On the timescale at which statistical stability breaks down
Annales de l'I.H.P. Analyse non linéaire, janvier – février 2021, Tome 38 (2021) no. 1, pp. 175-199.
Le texte intégral des articles récents est réservé aux abonnés de la revue. Consultez l'article sur le site de la revue.

In dynamical systems, understanding statistical properties shared by most orbits and how these properties depend on the system are basic and important questions. Statistical properties may persist as one perturbs the system (statistical stability is said to hold), or may vary wildly. The latter case is our subject of interest, and we ask at what timescale does statistical stability break down. This is the time needed to observe, with a certain probability, a substantial difference in the statistical properties as described by (large but finite time) Birkhoff averages.

The quadratic (or logistic) family is a natural and fundamental example where statistical stability does not hold. We study this family. When the base parameter is of Misiurewicz type, we show, sharply, that if the parameter changes by t, it is necessary and sufficient to observe the system for a time at least of the order of |t|1 to see the lack of statistical stability.

DOI : 10.1016/j.anihpc.2020.06.001
Mots-clés : Physical measures, Statistical stability, Quadratic maps, Logistic maps, Birkhoff averages, Finite timescale
Dobbs, Neil 1 ; Korepanov, Alexey 2

1 a University College Dublin, Ireland
2 b Exeter University, UK
@article{AIHPC_2021__38_1_175_0,
     author = {Dobbs, Neil and Korepanov, Alexey},
     title = {On the timescale at which statistical stability breaks down},
     journal = {Annales de l'I.H.P. Analyse non lin\'eaire},
     pages = {175--199},
     publisher = {Elsevier},
     volume = {38},
     number = {1},
     year = {2021},
     doi = {10.1016/j.anihpc.2020.06.001},
     mrnumber = {4200481},
     language = {en},
     url = {http://www.numdam.org/articles/10.1016/j.anihpc.2020.06.001/}
}
TY  - JOUR
AU  - Dobbs, Neil
AU  - Korepanov, Alexey
TI  - On the timescale at which statistical stability breaks down
JO  - Annales de l'I.H.P. Analyse non linéaire
PY  - 2021
SP  - 175
EP  - 199
VL  - 38
IS  - 1
PB  - Elsevier
UR  - http://www.numdam.org/articles/10.1016/j.anihpc.2020.06.001/
DO  - 10.1016/j.anihpc.2020.06.001
LA  - en
ID  - AIHPC_2021__38_1_175_0
ER  - 
%0 Journal Article
%A Dobbs, Neil
%A Korepanov, Alexey
%T On the timescale at which statistical stability breaks down
%J Annales de l'I.H.P. Analyse non linéaire
%D 2021
%P 175-199
%V 38
%N 1
%I Elsevier
%U http://www.numdam.org/articles/10.1016/j.anihpc.2020.06.001/
%R 10.1016/j.anihpc.2020.06.001
%G en
%F AIHPC_2021__38_1_175_0
Dobbs, Neil; Korepanov, Alexey. On the timescale at which statistical stability breaks down. Annales de l'I.H.P. Analyse non linéaire, janvier – février 2021, Tome 38 (2021) no. 1, pp. 175-199. doi : 10.1016/j.anihpc.2020.06.001. http://www.numdam.org/articles/10.1016/j.anihpc.2020.06.001/

[1] Alves, J.F.; Vilarinho, H. Strong stochastic stability for non-uniformly expanding maps, Ergod. Theory Dyn. Syst., Volume 33 (2013) no. 3, pp. 647-692 | DOI | MR | Zbl

[2] Alves, J.F.; Carvalho, M.; Freitas, J.M. Statistical stability for Hénon maps of the Benedicks-Carleson type, Ann. Inst. Henri Poincaré, Anal. Non Linéaire, Volume 27 (2010) no. 2, pp. 595-637 | DOI | Numdam | MR | Zbl

[3] Alves, J.F.; Viana, M. Statistical stability for robust classes of maps with non-uniform expansion, Ergod. Theory Dyn. Syst., Volume 22 (2002) no. 1, pp. 1-32 | DOI | MR | Zbl

[4] Andronov, A.A.; Pontrjagin, L. Systems grossiers, Dokl. Akad. Nauk. USSR, Volume 14 (1937), pp. 247-251 | JFM | Zbl

[5] Baladi, V.; Benedicks, M.; Maume-Deschamps, V. Almost sure rates of mixing for i.i.d. unimodal maps, Ann. Sci. Éc. Norm. Supér. (4), Volume 35 (2002) no. 1, pp. 77-126 | DOI | Numdam | MR | Zbl

[6] Baladi, V.; Benedicks, M.; Schnellmann, D. Whitney-Hölder continuity of the SRB measure for transversal families of smooth unimodal maps, Invent. Math., Volume 201 (2015) no. 3, pp. 773-844 | DOI | MR

