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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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
|Deposited By:||Ms Lucy van Russelt|
|Deposited On:||14 May 2011|