An Almost Sure Invariance Principle for Additive Functionals of Markov Chains
F. Rassoul-Agha, T. Seppalainen
证明了马尔可夫链的向量值可加泛函关于遍历平衡分布对几乎所有起点的不变原理（泛函中心极限定理）。这个假设是一个约束在预解式上的矩。
We prove an invariance principle (functional central limit theorem) for a vector-valued additive functional of a Markov chain for almost every starting point with respect to an ergodic equilibrium distribution. The hypothesis is a moment bound on the resolvent.
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We prove a strong invariance principle for the Kantorovich distance between the empiricaldistribution and the marginal distribution of stationary $α$-mixing sequences.
The almost sure limits of the minimal position and the additive martingale in a branching random walk
考虑一个实值分支随机游动的边界情形。利用Aïdékon和Shi [5]发展的技巧，我们给出了两个积分检验，分别描述了极小位置的下极限和相应的可加鞅的上极限.
Almost Sure Invariance Principle for Continuous-Space Random Walk in Dynamic Random Environment
我们考虑了在多项式混合随机环境中$\R^d$上的随机游动，该环境在每个时间步都被刷新。利用鞅方法给出了几乎处处泛函中心极限定理成立的一个充要条件。
A continuous analogue of the invariance principle and its almost sure version
我们处理的随机过程从一个齐次随机独立增量过程通过更换的时间尺度和乘以一个赋范常数。在Skorokhod空间中，我们证明了这些过程在一致收敛的一致收敛拓扑下依分布收敛于Wiener过程。得到了该定理的一个积分型几乎必然形式。
Inspired by \citet{Berkes14} and \citet{Wu07}, we prove an almost sure invariance principle for stationary $β-$mixing stochastic processes defined on Hilbert space. Our result can be applied to Markov chain satisfying Meyn-Tweedie type Lyapunov condition and thus generalises the contraction condition in \citet[Example 2.2]{Berkes14}. We prove our main theorem by the big and small blocks technique and an embedding result in \citet{gotze2011estimates}. Our result is further applied to the ergodic Markov chain and functional autoregressive processes.
In this note we (in particular) prove an almost sure invariance principle (ASIP) for non-stationary and uniformly bounded sequences of random variables which are exponentially fast $ϕ$-mixing. The obtained rate is of order $o(V_n^{\frac14+\del})$ for an arbitrary $\del>0$, where $V_n$ is the variance of the underlying partial sums $S_n$. For certain classes of inhomogeneous Markov chains we also prove a vector-valued ASIP with similar rates.
Almost Sure Invariance Principles via Martingale Approximation
本文利用部分和的投影估计了鞅对平稳过程的其余逼近。然后，基于这个估计，我们得到了部分和的平稳差鞅的几乎必然逼近。利用这些结果进一步研究了中心极限定理及其在一点处的不变原理，以及用布朗运动通过几乎必然逼近的重对数律，改进了文献中已有的结果.这些条件非常适合于各种各样的例子;它们很容易验证，例如，对于线性过程和伯努利移位函数。
Central limit theorem started at a point for additive functionals of reversible Markov chains
本文研究了平稳遍历马尔可夫链的可加泛函在几乎必然意义下通过鞅逼近从一点出发的几乎必然中心极限定理.作为结果，我们得到了淬火CLT的可加泛函或可逆马尔可夫链。
We prove a quenched almost sure invariance principle for certain classes of random distance expanding dynamical systems which do not necessarily exhibit uniform decay of correlations.
