Sigillo dell'Università di Bologna
Seminari del Dipartimento di Matematica
Università di Bologna

Invariance by induction of the asymptotic variance

seminario tenuto da
Françoise Pène (Université de Bretagne Occidentale, Francia)

Luglio
08
2020
sistemi dinamici
ore 17:00
seminario on line • collegamento al meeting
 Pagina del seminario sul sito www.dinamici.org
nell'ambito della serie: DINAMICI: ANOTHER INTERNET SEMINAR
It is well known that the integral of an observable is preserved by induction. We are interested here in extensions of this result to moments of order 2 and 3. We have two natural candidates for the second and third order moments: the classical asymptotic variance (given by the Green-Kubo formula) and an analogous quantity of the third order. This question arises from the proof of CLT. In some cases, the asymptotic variance in the CLT can be expressed on the one hand in terms of the classical Green-Kubo formula and on the other hand in terms of the Green-Kubo formula for the induced system. Under general assumptions (involving transfer operators), we prove that the asymptotic variance is preserved by induction and that the natural third order quantity is preserved up to an error term. This is joint work with Damien Thomine.

organizzato da: Marco Lenci & comitato organizzatore DAI Seminar
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