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We prove the one-dimensional almost sure invariance principle with essentially optimal rates for slowly (polynomially) mixing deterministic dynamical systems, such as Pomeau-Manneville intermittent maps, with H\"older continuous…

Dynamical Systems · Mathematics 2018-11-15 C. Cuny , J. Dedecker , A. Korepanov , F. Merlevède

We prove the Almost Sure Invariance Principle (ASIP) with close to optimal error rates for nonuniformly hyperbolic maps. We do not assume exponential contraction along stable leaves, therefore our result covers in particular slowly mixing…

Dynamical Systems · Mathematics 2024-07-02 C Cuny , J Dedecker , A Korepanov , F Merlevède

We prove an almost sure invariance principle that is valid for general classes of nonuniformly expanding and nonuniformly hyperbolic dynamical systems. Discrete time systems and flows are covered by this result. In particular, the result…

Dynamical Systems · Mathematics 2014-12-09 Ian Melbourne , Matthew Nicol

We prove a fiberwise almost sure invariance principle for random piecewise expanding transformations in one and higher dimensions using recent developments on martingale techniques.

Dynamical Systems · Mathematics 2018-12-05 D. Dragicevic , G. Froyland , C. González-Tokman , S. Vaienti

We prove an almost sure invariance principle (approximation by d-dimensional Brownian motion) for vector-valued Holder observables of large classes of nonuniformly hyperbolic dynamical systems. These systems include Axiom~A diffeomorphisms…

Dynamical Systems · Mathematics 2014-12-09 Ian Melbourne , Matthew Nicol

We establish almost sure invariance principles, a strong form of approximation by Brownian motion, for non-stationary time-series arising as observations on dynamical systems. Our examples include observations on sequential expanding maps,…

Dynamical Systems · Mathematics 2014-06-18 N. Haydn , M. Nicol , A. Tôrôk , S. Vaienti

Let $T \colon M \to M$ be a nonuniformly expanding dynamical system, such as logistic or intermittent map. Let $v \colon M \to \mathbb{R}^d$ be an observable and $v_n = \sum_{k=0}^{n-1} v \circ T^k$ denote the Birkhoff sums. Given a…

Dynamical Systems · Mathematics 2022-10-19 Alexey Korepanov

We prove a vector-valued almost sure invariance principle for some classes of time dependent non-uniformly distance expanding dynamical systems. The models we have in mind are certain sequential versions of the smooth non-uniformly distance…

Dynamical Systems · Mathematics 2020-05-14 Yeor Hafouta

We prove almost sure invariance principle, a strong form of approximation by Brownian motion, for non-autonomous holomorphic dynamical systems on complex projective space $\Bbb{P}^k$ for H\"{o}lder continuous and DSH observables.

Dynamical Systems · Mathematics 2018-07-16 Turgay Bayraktar

For a large class of quickly mixing dynamical systems, we prove that the error in the almost sure approximation with a Brownian motion is of order O((log n)^a) with a $\ge$ 2. Specifically, we consider nonuniformly expanding maps with…

Probability · Mathematics 2018-11-26 C Cuny , J Dedecker , A Korepanov , Florence Merlevède

In this paper, we obtain almost sure invariance principles with rate of order $n^{1/p}\log^\beta n$, $2< p\le 4$, for sums associated to a sequence of reverse martingale differences. Then, we apply those results to obtain similar…

Probability · Mathematics 2012-09-18 Christophe Cuny , Florence Merlevede

We investigate a wide class of two-dimensional hyperbolic systems with singularities, and prove the almost sure invariance principle (ASIP) for the random process generated by sequences of dynamically H\"older observables. The observables…

Dynamical Systems · Mathematics 2018-08-01 Jianyu Chen , Hongkun Zhang , Yun Yang

We obtain rates of convergence in the weak invariance principle (functional central limit theorem) for $\R^d$-valued H\"older observables of nonuniformly hyperbolic maps. In particular, for maps modelled by a Young tower with…

Dynamical Systems · Mathematics 2025-03-21 Nicholas Fleming-Vázquez

We prove a quenched almost sure invariance principle for certain classes of random distance expanding dynamical systems which do not necessarily exhibit uniform decay of correlations.

Dynamical Systems · Mathematics 2020-09-14 Davor Dragicevic , Yeor Hafouta

We give rates of convergence in the almost sure invariance principle for sums of dependent random variables with semi exponential tails, whose coupling coefficients decrease at a subexponential rate. We show that the rates in the strong…

Probability · Mathematics 2023-05-23 C Cuny , J Dedecker , F Merlevède

We prove the almost sure invariance principle for stationary R^d--valued processes (with dimension-independent very precise error terms), solely under a strong assumption on the characteristic functions of these processes. This assumption…

Dynamical Systems · Mathematics 2011-02-10 Sébastien Gouëzel

In this paper we obtain an almost sure invariance principle for convergent sequences of either Anosov diffeomorphisms or expanding maps on compact Riemannian manifolds and prove an ergodic stability result for such sequences. The sequences…

Dynamical Systems · Mathematics 2017-09-07 A. Castro , F. B. Rodrigues , P. Varandas

In this note we (in particular) prove an almost sure invariance principle (ASIP) for non-stationary and uniformly bounded sequences of random variables which are exponentially fast $\phi$-mixing. The obtained rate is of order…

Probability · Mathematics 2022-07-19 Yeor Hafouta

Building upon previous works by Young, Chernov-Zhang and Bruin-Melbourne-Terhesiu, we present a general scheme to improve bounds on the statistical properties (in particular, decay of correlations, and rates in the almost sure invariant…

Dynamical Systems · Mathematics 2025-02-04 Péter Bálint , Ábel Komálovics

We prove existence of (at most denumerable many) absolutely continuous invariant probability measures for random one-dimensional dynamical systems with asymptotic expansion. If the rate of expansion (Lyapunov exponents) is bounded away from…

Dynamical Systems · Mathematics 2014-11-18 Vitor Araujo , Javier Solano
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