Convergence to decorated Lévy processes in non-Skorohod topologies for dynamical systems
Fuente:
arXiv
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| Autori principali: | , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| _version_ | 1866911006721048576 |
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| author | Freitas, Ana Cristina Moreira Freitas, Jorge Milhazes Melbourne, Ian Todd, Mike |
| author_facet | Freitas, Ana Cristina Moreira Freitas, Jorge Milhazes Melbourne, Ian Todd, Mike |
| contents | We present a general framework for weak convergence to decorated Lévy processes in enriched spaces of càdlàg functions for vector-valued processes arising in deterministic systems. Applications include uniformly expanding maps and unbounded observables as well as nonuniformly expanding/hyperbolic maps with bounded observables. The latter includes intermittent maps and dispersing billiards with flat cusps. In many of these examples, convergence fails in all of the Skorohod topologies. Moreover, the enriched space picks up details of excursions that are not recorded by Skorohod or Whitt topologies. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2310_00978 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Convergence to decorated Lévy processes in non-Skorohod topologies for dynamical systems Freitas, Ana Cristina Moreira Freitas, Jorge Milhazes Melbourne, Ian Todd, Mike Dynamical Systems Probability 37A50, 60F17, 37D25, 37C83 We present a general framework for weak convergence to decorated Lévy processes in enriched spaces of càdlàg functions for vector-valued processes arising in deterministic systems. Applications include uniformly expanding maps and unbounded observables as well as nonuniformly expanding/hyperbolic maps with bounded observables. The latter includes intermittent maps and dispersing billiards with flat cusps. In many of these examples, convergence fails in all of the Skorohod topologies. Moreover, the enriched space picks up details of excursions that are not recorded by Skorohod or Whitt topologies. |
| title | Convergence to decorated Lévy processes in non-Skorohod topologies for dynamical systems |
| topic | Dynamical Systems Probability 37A50, 60F17, 37D25, 37C83 |
| url | https://arxiv.org/abs/2310.00978 |