English

Nonconventional limit theorems in averaging

Probability 2013-02-21 v1 Dynamical Systems

Abstract

We consider "nonconventional" averaging setup in the form dXϵ(t)dt=ϵB(Xϵ(t),ξ(q1(t)),ξ(q2(t)),...,ξ(q(t)))\frac {dX^\epsilon(t)}{dt}=\epsilon B\big(X^\epsilon(t),\xi(q_1(t)), \xi(q_2(t)),...,\xi(q_\ell(t))\big) where ξ(t),t0\xi(t),t\geq 0 is either a stochastic process or a dynamical system (i.e. then ξ(t)=Ftx\xi(t)=F^tx) with sufficiently fast mixing while qj(t)=\aljt,\al1<\al2<...<\alkq_j(t)=\al_jt,\,\al_1<\al_2<...<\al_k and qj,j=k+1,...,q_j,\, j=k+1,...,\ell grow faster than linearly. We show that the properly normalized error term in the "nonconventional" averaging principle is asymptotically Gaussian.

Keywords

Cite

@article{arxiv.1109.0373,
  title  = {Nonconventional limit theorems in averaging},
  author = {Yuri Kifer},
  journal= {arXiv preprint arXiv:1109.0373},
  year   = {2013}
}
R2 v1 2026-06-21T18:58:45.000Z