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Nonconventional limit theorems in averaging

Published 2 Sep 2011 in math.PR and math.DS | (1109.0373v1)

Abstract: 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 $\xi(t)=Ftx$) 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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