Stable functional CLT for deterministic systems

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Abstract

We show that -stable Lévy motions can be simulated by any ergodic and aperiodic probability-preserving transformation. Namely we show that: for 0 < α < 1 and every -stable Lévy motion, there exists a function f whose partial sum process converges in distribution to; for <1 ≤ α < 2 and every symmetric -stable Lévy motion, there exists a function f whose partial sum process converges in distribution to; for < 1< α and every there exists a function f whose associated time series is in the classical domain of attraction of an random variable.

Original languageEnglish
Pages (from-to)3192-3222
Number of pages31
JournalErgodic Theory and Dynamical Systems
Volume45
Issue number10
DOIs
StatePublished - 1 Oct 2025

Bibliographical note

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

Keywords

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

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