The purpose of this article is to construct a toolbox, in Dynamical Systems, to support the idea that ``whenever we can prove a limit theorem in the classical sense for a dynamical system, we can prove a suitable almost-sure version based on an empirical measure with log-average''. We follow three different approaches: martingale methods, spectral methods and induction arguments. Our results apply among others to Axiom A maps or flows, to systems inducing a Gibbs-Markov map and to the stadium billiard.
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.
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.
We prove the almost sure invariance principle for stationary R^d--valued processes (with dimension-independent very precise error terms), solely under a strong assumption on the characteristic functions of these processes. This assumption is easy to check for large classes of dynamical systems or Markov chains, using strong or weak spectral perturbation arguments.
Almost Sure Central Limit Theorems and the Erdos-Renyi law for Expanding Maps of the Interval
对区间上的一大类扩张映射，证明了Lipschitz观测量的部分和满足几乎必然的中心极限定理（ASCLT）.事实上，我们在Kantorovich度量中提供了收敛速度。部分和的最大值也服从ASCLT。关键工具是最近得到的一个指数不等式。然后，我们得到了Lipschitz观测量的移动平均的上确界的几乎必然收敛速度（Erdos-Renyi型定律）。最后，我们应用熵估计ASCLT的，refi ne Shannon-McMillan-Breiman和Ornstein-Weiss定理。
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.
We prove a fiberwise almost sure invariance principle for random piecewise expanding transformations in one and higher dimensions using recent developments on martingale techniques.
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.
We introduce random towers to study almost sure rates of correlation decay for random partially hyperbolic attractors. Using this framework, we obtain abstract results on almost sure exponential, stretched exponential and polynomial correlation decay rates. We then apply our results to small random perturbations of Axiom A attractors, small perturbations of derived from Anosov partially hyperbolic systems and to solenoidal attractors with random intermittency.
We prove vector-valued almost sure invariance principle (VASIP) for nonstationary dynamical systems, under assumptions of correlation decay and variance growth. Applications include VASIP for non-stationary (non)uniformly expanding dynamical systems, quenched VASIP for random dynamical systems. In particular, VASIP is satisfied for corresponding stationary dynamical systems.
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…
We investigate the global dynamics from a measure-theoretic perspective for smooth flows with invariant cones of rank k. For such systems, it is shown that prevalent (or equivalently, almost all) orbits will be pseudo-ordered or convergent to equilibria. This reduces to Hirsch's prevalent convergence Theorem if the rank k=1; and implies an almost-sure Poincare-Bendixson Theorem for the case k=2. These results are then applied to obtain an almost sure Poincare-Bendixson theorem for high-dimensional differential equations.
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.
We establish almost sure invariance principles (ASIP), a strong form of approximation by Brownian motion, for non-stationary time series arising as observations on sequential maps possessing an indifferent fixed point. These transformations are obtained by perturbing the slope in the Pomeau-Manneville map. Quenched ASIP for random compositions of these maps is also obtained.
We study random perturbations of quasi-periodic uniformly discrete sets in the $d$-dimensional euclidean space. By means of Diffraction Theory, we find conditions under which a quasi-periodic set $X$ can be almost surely recovered from its random perturbations. This extends the recent periodic case result of Yakir from "Recovery the lattice from its random perturbations" IMRN 2020 (arXiv:200201508).
We investigate a wide class of two-dimensional hyperbolic systems with singularities, and prove the almost sure invariance principle (ASIP) for the random process generated by sequences of dynamically Hölder observables. The observables could be unbounded, and the process may be non-stationary and need not have linearly growing variances. Our results apply to Anosov diffeomorphisms, Sinai dispersing billiards and their perturbations. The random processes under consideration are related to the fluctuation of Lyapunov exponents, the shrinking target problem, etc.
We prove almost sure ergodic theorems for a class of systems called quasistatic dynamical systems. These results are needed, because the usual theorem due to Birkhoff does not apply in the absence of invariant measures. We also introduce the concept of a physical family of measures for a quasistatic dynamical system. These objects manifest themselves, for instance, in numerical experiments. We then verify the conditions of the theorems and identify physical families of measures for two concrete models, quasistatic expanding systems and quasistatic dispersing billiards.
