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Nonconventional limit theorems in averaging

Yuri Kifer — 2014

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

We consider “nonconventional” averaging setup in the form d X ε ( t ) d t = ε B ( X ε ( t ) , 𝛯 ( q 1 ( t ) ) , 𝛯 ( q 2 ( t ) ) , ... , 𝛯 ( q ( t ) ) ) where 𝛯 ( t ) , t 0 is either a stochastic process or a dynamical system with sufficiently fast mixing while q j ( t ) = α j t , α 1 l t ; α 2 l t ; l t ; α k and q j , j = k + 1 , ... , grow faster than linearly. We show that the properly normalized error term in the “nonconventional” averaging principle is asymptotically Gaussian.

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