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Averaging method for differential equations perturbed by dynamical systems

Françoise Pène — 2002

ESAIM: Probability and Statistics

In this paper, we are interested in the asymptotical behavior of the error between the solution of a differential equation perturbed by a flow (or by a transformation) and the solution of the associated averaged differential equation. The main part of this redaction is devoted to the ascertainment of results of convergence in distribution analogous to those obtained in [10] and [11]. As in [11], we shall use a representation by a suspension flow over a dynamical system. Here, we make an assumption...

Planar Lorentz process in a random scenery

Françoise Pène — 2009

Annales de l'I.H.P. Probabilités et statistiques

We consider the periodic planar Lorentz process with convex obstacles (and with finite horizon). In this model, a point particle moves freely with elastic reflection at the fixed convex obstacles. The random scenery is given by a sequence of independent, identically distributed, centered random variables with finite and non-null variance. To each obstacle, we associate one of these random variables. We suppose that each time the particle hits an obstacle, it wins the amount given by the random variable...

Transient random walk in 2 with stationary orientations

Françoise Pène — 2009

ESAIM: Probability and Statistics

In this paper, we extend a result of Campanino and Pétritis [  (2003) 391–412]. We study a random walk in 2 with random orientations. We suppose that the orientation of the th floor is given by ξ k , where ( ξ k ) k is a stationary sequence of random variables. Once the environment fixed, the random walk can go either up or down or can stay in the present floor (but moving with respect to its orientation). This model was introduced by Campanino and Pétritis in [  (2003) 391–412] when the ( ξ k ) k is a sequence...

Averaging method for differential equations perturbed by dynamical systems

Françoise Pène — 2010

ESAIM: Probability and Statistics

In this paper, we are interested in the asymptotical behavior of the error between the solution of a differential equation perturbed by a flow (or by a transformation) and the solution of the associated averaged differential equation. The main part of this redaction is devoted to the ascertainment of results of convergence in distribution analogous to those obtained in [10] and [11]. As in [11], we shall use a representation by a suspension flow over a dynamical system. Here, we make an assumption...

The Nagaev-Guivarc’h method via the Keller-Liverani theorem

Loïc HervéFrançoise Pène — 2010

Bulletin de la Société Mathématique de France

The Nagaev-Guivarc’h method, via the perturbation operator theorem of Keller and Liverani, has been exploited in recent papers to establish limit theorems for unbounded functionals of strongly ergodic Markov chains. The main difficulty of this approach is to prove Taylor expansions for the dominating eigenvalue of the Fourier kernels. The paper outlines this method and extends it by stating a multidimensional local limit theorem, a one-dimensional Berry-Esseen theorem, a first-order Edgeworth expansion,...

Quantitative recurrence in two-dimensional extended processes

Françoise PèneBenoît Saussol — 2009

Annales de l'I.H.P. Probabilités et statistiques

Under some mild condition, a random walk in the plane is recurrent. In particular each trajectory is dense, and a natural question is how much time one needs to approach a given small neighbourhood of the origin. We address this question in the case of some extended dynamical systems similar to planar random walks, including ℤ-extension of mixing subshifts of finite type. We define a pointwise recurrence rate and relate it to the dimension of the process, and establish a result of convergence in...

Vitesse dans le théorème limite central pour certains systèmes dynamiques quasi-hyperboliques

Stéphane Le BorgneFrançoise Pène — 2005

Bulletin de la Société Mathématique de France

Nous présentons une méthode permettant d’établir le théorème limite central avec vitesse en n - 1 / 2 pour certains systèmes dynamiques. Elle est basée sur une propriété de décorrélation forte qui semble assez naturelle dans le cadre des systèmes quasi-hyperboliques. Nous prouvons que cette propriété est satisfaite par les exemples des flots diagonaux sur un quotient compact de SL ( d , ) et les « transformations » non uniformément hyperboliques du tore 𝕋 3 étudiées par Shub et Wilkinson.

Limit theorems for one and two-dimensional random walks in random scenery

Fabienne CastellNadine Guillotin-PlantardFrançoise Pène — 2013

Annales de l'I.H.P. Probabilités et statistiques

Random walks in random scenery are processes defined by Z n : = k = 1 n ξ X 1 + + X k , where ( X k , k 1 ) and ( ξ y , y d ) are two independent sequences of i.i.d. random variables with values in d and respectively. We suppose that the distributions of X 1 and ξ 0 belong to the normal basin of attraction of stable distribution of index α ( 0 , 2 ] and β ( 0 , 2 ] . When d = 1 and α 1 , a functional limit theorem has been established in ( (1979) 5–25) and a local limit theorem in (To appear). In this paper, we establish the convergence in distribution and a local...

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