Suppose $(f,\mathcal{X},ν)$ is a measure preserving dynamical system and $ϕ:\mathcal{X}\to\mathbb{R}$ is an observable with some degree of regularity. We investigate the maximum process $M_n:=\max\{X_1,\ldots,X_n\}$, where $X_i=ϕ\circ f^i$ is a time series of observations on the system. When $M_n\to\infty$ almost surely, we establish results on the almost sure growth rate, namely the existence (or otherwise) of a sequence $u_n\to\infty$ such that $M_n/u_n\to 1$ almost surely. The observables we consider will be functions of the distance to a distinguished point $\tilde{x}\in \mathcal{X}$. Our …
We consider random perturbations of non-uniformly expanding maps, possibly having a non-degenerate critical set. We prove that, if the Lebesgue measure of the set of points failing the non-uniform expansion or the slow recurrence to the critical set at a certain time, for almost all random orbits, decays in a (stretched) exponential fashion, then the decay of correlations along random orbits is stretched exponential, up to some waiting time. As applications, we obtain almost sure stretched exponential decay of random correlations for Viana maps, as for a class of non-uniformly expanding local …
In this paper we deal with a large class of dynamical systems having a version of the spectral gap property. Our primary class of systems comes from random dynamics, but we also deal with the deterministic case. We show that if a random dynamical system has a fiberwise spectral gap property as well as an exponential decay of correlations in the base, then, developing on Gouëzel's approach, the system satisfies the almost sure invariance principle. The result is then applied to uniformly expanding random systems like those studied by Denker and Gordin and Mayer, Skorulski, and Urbański.
The theorem of Shannon-McMillan-Breiman states that for every generating partition on an ergodic system of finite entropy the exponential decay rate of the measure of cylinder sets equals the metric entropy almost everywhere. In addition the measure of $n$-cylinders is in various settings known to be lognormally distributed in the limit. In this paper the logarithm of the measure of $n$-cylinder, the information function, satisfies the almost sure invariance principle in the case in which the measure is $β$-mixing. We get a similar result for the recurrence time. Previous results are due to Ph…
We provide a strengthened version of the famous Jakobson's theorem. Consider an interval map $f$ satisfying a summability condition. For a generic one-parameter family $f_t$ of maps with $f_0=f$, we prove that $t=0$ is a Lebesgue density point of the set of parameters for which $f_t$ satisfies both the Collect-Eckmann condition and a strong polynomial recurrence condition.
We deduce almost-sure exponentially fast mixing of passive scalars advected by solutions of the stochastically-forced 2D Navier-Stokes equations and 3D hyper-viscous Navier-Stokes equations in $\mathbb T^d$ subjected to non-denegenerate $H^σ$-regular noise for any $σ$ sufficiently large. That is, for all $s > 0$ there is a deterministic exponential decay rate such that all mean-zero $H^s$ passive scalars decay in $H^{-s}$ at this same rate with probability one. This is equivalent to what is known as \emph{quenched correlation decay} for the Lagrangian flow in the dynamical systems literature. …
The family of pairwise independently determined (PID) systems, i.e. those for which the independent joining is the only self joining with independent 2-marginals, is a class of systems for which the long standing open question by Rokhlin, of whether mixing implies mixing of all orders, has a positive answer. We show that in the class of weakly mixing PID one finds a positive answer for another long-standing open problem, whether the multiple ergodic averages \begin{equation*} \frac 1 N\sum_{n=0}^{N-1}f_1(T^nx)\cdots f_d(T^{dn}x), \quad N\to \infty, \end{equation*} almost surely converge.
We consider the spectrum of discrete Schrödinger operators with Sturmian potentials and show that for sufficiently large coupling, its Hausdorff dimension and its upper box counting dimension are the same for Lebesgue almost every value of the frequency.
