Iterated invariance principle for slowly mixing dynamical systems
From MaRDI portal
Publication:2155538
DOI10.1214/21-AIHP1190MaRDI QIDQ2155538
Publication date: 15 July 2022
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.13398
Ergodicity, mixing, rates of mixing (37A25) Stochastic integrals (60H05) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Functional limit theorems; invariance principles (60F17)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Smooth approximation of stochastic differential equations
- On the functional central limit theorem via martingale approximation
- An invariance principle for maps with polynomial decay of correlations
- Almost sure invariance principle for nonuniformly hyperbolic systems
- Slow rates of mixing for dynamical systems with hyperbolic structures
- Recent advances in invariance principles for stationary sequences
- Proofs of the martingale FCLT
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)
- Ergodic properties of invariant measures for piecewise monotonic transformations
- Weak limit theorems for stochastic integrals and stochastic differential equations
- Approximating martingales and the central limit theorem for strictly stationary processes
- Statistical properties of dynamical systems with some hyperbolicity
- Differential equations driven by rough signals
- Recurrence times and rates of mixing
- Central limit theorem and stable laws for intermittent maps
- Martingale-coboundary decomposition for families of dynamical systems
- A new maximal inequality and invariance principle for stationary sequences
- Central limit theorems and invariance principles for time-one maps of hyperbolic flows
- Central limit theorems for additive functionals of Markov chains.
- Asymptotic theory of weakly dependent stochastic processes
- On the functional central limit theorem for stationary processes
- Multiscale systems, homogenization, and rough paths
- Deterministic homogenization for fast-slow systems with chaotic noise
- Mixing limit theorems for ergodic transformations
- Statistical properties of diffeomorphisms with weak invariant manifolds
- One-dimensional non-wandering sets
- A note on statistical properties for nonuniformly hyperbolic systems with slow contraction and expansion
- A note on diffusion limits of chaotic skew-product flows
- Martingale approximations and anisotropic Banach spaces with an application to the time-one map of a Lorentz gas
- Multidimensional Stochastic Processes as Rough Paths
- Large deviations for nonuniformly hyperbolic systems
- Decay of correlations for slowly mixing flows
- Large and moderate deviations for slowly mixing dynamical systems
- Prevalence of rapid mixing in hyperbolic flows
- A probabilistic approach to intermittency
- Limit theorems for partially hyperbolic systems
- Superpolynomial and polynomial mixing for semiflows and flows
- Decay of correlations for piecewise smooth maps with indifferent fixed points
- On the central limit theorem and iterated logarithm law for stationary processes
- Homogenization for deterministic maps and multiplicative noise
- Differentiable dynamical systems
- A course on rough paths. With an introduction to regularity structures