Statistical properties for mixing Markov chains with applications to dynamical systems

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Cai, Ao, Duarte, Pedro, Klein, Silvius
Format: Preprint
Published: 2022
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866912484358619136
author Cai, Ao
Duarte, Pedro
Klein, Silvius
author_facet Cai, Ao
Duarte, Pedro
Klein, Silvius
contents We establish an abstract, effective, exponential large deviations type estimate for Markov systems satisfying a weaker form of mixing. We employ this result to derive such estimates, as well as a central limit theorem, for the skew product encoding a random torus translation, a model we call a mixed random-quasiperiodic dynamical system. This abstract scheme is applicable to many other types of skew product dynamics, including systems for which the spectral gap property for the transition or the transfer operator does not hold.
format Preprint
id arxiv_https___arxiv_org_abs_2210_16908
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Statistical properties for mixing Markov chains with applications to dynamical systems
Cai, Ao
Duarte, Pedro
Klein, Silvius
Dynamical Systems
Probability
We establish an abstract, effective, exponential large deviations type estimate for Markov systems satisfying a weaker form of mixing. We employ this result to derive such estimates, as well as a central limit theorem, for the skew product encoding a random torus translation, a model we call a mixed random-quasiperiodic dynamical system. This abstract scheme is applicable to many other types of skew product dynamics, including systems for which the spectral gap property for the transition or the transfer operator does not hold.
title Statistical properties for mixing Markov chains with applications to dynamical systems
topic Dynamical Systems
Probability
url https://arxiv.org/abs/2210.16908