Almost sure invariance principle for sequential and non-stationary dynamical systems
Résumé
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.
Domaines
Systèmes dynamiques [math.DS]
Origine : Fichiers produits par l'(les) auteur(s)
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