非一致双曲动力系统稳定lsamvy过程的弱收敛性

IF 1.2 2区 数学 Q2 STATISTICS & PROBABILITY
I. Melbourne, Roland Zweimuller
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引用次数: 44

摘要

研究稳定律域内的弱不变性原理(泛函极限定理)。得到了将这类极限律从诱导动力系统提升到原系统的一般结果。我们的结果涵盖了一类重要的例子是Pomeau-Manneville间歇性映射,其中诱导系统的收敛性是在标准Skorohod J1拓扑中。对于整个系统,J1拓扑中的收敛失败,但我们证明了在theM1拓扑中的收敛。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Weak Convergence to Stable Lévy Processes for Nonuniformly Hyperbolic Dynamical Systems
We consider weak invariance principles (functional limit theorems) in the domain of a stable law. A general result is obtained on lifting such limit laws from an induced dynamical system to the original system. An important class of examples covered by our result are Pomeau-Manneville intermittency maps, where convergence for the induced system is in the standard Skorohod J1 topology. For the full system, convergence in the J1 topology fails, but we prove convergence in theM1 topology.
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来源期刊
CiteScore
2.70
自引率
0.00%
发文量
85
审稿时长
6-12 weeks
期刊介绍: The Probability and Statistics section of the Annales de l’Institut Henri Poincaré is an international journal which publishes high quality research papers. The journal deals with all aspects of modern probability theory and mathematical statistics, as well as with their applications.
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