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2011.39: Distributional and local limit laws for a class of iterated maps that contract on average

2011.39: Sara I Santos and Charles Walkden (2011) Distributional and local limit laws for a class of iterated maps that contract on average.

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Abstract

We consider iterated function schemes that contract on average with place-dependent probabilities. We are interested in generalisations of the central limit theorem, particularly to observations with infinite variance. By studying the spectral properties of an associated one-parameter family of transfer operators acting on an appropriate function space, we prove both a distributional and local limit law with convergence to a stable distribution.

Item Type:MIMS Preprint
Subjects:MSC 2000 > 37 Dynamical systems and ergodic theory
MSC 2000 > 60 Probability theory and stochastic processes
MIMS number:2011.39
Deposited By:Ms Lucy van Russelt
Deposited On:14 May 2011

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