An almost sure invariance principle for renormalized intersection local times
设β_k（n）是Z ^2中平均为零的随机游动X_n具有2+δ阶矩的k阶自相交的个数。在一个合适的概率空间上，我们可以构造X_n和一个平面布朗运动W_t，使得对于每个k \geq 2，|β_k（n）-γ_k（n）|时间复杂度为O（n^{-a}），a.s.其中γ_k（n）是布朗运动W_{nt} / \sqrt n在时刻1的k阶重整化自相交局部时。
Peng (2006) initiated a new kind of central limit theorem under sub-linear expectations. Song (2017) gave an estimate of the rate of convergence of Peng's central limit theorem. Based on these results, we establish a new kind of almost sure central limit theorem under sub-linear expectations in this paper, which is a quasi sure convergence version of Peng's central limit theorem. Moreover, this result is a natural extension of the classical almost sure central limit theorem to the case where the probability is no longer additive. Meanwhile, we prove a new kind of strong law of large numbers fo…
Almost sure invariance principle for dynamical systems by spectral methods
我们证明了几乎必然不变原理平稳R^d值过程（与维数无关的非常精确的误差项），仅在一个强有力的假设下，这些过程的特征函数。这个假设很容易检查大类的动力系统或马尔可夫链，使用强或弱的谱扰动参数。
An almost sure invariance principle for the range of planar random walks
对于一个对称的随机游走在$Z^2$与$2+δ$矩，我们表示$|\mathcal{R}(n)|$，基数的范围内，在涉及的布朗运动的重整化交叉局部时间的扩展。我们表明，对于每个$k\geq 1$ \[ (\log n)^k [ \frac{1}{n} |\mathcal{R}(n)| +\sum_{j=1}^k (-1)^j (\textstyle{\frac1{2π}}\log n +c_X)^{-j} γ_{j,n}]\to 0, \qquad a.s. \]，其中$W_t$是布朗运动，$W^{(n)}_t=W_{nt}/\sqrt n$，$γ_{j,n}$是重整化交叉本地时间在时间1为$W^{(n)}$，和$c_X$是一个常数，取决于随机游走的分布。
An almost sure invariance principle for the Takagi-van der Waerden class functions
本文从概率角度研究Takagi-van der Waerden类函数的局部连续性模，通过大象随机游走的强逼近证明其由标准布朗运动描述。
A Vector-Valued Almost Sure Invariance Principle for Hyperbolic Dynamical Systems
本文证明了大类非一致双曲动力系统的向量值Holder观测量的几乎必然不变原理（用d维布朗运动逼近）。这些系统包括Axiom~A同构和流以及具有中等尾部衰减率的Young塔模型系统。特别地，具有有限视界的平面周期洛伦兹气体的位置变量近似于二维布朗运动。
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.
Almost sure functional central limit theorem for non-nestling random walk in random environment
考虑乘积随机环境中的非雏型随机游动。我们假设行走的一步是指数矩，在环境中是均匀的。我们证明了一个不变原理（功能中心极限定理）几乎在每一个环境下的中心和扩散缩放行走。不变原理背后的要点是，游走的猝灭平均值表现为亚扩散。
We extend the spectral approach of S. Gouëzel for the vector-valued almost sure invariance principle (ASIP) to certain classes of non-stationary sequences with a weaker control over the behavior of the covariance matrices, assuming only linear growth. Then we apply this extension to obtain a quenched vector-valued ASIP for random perturbations of a fixed Anosov diffeomorphism as well as random perturbations of a billiard map associated to the periodic Lorentz gas. We also consider certain classes of random piecewise expanding maps.
An invariance principle for the law of the iterated logarithm for additive functionals of Markov chains
本文利用鞅论和分式上边界理论证明了马尔可夫链的向量值可加泛函的Strassen强不变原理。这个假设是一个约束在预解式上的矩。
We prove almost sure invariance principle, a strong form of approximation by Brownian motion, for non-autonomous holomorphic dynamical systems on complex projective space $\Bbb{P}^k$ for Hölder continuous and DSH observables.
