A functional stable limit theorem for Gibbs-Markov maps
Abstract
For a class of locally (but not necessarily uniformly) Lipschitz continuous -dimensional observables over a Gibbs-Markov system, we show that convergence of (suitably normalized and centered) ergodic sums to a non-Gaussian stable vector is equivalent to the distribution belonging to the classical domain of attraction, and that it implies a weak invariance principle in the (strong) Skorohod -topology on . The argument uses the classical approach via finite-dimensional marginals and -tightness. As applications, we record a Spitzer-type arcsine law for certain -extensions of Gibbs-Markov systems, and prove an asymptotic independence property of excursion processes of intermittent interval maps.
Keywords
Cite
@article{arxiv.1809.06538,
title = {A functional stable limit theorem for Gibbs-Markov maps},
author = {David Kocheim and Fabian Pühringer and Roland Zweimüller},
journal= {arXiv preprint arXiv:1809.06538},
year = {2021}
}
Comments
Small modifications meant to improve readability; 28 pages