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.
Authors
- Zemer Kosloff (ORCID: https://orcid.org/0000-0003-0716-8896)
- Dalibor Volný (ORCID: https://orcid.org/0000-0001-9823-5534)
Institutions
- Hebrew University of Jerusalem (IL)
- Normandie Université (FR)
- Czech Academy of Sciences, Institute of Mathematics (CZ)
- Université de Rouen Normandie (FR)
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
Funders
- Israel Science Foundation