Differentiability of the diffusion coefficient for a family of intermittent maps
Fanni M. S\'elley

TL;DR
This paper demonstrates that for a family of intermittent maps, the variance of the limiting normal distribution varies smoothly with the parameter when considering $C^2$ observables, extending previous results on correlation decay.
Contribution
It establishes the differentiability of the variance with respect to the parameter for a class of intermittent maps using Green-Kubo and linear response techniques.
Findings
Variance is a $C^1$ function of the parameter.
Differentiability shown for the first return map and extended to the original map.
Results apply to $C^2$ observables in the intermittent map family.
Abstract
It is well known that the Liverani-Saussol-Vaienti map satisfies a central limit theorem for H\"older observables in the parameter regime where the correlations are summable. We show that when observables are considered, the variance of the limiting normal distribution is a function of the parameter. We first show this for the first return map to the base of the second branch by studying the Green-Kubo formula, then conclude the result for the original map using Kac's lemma and relying on linear response.
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Taxonomy
TopicsMathematical Dynamics and Fractals · Stochastic processes and statistical mechanics · Stochastic processes and financial applications
