Skip to Main content Skip to Navigation
Journal articles

Almost sure invariance principle for sequential and non-stationary dynamical systems

Abstract : We establish almost sure invariance principles, a strong form of approximation by Brownian motion, for non-stationary time-series arising as observations on dynamical systems. Our examples include observations on sequential expanding maps, perturbed dynamical systems, non-stationary sequences of functions on hyperbolic systems as well as applications to the shrinking target problem in expanding systems.
Complete list of metadatas

Cited literature [35 references]  Display  Hide  Download

https://hal.archives-ouvertes.fr/hal-01127754
Contributor : Sandro Vaienti <>
Submitted on : Sunday, March 8, 2015 - 12:40:09 PM
Last modification on : Thursday, August 22, 2019 - 4:06:04 PM
Document(s) archivé(s) le : Monday, April 17, 2017 - 4:02:55 AM

File

asip_seq_8_16_2014.pdf
Files produced by the author(s)

Identifiers

Citation

Nicolai Haydn, Matthew Nicol, Andrew Török, Sandro Vaienti. Almost sure invariance principle for sequential and non-stationary dynamical systems. Transactions of the American Mathematical Society, American Mathematical Society, 2017, 369 (8), pp. 5293-5316 ⟨10.1090/tran/6812⟩. ⟨hal-01127754⟩

Share

Metrics

Record views

495

Files downloads

240