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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 0<α<10<\alpha<1 and every α\alpha stable L\'evy motion W\mathbb{W}, there exists a function f whose partial sum process converges in distribution to W\mathbb{W}. - for 1α<21\leq \alpha <2 and every symmetric alpha stable L\'evy motion W\mathbb{W}, there exists a function f whose partial sum process converges in distribution to W\mathbb{W}, - for 1<α<21< \alpha <2 and every 1β1-1\leq\beta \leq 1 there exists a function f whose associated time series is in the classical domain of attraction of an Sα(ln(2),β,0)S_\alpha (\ln(2), \beta,0) random variable.

Keywords

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