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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