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arXiv · 1806.01204

Rate of Convergence in the Weak Invariance Principle for Deterministic Systems

Marios Antoniou·Ian Melbourne
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Abstract

We obtain the first results on convergence rates in the Prokhorov metric for the weak invariance principle (functional central limit theorem) for deterministic dynamical systems. Our results hold for uniformly expanding/hyperbolic (Axiom A) systems, as well as nonuniformly expanding/hyperbolic systems such as dispersing billiards, Henon-like attractors, Viana maps and intermittent maps. As an application, we obtain convergence rates for deterministic homogenization in multiscale systems.

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Marios Antoniou, Ian Melbourne. 2018-06-04. Rate of Convergence in the Weak Invariance Principle for Deterministic Systems. https://doi.org/10.1007/s00220-019-03334-6

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