Stable Functional CLT for deterministic systems
Dynamical Systems
2023-09-13 v1 Probability
Abstract
We show that alpha stable L\'evy motions can be simulated by any ergodic and aperiodic probability preserving transformation. Namely we show: - for and every stable L\'evy motion , there exists a function f whose partial sum process converges in distribution to . - for and every symmetric alpha stable L\'evy motion , there exists a function f whose partial sum process converges in distribution to , - for and every there exists a function f whose associated time series is in the classical domain of attraction of an random variable.
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Cite
@article{arxiv.2309.05753,
title = {Stable Functional CLT for deterministic systems},
author = {Zemer Kosloff and Dalibor Volný},
journal= {arXiv preprint arXiv:2309.05753},
year = {2023}
}
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36 pages