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arXiv · 1406.4266

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

N. Haydn·M. Nicol·A. Tôrôk·S. Vaienti
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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.

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N. Haydn, M. Nicol, A. Tôrôk, S. Vaienti. 2014-06-17. Almost sure invariance principle for sequential and non-stationary dynamical systems. https://arxiv.org/abs/1406.4266

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