{"title":"Weak Convergence to Stable Lévy Processes for Nonuniformly Hyperbolic Dynamical Systems","authors":"I. Melbourne, Roland Zweimuller","doi":"10.1214/13-AIHP586","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":7902,"journal":{"name":"Annales De L Institut Henri Poincare-probabilites Et Statistiques","volume":"12 1","pages":"545-556"},"PeriodicalIF":1.2000,"publicationDate":"2013-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"44","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annales De L Institut Henri Poincare-probabilites Et Statistiques","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/13-AIHP586","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 44
Abstract
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.
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.