English

Central limit theorems with a rate of convergence for time-dependent intermittent maps

Dynamical Systems 2020-01-14 v5 Probability

Abstract

We study dynamical systems arising as time-dependent compositions of Pomeau-Manneville-type intermittent maps. We establish central limit theorems for appropriately scaled and centered Birkhoff-like partial sums, with estimates on the rate of convergence. For maps chosen from a certain parameter range, but without additional assumptions on how the maps vary with time, we obtain a self-normalized CLT provided that the variances of the partial sums grow sufficiently fast. When the maps are chosen randomly according to a shift-invariant probability measure, we identify conditions under which the quenched CLT holds, assuming fiberwise centering. Finally, we show a multivariate CLT for intermittent quasistatic systems. Our approach is based on Stein's method of normal approximation.

Keywords

Cite

@article{arxiv.1811.11170,
  title  = {Central limit theorems with a rate of convergence for time-dependent intermittent maps},
  author = {Olli Hella and Juho Leppänen},
  journal= {arXiv preprint arXiv:1811.11170},
  year   = {2020}
}

Comments

24 pages. Final peer-reviewed manuscript. To appear in Stochastics and Dynamics (https://doi.org/10.1142/S0219493720500252)