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arXiv · 1702.00699

Functional correlation decay and multivariate normal approximation for non-uniformly expanding maps

Juho Leppänen
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Abstract

In the setting of intermittent Pomeau-Manneville maps with time dependent parameters, we show a functional correlation bound widely useful for the analysis of the statistical properties of the model. We give two applications of this result, by showing that in a suitable range of parameters the bound implies the conditions of the normal approximation methods of Stein and Rio. For a single Pomeau-Manneville map belonging to this parameter range, both methods then yield a multivariate central limit theorem with a rate of convergence.

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Juho Leppänen. 2017-02-02. Functional correlation decay and multivariate normal approximation for non-uniformly expanding maps. https://doi.org/10.1088/1361-6544/aa85d0

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