Almost sure invariance principle for dynamical systems by spectral methods
Dynamical Systems
2011-02-10 v3 Probability
Abstract
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 is easy to check for large classes of dynamical systems or Markov chains, using strong or weak spectral perturbation arguments.
Cite
@article{arxiv.0907.1404,
title = {Almost sure invariance principle for dynamical systems by spectral methods},
author = {Sébastien Gouëzel},
journal= {arXiv preprint arXiv:0907.1404},
year = {2011}
}
Comments
25 pages v2: minor revision v3: published version