Open Access
2024 Convergence to decorated Lévy processes in non-Skorohod topologies for dynamical systems
Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Ian Melbourne, Mike Todd
Author Affiliations +
Electron. J. Probab. 29: 1-24 (2024). DOI: 10.1214/24-EJP1231

Abstract

We present a general framework for weak convergence to decorated Lévy processes in enriched spaces of càdlàg functions for vector-valued processes arising in deterministic systems. Applications include uniformly expanding maps and unbounded observables as well as nonuniformly expanding/hyperbolic maps with bounded observables. The latter includes intermittent maps and dispersing billiards with flat cusps. In many of these examples, convergence fails in all of the Skorohod topologies. Moreover, the enriched space picks up details of excursions that are not recorded by Skorohod or Whitt topologies.

Funding Statement

ACMF, JMF and MT were partially supported by FCT projects PTDC/MAT-PUR/4048/2021 and 2022.07167.PTDC, with national funds, and by CMUP, which is financed by national funds through FCT – Fundação para a Ciência e a Tecnologia, I.P., under the project with reference UIDB/00144/2020.

Acknowledgments

IM and MT are grateful to hospitality at the University of Porto where part of this work was done.

Citation

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Ana Cristina Moreira Freitas. Jorge Milhazes Freitas. Ian Melbourne. Mike Todd. "Convergence to decorated Lévy processes in non-Skorohod topologies for dynamical systems." Electron. J. Probab. 29 1 - 24, 2024. https://doi.org/10.1214/24-EJP1231

Information

Received: 11 October 2023; Accepted: 16 October 2024; Published: 2024
First available in Project Euclid: 8 November 2024

Digital Object Identifier: 10.1214/24-EJP1231

Subjects:
Primary: 37A50 , 37C83 , 37D25 , 60F17

Keywords: Functional limit theorems , heavy tailed observables , Lévy processes with excursions , Nonuniformly hyperbolic systems

Vol.29 • 2024
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