Almost sure functional central limit theorem for ballistic random walk in random environment
考虑乘积随机环境中的多维随机游动，其步数有界，在某个空间方向上具有瞬时性，再生时刻具有足够高的矩。我们证明了一个不变原理，或功能中心极限定理，几乎在每一个环境下的扩散缩放中心行走。不变原理背后的主要观点是，行走的淬火平均表现为次扩散。
We obtain a quenched vector-valued almost sure invariance principle (ASIP) for random expanding on average cocycles. This is achieved by combining the adapted version of Gouëzel's approach for establishing ASIP and the recent construction of the so-called adapted norms, which in some sense eliminate the non-uniformity of the decay of correlations. For real-valued observables, we also show that the martingale approximation technique is applicable in our setup, and that it yields the ASIP with better error rates. Finally, we present an example showing the necessity of a scaling condition, answer…
Quenched Invariance Principles via Martingale Approximation
本文综述了平稳过程和遍历过程的几乎必然中心极限定理及其函数形式。对于平稳和遍历马尔可夫链的可加泛函，这些定理在中心极限定理及其从一点开始的泛函形式下是已知的。所有这些结果的共同点是它们都是通过几乎必然意义下的鞅逼近得到的。我们指出了几个应用这些结果类的混合序列，移位过程，可逆马尔可夫链，Metropolis Hastings算法。
Invariance principle for additive functionals of Markov chains
本文考虑一列可加泛函{X_n}，它位于一列弱收敛于一个马尔可夫过程X的马尔可夫链{X_n}上.本文利用可加泛函的特征，并结合W-泛函收敛的Dynkin定理，给出了这样一个序列按分布收敛的充分条件.作为主要定理的应用，证明了可加泛函用链X_n的转移概率表示的一般收敛性充分条件。
We prove the almost sure invariance principle with rate $o(n^{\varepsilon})$ for every $\varepsilon > 0$ for Hölder continuous observables on nonuniformly expanding and nonuniformly hyperbolic transformations with exponential tails. Examples include Gibbs-Markov maps with big images, Axiom A diffeomorphisms, dispersing billiards and a class of logistic and Hénon maps. The best previously proved rate is $O(n^{1/4} (\log n)^{1/2} (\log \log n)^{1/4})$. As a part of our method, we show that nonuniformly expanding transformations are factors of Markov shifts with simple structure and natural metri…
The almost sure invariance principle for unbounded functions of expanding maps
考虑了$[0,1]$的两类分段扩张映射$T$：一类Perron-Frobenius算子在有界变差函数空间中具有谱间隙的一致扩张映射和一类中性不动点在零的扩张映射.在这两种情况下，我们给出了一大类无界函数$f$，其中$f\circ T^i$的部分和满足几乎必然不变原理。这个类包含分段单调函数（具有有限数量的分支），使得：-对于均匀扩展的映射，它们相对于绝对连续不变的概率测度是平方可积〔的〕的。- 对于具有位于零的中性不动点的映射，它们满足关于绝对连续不变概率测度的（最佳）尾部条件。
Strong Approximations for Nonconventional Sums with Applications to Law of Iterated Logarithm and Almost Sure Central Limit Theorem
我们得到了一个强不变性原则的非常规的总和，并应用这一结果，我们得到他们的一个版本的重对数律的重对数，以及几乎必然的中心极限定理。这样的结果的动机是他们的应用程序的随机过程和动力系统的多重递归。
We prove a vector-valued almost sure invariance principle for some classes of time dependent non-uniformly distance expanding dynamical systems. The models we have in mind are certain sequential versions of the smooth non-uniformly distance expanding maps considered in \cite{castro} and \cite{Vara}, as well as certain types of sequences of covering maps. Our results rely on the theory of complex projective metrics which was developed in \cite{Rug}, together with the spectral methods of Gouëzel \cite{GO}. A big advantage in applying the theory of complex cones here is that it also yields additi…
Invariance principles for additive functionals of voter models
本文针对投票模型的加性泛函证明不变性原理，涵盖高维格点和正则树等情形，通过鞅分解方法结合Kolmogorov后向方程与对偶关系。
Let $T \colon M \to M$ be a nonuniformly expanding dynamical system, such as logistic or intermittent map. Let $v \colon M \to \mathbb{R}^d$ be an observable and $v_n = \sum_{k=0}^{n-1} v \circ T^k$ denote the Birkhoff sums. Given a probability measure $μ$ on $M$, we consider $v_n$ as a discrete time random process on the probability space $(M, μ)$. In smooth ergodic theory there are various natural choices of $μ$, such as the Lebesgue measure, or the absolutely continuous $T$-invariant measure. They give rise to different random processes. We investigate relation between such processes. We sh…
An almost sure invariance principle for random walks in a space-time random environment
考虑时空独立同分布中的离散时间随机游动。随机环境我们使用鞅的方法来表明，几乎在每一个固定的环境中的行走是扩散的。我们通过证明一个不变原理和考虑退火$L^2$漂移的环境来改进现有的结果。我们还指出，一般随机环境中随机游动的不变原理，其假设要求在环境链的遍历不变测度下，猝灭均值的方差有一个次扩散界。
We provide necessary and sufficient conditions for convergence of exponential integrals of Markov additive processes. Other than in the classical Lévy case studied by Erickson and Maller we have to distinguish between almost sure convergence and convergence in probability. Our proofs rely on recent results on perpetuities in a Markovian environment by Alsmeyer and Buckmann.
