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C Cuny

Publications and source records attributed to C Cuny.

7 recordsLinked to original sources

Rates in almost sure invariance principle for nonuniformly hyperbolic maps

We prove the Almost Sure Invariance Principle (ASIP) with close to optimal error rates for nonuniformly hyperbolic maps. We do not assume exponential contraction along stable leaves, therefore our result covers in particular slowly mixing invertible dynamical systems as Bunimovich flowers, billiards with flat points as in Chernov and Zhang (2005) and Wojtkowski' (1990) system of two falling balls. For these examples, the ASIP is a new result, not covered by prior works for various reasons, notably because in absence of exponential contraction along stable leaves, it is challenging to employ the so-called Sinai's trick (Sinai 1972, Bowen 1975) of reducing a nonuniformly hyperbolic system to a nonuniformly expanding one. Our strategy follows our previous papers on the ASIP for nonuniformly expanding maps, where we build a semiconjugacy to a specific renewal Markov shift and adapt the argument of Berkes, Liu and Wu (2014). The main difference is that now the Markov shift is two-sided, the observables depend on the full trajectory, both the future and the past.

math.DS

Limit theorems for iid products of positive matrices

We study stochastic properties of the norm cocycle associated with iid products of positive matrices. We obtain the almost sure invariance principle (ASIP) with rate o(n 1/p) under the optimal condition of a moment or order p > 2 and the Berry-Esseen theorem with rate O(1/ $\sqrt$ n) under the optimal condition of a moment of order 3. The results are also valid for the matrix norm. For the matrix coefficients, we also have the ASIP but we obtain only partial results for the Berry-Esseen theorem. The proofs make use of coupling coefficients that surprisingly decay exponentially fast to 0 while there is only a polynomial decay in the case of invertible matrices. All the results are actually valid in the context of iid products of matrices leaving invariant a suitable cone.

math.PR

Berry-Esseen type bounds for the Left Random Walk on GL d (R) under polynomial moment conditions

Let $A_n= \varepsilon_n \cdots \varepsilon_1$, where $(\varepsilon_n)_{n \geq 1}$ is a sequence of independent random matrices taking values in $ GL_d(\mathbb R)$, $d \geq 2$, with common distribution $μ$. In this paper, under standard assumptions on $μ$ (strong irreducibility and proximality), we prove Berry-Esseen type theorems for $\log ( \Vert A_n \Vert)$ when $μ$ has a polynomial moment. More precisely, we get the rate $((\log n) / n)^{q/2-1}$ when $μ$ has a moment of order $q \in ]2,3]$ and the rate $1/ \sqrt{n} $ when $μ$ has a moment of order $4$, which significantly improves earlier results in this setting.

math.PR

Rates in almost sure invariance principle for quickly mixing dynamical systems

For a large class of quickly mixing dynamical systems, we prove that the error in the almost sure approximation with a Brownian motion is of order O((log n)^a) with a $\ge$ 2. Specifically, we consider nonuniformly expanding maps with exponential and stretched exponential decay of correlations, with one-dimensional H{ö}lder continuous observables.

math.PR