English

Weak convergence of the empirical process of intermittent maps in L2 under long-range dependence

Probability 2013-11-25 v1 Dynamical Systems

Abstract

We study the behavior of the empirical distribution function of iterates of intermittent maps in the Hilbert space of square inegrable functions with respect to Lebesgue measure. In the long-range dependent case, we prove that the empirical distribution function, suitably normalized, converges to a degenerate stable process, and we give the corresponding almost sure result. We apply the results to the convergence of the Wasserstein distance between the empirical measure and the invariant measure. We also apply it to obtain the asymptotic distribution of the corresponding Cram\'er-von-Mises statistic.

Keywords

Cite

@article{arxiv.1311.5873,
  title  = {Weak convergence of the empirical process of intermittent maps in L2 under long-range dependence},
  author = {Jérôme Dedecker and Herold G. Dehling and Murad Taqqu},
  journal= {arXiv preprint arXiv:1311.5873},
  year   = {2013}
}

Comments

20 pages