Strong invariance principles in deterministic systems
该研究针对非周期保测度动力系统，证明存在函数使其关联时间序列满足渐近速率小于√n的几乎必然不变性原理及Brosamler与Schatte的几乎必然弱不变性原理。
Almost Sure Convergence Analysis of Stochastic Gradient Methods with Clipping and Additive Noise
本文证明带裁剪和加性高斯噪声的随机梯度下降在光滑性和噪声有界假设下几乎必然收敛，并推广至动量变体，为裁剪方法的路径行为提供理论基础。
Quenched invariance principles for random walks with random conductances
证明了独立同分布随机游动的一个几乎必然不变原理。以$\Z^d$、$d\geq 2$为单位的电导。我们假设电导是从上面有界的，但我们不要求它们是从下面有界的。
A vector-valued almost sure invariance principle for Sinai billiards with random scatterers
了解非周期性平面洛伦兹气体的统计特性是动力系统理论中的一个重大挑战。在这里，我们研究了一个大大简化，但相关的模型，提出了Arvind Ayyer和推广的乔尔Lebowitz，在该模型中，一个散射体配置的环面之间的碰撞随机更新。利用时间相关台球理论和概率论的最新进展，我们证明了该模型的向量值几乎必然不变原理。值得注意的是，配置序列可以是弱相关的和非平稳的。我们提供了一个表达式的协方差阵，这在非平稳的情况下不同于传统的。我们还得到了一个新的不变原理西奈台球（固定散射体的情况下）与时间相关的可观测量，并提高现有结果的准确性和通用性。
Quenched invariance principles for random walks on percolation clusters
证明了$\Z^d$中无限Bernoulli渗流簇上随机游动的几乎必然（“猝灭”）不变原理，其中$d$大于或等于2.
A quenched weak invariance principle
本文研究了一类满足投影准则的随机变量的几乎几乎必然条件中心极限定理的泛函形式。给出了强混合过程和不可约马尔可夫链的应用。证明是基于正常的双指标鞅样序列，理论本身有兴趣的近似。
In this paper we show how to apply classical probabilistic tools for partial sums $\sum_{j=0}^{n-1}φ\circτ^j$ generated by a skew product $τ$, built over a sufficiently well mixing base map and a random expanding dynamical system. Under certain regularity assumptions on the observable $φ$, we obtain a central limit theorem (CLT) with rates, a functional CLT, an almost sure invariance principle (ASIP), a moderate deviations principle, several exponential concentration inequalities and Rosenthal type moment estimates for skew products with $α, ϕ$ or $ψ$ mixing base maps and expanding on the aver…
We consider simple random walks on Delaunay triangulations generated by point processes in $\mathbb{R}^d$. Under suitable assumptions on the point processes, we show that the random walk satisfies an almost sure (or quenched) invariance principle. This invariance principle holds for point processes which have clustering or repulsiveness properties including Poisson point processes, Mat{é}rn cluster and Mat{é}rn hardcore processes. The method relies on the decomposition of the process into a martingale part and a corrector which is proved to be negligible at the diffusive scale.
