Stable Functional CLT for deterministic systems

Zemer Kosloff, Dalibor Volny

Research output: Contribution to journalArticle (Academic Journal)peer-review

Abstract

We show that α-stable Lévy motions can be simulated by any ergodic and aperiodic probability-preserving transformation. Namely we show that: for 0<α<1 and every α-stable Lévy motion W, there exists a function f whose partial sum process converges in distribution to W; for 1≤α<2 and every symmetric α-stable Lévy motion, there exists a function f whose partial sum process converges in distribution to W; for 1<α<2 and every −1≤β≤1 there exists a function f whose associated time series is in the classical domain of attraction of an Sα(ln(2),β,0) random variable.
Original languageEnglish
Pages (from-to)3192-3222
Number of pages31
JournalErgodic Theory Dynamical Systems
Volume45
Issue number10
Early online date26 May 2025
DOIs
Publication statusPublished - 1 Oct 2025

Bibliographical note

Publisher Copyright:
© The Author(s), 2025.

Research Groups and Themes

  • Mathematics and Computational Biology

Keywords

  • dynamical systems
  • limit theorems
  • stable processes
  • weak convergence

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