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arXiv 0907.1403math.DSmath.PR
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间歇映射无界函数及其相关马尔可夫链的几个几乎必然结果

Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains

Jerome Dedecker, Sebastien Gouezel, Florence Merlevede

摘要:

本文考虑了[0,1]中一类具有中性不动点的分段扩张映射T及其相应的马尔可夫链Y_i,其转移核是T关于绝对连续不变概率测度的Perron-Frobenius算子.本文给出了一类无界函数f的部分和f \circ T^i同时满足中心极限定理和有界重对数律.对于同一类,我们证明了f(Y_i)的部分和满足一个强不变原理.当类较大时,使得f \circ T^i的部分和可能属于指数为p \in(1,2)的稳定律的正规吸引域,我们证明了在强大数律中的几乎必然收敛速度与相应的i.i.d.案子

英文摘要:

We consider a large class of piecewise expanding maps T of [0,1] with a neutral fixed point, and their associated Markov chain Y_i whose transition kernel is the Perron-Frobenius operator of T with respect to the absolutely continuous invariant probability measure. We give a large class of unbounded functions f for which the partial sums of f\circ T^i satisfy both a central limit theorem and a bounded law of the iterated logarithm. For the same class, we prove that the partial sums of f(Y_i) satisfy a strong invariance principle. When the class is larger, so that the partial sums of f\circ T^i may belong to the domain of normal attraction of a stable law of index p\in (1, 2), we show that the almost sure rates of convergence in the strong law of large numbers are the same as in the corresponding i.i.d. case.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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