOREMS; STATISTICAL PROPERTIES; WEAK-CONVERGENCE; EXPONENTIAL LAW; MAPS;
D O I
10.1017/etds.2024.5
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we consider random dynamical systems formed by concatenating maps acting on the unit interval $[0,1]$ in an independent and identically distributed (i.i.d.) fashion. Considered as a stationary Markov process, the random dynamical system possesses a unique stationary measure $\nu $ . We consider a class of non-square-integrable observables $\phi $ , mostly of form $\phi (x)=d(x,x_0)<^>{-{1}/{\alpha }}$ , where $x_0$ is a non-recurrent point (in particular a non-periodic point) satisfying some other genericity conditions and, more generally, regularly varying observables with index $\alpha \in (0,2)$ . The two types of maps we concatenate are a class of piecewise $C<^>2$ expanding maps and a class of intermittent maps possessing an indifferent fixed point at the origin. Under conditions on the dynamics and $\alpha $ , we establish Poisson limit laws, convergence of scaled Birkhoff sums to a stable limit law, and functional stable limit laws in both the annealed and quenched case. The scaling constants for the limit laws for almost every quenched realization are the same as those of the annealed case and determined by $\nu $ . This is in contrast to the scalings in quenched central limit theorems where the centering constants depend in a critical way upon the realization and are not the same for almost every realization.
引用
收藏
页码:3041 / 3090
页数:50
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