Almost sure invariance principle for sequential and non-stationary dynamical systems
Dynamical Systems
2014-06-18 v1
Abstract
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, perturbed dynamical systems, non-stationary sequences of functions on hyperbolic systems as well as applications to the shrinking target problem in expanding systems.
Cite
@article{arxiv.1406.4266,
title = {Almost sure invariance principle for sequential and non-stationary dynamical systems},
author = {N. Haydn and M. Nicol and A. Tôrôk and S. Vaienti},
journal= {arXiv preprint arXiv:1406.4266},
year = {2014}
}
Comments
34 pages