arXiv subjects

J. Dedecker

Publications and source records attributed to J. Dedecker.

4 recordsLinked to original sources

arXiv2018

Rates in almost sure invariance principle for slowly mixing dynamical systems

We prove the one-dimensional almost sure invariance principle with essentially optimal rates for slowly (polynomially) mixing deterministic dynamical systems, such as Pomeau-Manneville intermittent maps, with Hölder continuous observables. Our rates have form $o(n^γL(n))$, where $L(n)$ is a slowly varying function and $γ$ is determined by the speed of mixing. We strongly improve previous results where the best available rates did not exceed $O(n^{1/4})$. To break the $O(n^{1/4})$ barrier, we represent the dynamics as a Young-tower-like Markov chain and adapt the methods of Berkes-Liu-Wu and Cuny-Dedecker-Merlevède on the Komlós-Major-Tusnády approximation for dependent processes.

math.DS↗

arXiv2013

Empirical central limit theorems for ergodic automorphisms of the torus

Let T be an ergodic automorphism of the d-dimensional torus T^d, and f be a continuous function from T^d to R^l. On the probability space T^d equipped with the Lebesgue-Haar measure, we prove the weak convergence of the sequential empirical process of the sequence (f o T^i)_{i \geq 1} under some mild conditions on the modulus of continuity of f. The proofs are based on new limit theorems and new inequalities for non-adapted sequences, and on new estimates of the conditional expectations of f with respect to a natural filtration.

math.PR↗

arXiv2012

Rates of convergence in the strong invariance principle for non adapted sequences. Application to ergodic automorphisms of the torus

In this paper, we give rates of convergence in the strong invariance principle for non-adapted sequences satisfying projective criteria. The results apply to the iterates of ergodic automorphisms T of the d-dimensional torus, even in the non hyperbolic case. In this context, we give a large class of unbounded functions f from the d-dimensional torus to R, for which the partial sum foT+ foT^2 + ... + foT^n satisfies a strong invariance principle with an explicit rate of convergence.

math.PR↗

arXiv2008

Some unbounded functions of intermittent maps for which the central limit theorem holds

We compute some dependence coefficients for the stationary Markov chain whose transition kernel is the Perron-Frobenius operator of an expanding map $T$ of $[0, 1]$ with a neutral fixed point. We use these coefficients to prove a central limit theorem for the partial sums of $f\circ T^i$, when $f$ belongs to a large class of unbounded functions from $[0, 1]$ to ${\mathbb R}$. We also prove other limit theorems and moment inequalities.

math.PR↗