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On the Asymptotic moments and Edgeworth expansions for some processes in random dynamical environment

Published 17 Dec 2018 in math.DS and math.PR | (1812.06924v6)

Abstract: We prove that certain asymptotic moments exist for some random distance expanding dynamical systems and Markov chains in random dynamical environment, and compute them in terms of the derivatives at the $0$ of an appropriate pressure function. It will follow that these moments satisfy the relations that the asymptotic moments $\gam_k=\lim_{n\to\infty}n{-[\frac k2]}\bbE(\sum_{i=1}n X_i)k$ of sums of independent and identically distributed random variables satisfy. We will also obtain certain (Edgeworth) asymptotic expansions related to the central limit theorem for such processes. Our proofs rely on a (parametric) random complex Ruelle-Perron-Frobenius theorem, which replaces some the spectral techniques which are used in literature in order to obtain limit theorems for deterministic dynamical systems and Markov chains.

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