English

A functional stable limit theorem for Gibbs-Markov maps

Dynamical Systems 2021-10-05 v3

Abstract

For a class of locally (but not necessarily uniformly) Lipschitz continuous dd-dimensional observables over a Gibbs-Markov system, we show that convergence of (suitably normalized and centered) ergodic sums to a non-Gaussian stable vector is equivalent to the distribution belonging to the classical domain of attraction, and that it implies a weak invariance principle in the (strong) Skorohod J1\mathcal{J}_{1}-topology on D([0,),Rd)\mathcal{D}([0,\infty),\mathbb{R}^{d}). The argument uses the classical approach via finite-dimensional marginals and J1\mathcal{J}_{1}-tightness. As applications, we record a Spitzer-type arcsine law for certain Z\mathbb{Z}% -extensions of Gibbs-Markov systems, and prove an asymptotic independence property of excursion processes of intermittent interval maps.

Keywords

Cite

@article{arxiv.1809.06538,
  title  = {A functional stable limit theorem for Gibbs-Markov maps},
  author = {David Kocheim and Fabian Pühringer and Roland Zweimüller},
  journal= {arXiv preprint arXiv:1809.06538},
  year   = {2021}
}

Comments

Small modifications meant to improve readability; 28 pages

R2 v1 2026-06-23T04:09:36.243Z