English

Wasserstein convergence rates in the invariance principle for deterministic dynamical systems

Dynamical Systems 2023-01-04 v2 Probability

Abstract

In this paper, we consider the convergence rate with respect to Wasserstein distance in the invariance principle for deterministic nonuniformly hyperbolic systems, where both discrete time systems and flows are included. Our results apply to uniformly hyperbolic systems and large classes of nonuniformly hyperbolic systems including intermittent maps, Viana maps, finite horizon planar periodic Lorentz gases and others. Furthermore, as a nontrivial application to homogenization problem, we investigate the W2\mathcal{W}_2-convergence rate of a fast-slow discrete deterministic system to a stochastic differential equation.

Keywords

Cite

@article{arxiv.2204.00263,
  title  = {Wasserstein convergence rates in the invariance principle for deterministic dynamical systems},
  author = {Zhenxin Liu and Zhe Wang},
  journal= {arXiv preprint arXiv:2204.00263},
  year   = {2023}
}

Comments

20 pages

R2 v1 2026-06-24T10:34:22.256Z