In this paper, we give explicit rates in the central limit theorem and in the almost sure invariance principle for general R d-valued cocycles that appear in the study of the left random walk on linear groups. Our method of proof lies on a suitable martingale approximation and on a careful estimation of some coupling coefficients linked with the underlying Markov structure. Concerning the martingale part, the available results in the literature are not accurate enough to give almost optimal rates whether in the central limit theorem for the Wasserstein distance, or in the strong approximation.…
Strong invariance principles with rate for "reverse" martingales and applications
本文得到了关于逆鞅差序列和的具有$n^{1/p}\log^βn$、$2< p\le 4$阶速率的几乎必然不变原理.然后，我们将这些结果应用到一些不可逆动力系统的背景下，得到类似的结论。例如，我们对待几个类的一致扩展映射的区间（可能无界的功能）。在课程中得到了$ϕ$依赖序列的一般结果。
An invariance principle for the law of the iterated logarithm for some Markov chains
证明了在Wasserstein度量下具有谱间隙的马尔可夫链的可加泛函的Strassen不变原理.
Invariance of the Gibbs measure for the periodic quartic gKdV
我们证明的吉布斯措施（规范变换）周期四次gKdV的不变性。当s<1/2时，吉布斯测度支持在H^s上，并且四次gKdV在此范围内解析不适定。为了考虑在吉布斯测度的支持下的流，我们结合了概率参数和第二次迭代，并构造了（规范变换）四次gKdV几乎肯定在吉布斯测度的支持下的局部时间解。然后，我们利用Bourgain的思想将这些局部解推广到全局解，并证明了Gibbs测度在流动下的不变性。最后，通过规范的反演，我们构造了H^{1/2}以下的（无规范）四次gKdV的几乎必然整体解。
In this paper, we present two almost sure global well-posedness (GWP) results for the energy supercritical nonlinear Schrödinger equations (NLS) on the unit ball of $\Bbb R^3$ using two different approaches. First, for the NLS with algebraic nonlinearities with the subcritical initial data, we show the almost sure global well-posedness and the invariance of the underlying measures, and establish controls on the growth of Sobolev norms of the solutions. This global result is based on a deterministic local theory and a probabilistic globalization. Second, for the NLS with generic power nonlinear…
Consider the invariance principle for a random walk with random environment (denoted by $μ$) in time on $\bfR$ in a weak quenched sense. We show that a sequence of the random probability measures on $\bfR$ generated by a bounded Lipschitz functional $f$ and $μ$ will converge in distribution to another random probability measures, which is related to $f$ and two independent Brownian motions. The upper bound of the convergence rate has been obtained. We also explain that in general, this convergence can not be strengthened to the almost surely sense.
Sure Wins, Separating Probabilities and the Representation of Linear Functionals
讨论了凸锥$\K\subset \R^Ω$存在概率$m$使得$\sup_{k\in \K} m(k)\leq0$的条件.在此基础上，我们还刻画了线性泛函，承认的表示为可加性期望。基于这一性质，得到了Riesz分解的一个形式，以及可积函数空间上正泛函的一个刻画
An additive process is a stochastic process with independent increments and that is continuous in probability. In this paper, we study the almost sure Hausdorff and Fourier dimension of the graph of continuous additive additive processes with zero mean. Such processes can be represented as $X_t = B_{V(t)}$ where $B$ is Brownian motion and $V$ is a continuous increasing function. We show that these dimensions depend on the local uniform Hölder indices. In particular, if $V$ is locally uniformly bi-Lipschitz, then the Hausdorff dimension of the graph will be 3/2. We also show that the Fourier di…
We consider a non-Markovian discrete-time random walk on $\mathbb{Z}$ with unbounded memory called the elephant random walk (ERW). We prove a strong invariance principle for the ERW. More specifically, we prove that, under a suitable scaling and in the diffusive regime as well as at the critical value $p_c=3/4$ where the model is marginally superdiffusive, the ERW is almost surely well approximated by a Brownian motion. As a by-product of our result we get the law of iterated logarithm and the central limit theorem for the ERW.
