Related papers: Statistical Limit Theorems for Axiom A Diffeomorph…
We develop the Ruelle transfer operator theory for Axiom A diffeomorphisms and construct Sinai-Ruelle-Bowen measures, carrying the symbolic spectral results of Part I [64] over to smooth dynamics through the Markov partition coding of Part…
This Part establishes the geometric theory of uniformly hyperbolic sets with explicit quantitative bounds throughout, and contains five main theorems. The Stable Manifold Theorem is proved via the backward graph transform, with a complete…
This Part develops structural consequences of the thermodynamic formalism for Axiom A diffeomorphisms. The Pesin Entropy Formula equates the metric entropy of the SRB measure to the sum of positive Lyapunov exponents, with complete proofs…
The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…
This paper establishes limit theorems and quantitative statistical stability for a class of piecewise partially hyperbolic maps that are not necessarily continuous nor locally invertible. By employing a flexible functional-analytic…
Central limit theorems and asymptotic properties of the minimum-contrast estimators of the drift parameter in linear stochastic evolution equations driven by fractional Brownian motion are studied. Both singular ($H < \frac{1}{2})$ and…
We establish the existence of a spectral gap for the transfer operator induced on $\mathbb P^k = \mathbb P^k (\mathbb C)$ by a generic holomorphic endomorphism and a suitable continuous weight and its perturbations on various functional…
We establish central limit theorems for the Sample Average Approximation (SAA) method in discrete-time, finite-horizon stochastic optimal control. Our analysis is based on an abstract limit theorem for stochastic backward recursions, which…
A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…
We obtain central limit theorem, local limit theorems and renewal theorems for stationary processes generated by skew product maps $T(\om,x)=(\te\om,T_\om x)$ together with a $T$-invariant measure, whose base map $\te$ satisfies certain…
The free central-limit theorem, a fundamental theorem in free probability, states that empirical averages of freely independent random variables are asymptotically semi-circular. We extend this theorem to general dynamical systems of…
The unpredictability of chaotic nonlinear dynamics leads naturally to statistical descriptions, including probabilistic limit laws such as the central limit theorem and large deviation principle. A key tool in the Nagaev-Guivarc'h spectral…
Under natural assumptions on the observable, we prove a Central Limit Theorem, a Berry-Esseen Theorem, and a quantitative Local Limit Theorem for a broad class of partially hyperbolic endomorphisms of the two-dimensional torus. Our results…
This paper establishes limit theorems for a class of stochastic hybrid systems (continuous deterministic dynamic coupled with jump Markov processes) in the fluid limit (small jumps at high frequency), thus extending known results for jump…
In this paper we will prove various probabilistic limit theorems for some classes of distance expanding sequential dynamical systems (SDS). Our starting point here is certain sequential complex Ruelle-Perron-Frobenius (RPF) theorems which…
This paper presents some asymptotic results for statistics of Brownian semi-stationary (BSS) processes. More precisely, we consider power variations of BSS processes, which are based on high frequency (possibly higher order) differences of…
Let $T\in C^{2+\varepsilon}(S^{1}\setminus\{x_{b}\}),\,\,\varepsilon>0,$ be an orientation preserving circle homeomorphism with rotation number $\rho_T=[k_{1},k_{2},..,k_{m},1,1,...],\,\,m\geq1$, and a single break point $x_{b}$. We…
We consider an independently identically distributed random dynamical system generated by finitely many, non-uniformly expanding Markov interval maps with a finite number of branches. Assuming a topologically mixing condition and the…
We prove that the statistical properties of random perturbations of a nonuniformly hyperbolic diffeomorphism are described by a finite number of stationary measures. We also give necessary and sufficient conditions for the stochastic…
In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…