Stable functional CLT for deterministic systems

Abstract We show that $\alpha $ -stable Lévy motions can be simulated by any ergodic and aperiodic probability-preserving transformation. Namely we show that: for $0<\alpha <1$ and every $\alpha $ -stable Lévy motion ${\mathbb {W}}$ , there exists a function f whose partial sum process converges in distribution to ${\mathbb {W}}$ ; for $1\leq \alpha <2$ and every symmetric $\alpha $ -stable Lévy motion, there exists a function f whose partial sum process converges in distribution to ${\mathbb {W}}$ ; for $1< \alpha <2$ and every $-1\leq \beta \leq 1$ there exists a function f whose associated time series is in the classical domain of attraction of an $S_\alpha (\ln (2), \beta ,0)$ random variable.

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Publication Details

Journal
Ergodic Theory and Dynamical Systems
Published
2025-05-26
DOI
https://doi.org/10.1017/etds.2025.17
Primary Topic
Mathematical Dynamics and Fractals
Type
article
Field-Weighted Citation Impact
0.00

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article

Stable functional CLT for deterministic systems

Zemer Kosloff, Dalibor Volný
Ergodic Theory and Dynamical Systems
Mathematical Dynamics and Fractals
article

Stable functional CLT for deterministic systems

Zemer Kosloff, Dalibor Volný
article en

Abstract

Abstract We show that $\alpha $ -stable Lévy motions can be simulated by any ergodic and aperiodic probability-preserving transformation. Namely we show that: for $0<\alpha <1$ and every $\alpha $ -stable Lévy motion ${\mathbb {W}}$ , there exists a function f whose partial sum process converges in distribution to ${\mathbb {W}}$ ; for $1\leq \alpha <2$ and every symmetric $\alpha $ -stable Lévy motion, there exists a function f whose partial sum process converges in distribution to ${\mathbb {W}}$ ; for $1< \alpha <2$ and every $-1\leq \beta \leq 1$ there exists a function f whose associated time series is in the classical domain of attraction of an $S_\alpha (\ln (2), \beta ,0)$ random variable.

Ergodic Theory and Dynamical SystemsVol. 45(10)
Hebrew University of Jerusalem (IL), Normandie Université (FR), Czech Academy of Sciences, Institute of Mathematics (CZ), Université de Rouen Normandie (FR)
Israel Science Foundation
Openalex Percentile: Top 83%
Mathematical Dynamics and Fractals
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