The almost sure invariance principle for unbounded functions of expanding maps - Archive ouverte HAL
Article Dans Une Revue ALEA : Latin American Journal of Probability and Mathematical Statistics Année : 2012

The almost sure invariance principle for unbounded functions of expanding maps

Résumé

We consider two classes of piecewise expanding maps $T$ of $[0,1]$: a class of uniformly expanding maps for which the Perron-Frobenius operator has a spectral gap in the space of bounded variation functions, and a class of expanding maps with a neutral fixed point at zero. In both cases, we give a large class of unbounded functions $f$ for which the partial sums of $f\circ T^i$ satisfy an almost sure invariance principle. This class contains piecewise monotonic functions (with a finite number of branches) such that: - For uniformly expanding maps, they are square integrable with respect to the absolutely continuous invariant probability measure. - For maps having a neutral fixed point at zero, they satisfy an (optimal) tail condition with respect to the absolutely continuous invariant probability measure.
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Dates et versions

hal-00617189 , version 1 (26-08-2011)
hal-00617189 , version 2 (25-01-2012)

Identifiants

Citer

Jerome Dedecker, Sébastien Gouëzel, Florence Merlevede. The almost sure invariance principle for unbounded functions of expanding maps. ALEA : Latin American Journal of Probability and Mathematical Statistics, 2012, 9, pp.141-163. ⟨hal-00617189v2⟩
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