Preprint, September 2023. To appear in Electronic. J. Probab.
Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Ian Melbourne and Mike Todd
Abstract
We present a general framework for weak convergence to decorated Lévy processes in enriched spaces of càdlàg functions for vector-valued processes arising in deterministic systems. Applications include uniformly expanding maps and unbounded observables as well as nonuniformly expanding/hyperbolic maps with bounded observables. The latter includes intermittent maps and dispersing billiards with flat cusps. In many of these examples, convergence fails in all of the Skorohod topologies. Moreover, the enriched space picks up details of excursions that are not recorded by Skorohod or Whitt topologies.