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arxiv: 1109.0373 · v1 · pith:UVYVHKG3new · submitted 2011-09-02 · 🧮 math.PR · math.DS

Nonconventional limit theorems in averaging

classification 🧮 math.PR math.DS
keywords averagingepsilonnonconventionalasymptoticallyconsiderdynamicaleithererror
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We consider "nonconventional" averaging setup in the form $\frac {dX^\epsilon(t)}{dt}=\epsilon B\big(X^\epsilon(t),\xi(q_1(t)), \xi(q_2(t)),...,\xi(q_\ell(t))\big)$ where $\xi(t),t\geq 0$ is either a stochastic process or a dynamical system (i.e. then $\xi(t)=F^tx$) with sufficiently fast mixing while $q_j(t)=\al_jt,\,\al_1<\al_2<...<\al_k$ and $q_j,\, j=k+1,...,\ell$ grow faster than linearly. We show that the properly normalized error term in the "nonconventional" averaging principle is asymptotically Gaussian.

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