Functional correlation decay and multivariate normal approximation for non-uniformly expanding maps
Dynamical Systems
2018-07-05 v3 Probability
Abstract
In the setting of intermittent Pomeau-Manneville maps with time dependent parameters, we show a functional correlation bound widely useful for the analysis of the statistical properties of the model. We give two applications of this result, by showing that in a suitable range of parameters the bound implies the conditions of the normal approximation methods of Stein and Rio. For a single Pomeau-Manneville map belonging to this parameter range, both methods then yield a multivariate central limit theorem with a rate of convergence.
Cite
@article{arxiv.1702.00699,
title = {Functional correlation decay and multivariate normal approximation for non-uniformly expanding maps},
author = {Juho Leppänen},
journal= {arXiv preprint arXiv:1702.00699},
year = {2018}
}
Comments
21 pages; v.3: minor corrections according to comments by referee/pre-examiner