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We establish self-norming central limit theorems for non-stationary time series arising as observations on sequential maps possessing an indifferent fixed point. These transformations are obtained by perturbing the slope in the…

动力系统 · 数学 2016-09-28 Matthew Nicol , Andrew Török , Sandro Vaienti

Using Stein's method, we prove an abstract result that yields multivariate central limit theorems with a rate of convergence for time-dependent dynamical systems. As examples we study a model of expanding circle maps and a quasistatic…

概率论 · 数学 2019-10-17 Olli Hella

The work [8] established memory loss in the time-dependent (non-random) case of uniformly expanding maps of the interval. Here we find conditions under which we have convergence to the normal distribution of the appropriately scaled…

动力系统 · 数学 2016-03-25 Peter Nandori , Domokos Szasz , Tamas Varju

We study random dynamical systems composed of LSV maps with varying parameters, without any mixing assumptions on the base space of random dynamics. We establish a quenched central limit theorem and identify conditions under which the…

动力系统 · 数学 2026-04-08 Davor Dragičević , Juho Leppänen

We study random transformations built from intermittent maps on the unit interval that share a common neutral fixed point. We focus mainly on random selections of Pomeu-Manneville-type maps $T_\alpha$ using the full parameter range $0<…

动力系统 · 数学 2016-08-11 Wael Bahsoun , Christopher Bose

The purpose of this paper is to provide a first class of explicit sufficient conditions for the central limit theorem and related results in the setup of non-uniformly (partially) expanding non iid random transformations, considered as…

动力系统 · 数学 2023-07-25 Yeor Hafouta

We obtain large deviations estimates for both sequential and random compositions of intermittent maps. We also address the question of whether or not centering is necessary for the quenched central limit theorems (CLT) obtained by Nicol,…

动力系统 · 数学 2020-08-14 Matthew Nicol , Felipe Perez Pereira , Andrew Torok

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…

动力系统 · 数学 2026-02-20 Rafael A. Bilbao , Rafael Lucena

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

数据分析、统计与概率 · 物理学 2024-04-08 Damián H. Zanette , Inés Samengo

We consider time-dependent dynamical systems arising as sequential compositions of self-maps of a probability space. We establish conditions under which the Birkhoff sums for multivariate observations, given a centering and a general…

动力系统 · 数学 2020-10-28 Juho Leppänen , Mikko Stenlund

We adapt Stein's method to obtain Berry--Esseen type error bounds in the multivariate central limit theorem for non-stationary processes generated by time-dependent compositions of uniformly expanding dynamical systems. In a particular case…

动力系统 · 数学 2026-03-17 Juho Leppänen

We provide rates of convergence in the central limit theorem in terms of projective criteria for adapted stationary sequences of centered random variables taking values in Banach spaces, with finite moment of order $p \in ]2,3]$ as soon as…

概率论 · 数学 2025-02-21 Aurélie Bigot

Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…

动力系统 · 数学 2015-06-16 Nicolai Haydn , Matthew Nicol , Sandro Vaienti , Licheng Zhang

We analyze the fluctuations of incomplete $U$-statistics over a triangular array of independent random variables. We give criteria for a Central Limit Theorem (CLT, for short) to hold in the sense that we prove that an appropriately scaled…

概率论 · 数学 2020-03-24 Matthias Löwe , Sara Terveer

We present an adaptation of Stein's method of normal approximation to the study of both discrete- and continuous-time dynamical systems. We obtain new correlation-decay conditions on dynamical systems for a multivariate central limit…

概率论 · 数学 2017-01-12 Olli Hella , Juho Leppänen , Mikko Stenlund

In the setting of abstract Markov maps, we prove results concerning the convergence of renormalized Birkhoff sums to normal laws or stable laws. They apply to one-dimensional maps with a neutral fixed point at 0 of the form…

动力系统 · 数学 2007-05-23 Sebastien Gouezel

We investigate the probability density of rescaled sums of iterates of deterministic dynamical systems, a problem relevant for many complex physical systems consisting of dependent random variables. A Central Limit Theorem (CLT) is only…

统计力学 · 物理学 2007-05-23 Ugur Tirnakli , Christian Beck , Constantino Tsallis

We study random compositions of transformations having certain uniform fiberwise properties and prove bounds which in combination with other results yield a quenched central limit theorem equipped with a convergence rate, also in the…

动力系统 · 数学 2020-01-08 Olli Hella , Mikko Stenlund

We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…

概率论 · 数学 2025-01-31 Bertrand Cloez , Nicolás Zalduendo

It is known that the fluctuations of suitable linear statistics of Haar distributed elements of the compact classical groups satisfy a central limit theorem. We show that if the corresponding test functions are sufficiently smooth, a rate…

概率论 · 数学 2012-09-25 Christian Döbler , Michael Stolz
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