A quenched invariance principle for certain ballistic random walks in i.i.d. environments
证明了独立同分布中的每个随机游动。在维数大于或等于2的环境中，在某个方向上具有几乎必然的正速度，退火不变原理和再生次数的一些温和的可积性条件也满足淬火不变原理。该论点是基于交叉估计和定理Bolthausen和Sznitman。
Invariance principle for the capacity and the cardinality of the range of stable random walks
本文针对整数格上的 α-稳定随机游走，在维度与稳定性指数满足特定条件下证明了值域容量和基数的几乎必然不变性原理，并由此导出相应的重对数律。
The law of the iterated logarithm for additive functionals of Markov chains
在较弱的条件下，得到了马尔可夫链可加泛函的重对数律，这些条件比M中马尔可夫链可加泛函不变原理的条件弱. Maxwell和M. Woodroofe（2000年）。主要技术是鞅论证和分数上边界理论。
Almost sure global nonlinear smoothing for the 2D NLS
本文研究了二维 NLS 方程在多维 тор 上的几乎确定性全局非线性平滑效应，通过高斯测度的定量近不变性证明了该效应。
Invariant weighted Wiener measures and almost sure global well-posedness for the periodic derivative NLS
本文构造了一维周期导数非线性薛定谔方程的不变加权Wiener测度，并建立了其支持下数据的整体适定性.特别是对于具有$s \ge \frac{1}{2}$、$2 < r < 4$、$(s-1)r <-1$和缩放的傅立叶-勒贝格空间${\mathcal F}L^{s,r}(\T)$中的数据，对于小$ε>0$，几乎肯定是$H^{\frac{1}{2}-ε}(\T),$。我们还证明了这种措施的不变性。
We consider the additive martingale $W_t(λ)$ and the derivative martingale $\partial W_t(λ)$ for one-dimensional supercritical super-Brownian motions with general branching mechanism. In the critical case $λ=λ_0$, we prove that $\sqrt{t}W_t(λ_0)$ converges in probability to a positive limit, which is a constant multiple of the almost sure limit $\partial W_\infty(λ_0)$ of the derivative martingale $\partial W_t(λ_0)$. We also prove that, on the survival event, $\limsup_{t\to\infty}\sqrt{t}W_t(λ_0)=\infty$ almost surely.
We examine the almost-sure asymptotics of the solution to the stochastic heat equation driven by a Lévy space-time white noise. When a spatial point is fixed and time tends to infinity, we show that the solution develops unusually high peaks over short time intervals, even in the case of additive noise, which leads to a breakdown of an intuitively expected strong law of large numbers. More precisely, if we normalize the solution by an increasing nonnegative function, we either obtain convergence to $0$, or the limit superior and/or inferior will be infinite. A detailed analysis of the jumps fu…
Strong approximations for a class of dependent random variables with semi exponential tails
本文研究了耦合系数次指数递减的半指数尾相依随机变量和的强逼近问题，证明了几乎必然不变原理的收敛速度为 log n 的幂，并将其应用于 iid 随机矩阵乘积。
We give an invariance principle for very general additive functionals of conditioned Bienaym{é}-Galton-Watson trees in the global regime when the offspring distribution lies in the domain of attraction of a stable distribution, the limit being an additive functional of a stable L{é}vy tree. This includes the case when the offspring distribution has finite variance (the L{é}vy tree being then the Brownian tree). We also describe, using an integral test, a phase transition for toll functions depending on the size and height.
Law of iterated logarithm and invariance principle for one-parameter families of interval maps
我们证明了对于横截单参数单峰映射族中的几乎每一个映射，沿转向点前向轨道的适当观测量的Birkhoff和满足重对数重对数律.这个结果将遵循Birkhoff和作为参数空间上的函数的几乎必然的不变原理。此外，对于区间上一般的单参数分段扩张映射族，我们也得到了类似的结果。
We answer the question of Aaronson about the relative complexity of Random Walks in Random Sceneries driven by either aperiodic two dimensional random walks, two-dimensional Simple Random walk, or by aperiodic random walks in the domain of attraction of the Cauchy distribution. A key step is proving that the range of the random walk satisfies the Fölner property almost surely.
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