Annales de l Institut Henri Poincaré C Analyse Non Linéaire · 2017 · 45 citations · 47 references
Natural SciencesMathematicsDynamical SystemsProbability TheoryStochastic ProcessesChaos TheoryContinuous Dynamical SystemsDiffusion ProcessesMarkov ProcessesStochastic ControlStochastic Differential EquationsLévy - Itô DecompositionLévy-itô DecompositionMartingale InequalitiesMartingale ProblemsMartingale Theory
We prove statistical limit laws for sequences of Birkhoff sums of the type \sum _{j = 0}^{n−1}v_{n} \circ T_{n}^{j} where T_{n} is a family of nonuniformly hyperbolic transformations. The key ingredient is a new martingale–coboundary decomposition for nonuniformly hyperbolic transformations which is useful already in the case when the family T_{n} is replaced by a fixed transformation T , and which is particularly effective in the case when T_{n} varies with n . In addition to uniformly expanding/hyperbolic dynamical systems, our results include cases where the family T_{n} consists of intermittent maps, unimodal maps (along the Collet–Eckmann parameters), Viana maps, and externally forced dispersing billiards. As an application, we prove a homogenisation result for discrete fast–slow systems where the fast dynamics is generated by a family of nonuniformly hyperbolic transformations.
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Convergence of Probability Measures
James L. Snell · Technometrics · 1970 · 1.4K citations
Distribution Function Inequalities for Martingales
D. L. Burkholder · The Annals of Probability · 1973 · 828 citations · Full text