[7] Baladi, V.; Viana, M. Strong stochastic stability and rate of mixing for unimodal maps, Ann. Sci. Éc. Norm. Supér. (4), Volume 29 (1996) no. 4, pp. 483-517 | DOI | Numdam | MR | Zbl

[8] Benedicks, M.; Carleson, L. The dynamics of the Hénon map, Ann. Math. (2), Volume 133 (1991) no. 1, pp. 73-169 | DOI | MR | Zbl

[9] Benedicks, M.; Young, L.-S. Absolutely continuous invariant measures and random perturbations for certain one-dimensional maps, Ergod. Theory Dyn. Syst., Volume 12 (1992) no. 1, pp. 13-37 | DOI | MR | Zbl

[10] de Melo, W.; van Strien, S. One-Dimensional Dynamics, Ergebnisse der Mathematik und ihrer Grenzgebiete (3), Results in Mathematics and Related Areas (3), vol. 25, Springer-Verlag, Berlin, 1993 | MR | Zbl

[11] Dobbs, N.; Todd, M. Free energy jumps up, 2015 (preprint) | arXiv

[12] Dolgopyat, D. On dynamics of mostly contracting diffeomorphisms, Commun. Math. Phys., Volume 213 (2000) no. 1, pp. 181-201 | DOI | MR | Zbl

[13] Freitas, J.M.; Todd, M. The statistical stability of equilibrium states for interval maps, Nonlinearity, Volume 22 (2009) no. 2, pp. 259-281 | DOI | MR | Zbl

[14] Graczyk, J.; Sands, D.; Świa̧tek, G. Metric attractors for smooth unimodal maps, Ann. Math. (2), Volume 159 (2004) no. 2, pp. 725-740 | DOI | MR | Zbl

[15] Gottwald, G.A.; Wormell, J.P.; Wouters, J. On spurious detection of linear response and misuse of the fluctuation-dissipation theorem in finite time series, Physica D, Volume 331 (2016), pp. 89-101 | DOI | MR

[16] Hofbauer, F.; Keller, G. Quadratic maps without asymptotic measure, Commun. Math. Phys., Volume 127 (1990) no. 2, pp. 319-337 | DOI | MR | Zbl

[17] Jakobson, M.V. Absolutely continuous invariant measures for one-parameter families of one-dimensional maps, Commun. Math. Phys., Volume 81 (1981) no. 1, pp. 39-88 | DOI | MR | Zbl

[18] Keller, G. Stochastic stability in some chaotic dynamical systems, Monatshefte Math., Volume 94 (1982) no. 4, pp. 313-333 | DOI | MR | Zbl

[19] Korepanov, A. Equidistribution for nonuniformly expanding dynamical systems, and application to the almost sure invariance principle, Commun. Math. Phys., Volume 359 (2018) no. 3, pp. 1123-1138 | DOI | MR

[20] Korepanov, A.; Kosloff, Z.; Melbourne, I. Explicit coupling argument for nonuniformly hyperbolic transformations, Proc. Edinb. Math. Soc., Volume 149 (2019) no. 1, pp. 101-130 | DOI | MR

[21] Korepanov, A.; Kosloff, Z.; Melbourne, I. Averaging and rates of averaging for uniform families of deterministic fast-slow skew product systems, Stud. Math., Volume 238 (2017) no. 1, pp. 59-89 | DOI | MR

[22] Korepanov, A.; Kosloff, Z.; Melbourne, I. Martingale–coboundary decomposition for families of dynamical systems, Ann. Inst. Henri Poincaré, Anal. Non Linéaire, Volume 35 (2018) no. 4, pp. 859-885 | DOI | Numdam | MR

[23] Levin, G. On an analytic approach to the Fatou conjecture, Fundam. Math., Volume 171 (2002) no. 2, pp. 177-196 | DOI | MR | Zbl

[24] Li, S.; Wang, Q. The slow recurrence and stochastic stability of unimodal interval maps with wild attractors, Nonlinearity, Volume 26 (2013) no. 6, pp. 1623-1637 | DOI | MR | Zbl

[25] Lyubich, M. Almost every real quadratic map is either regular or stochastic, Ann. Math. (2), Volume 156 (2002) no. 1, pp. 1-78 | DOI | MR | Zbl

[26] Mañé, R. Hyperbolicity, sinks and measure in one dimensional dynamics, Commun. Math. Phys., Volume 100 (1985), pp. 495-524 | DOI | MR | Zbl

[27] Martens, M. Distortion results and invariant Cantor sets of unimodal maps, Ergod. Theory Dyn. Syst., Volume 14 (1994) no. 2, pp. 331-349 | DOI | MR | Zbl

[28] Misiurewicz, M. Absolutely continuous measures for certain maps of an interval, Publ. Math. Inst. Hautes Études Sci., Volume 53 (1981), pp. 17-51 | DOI | Numdam | MR | Zbl

[29] Nowicki, T.; Sands, D. Non-uniform hyperbolicity and universal bounds for S -unimodal maps, Invent. Math., Volume 132 (1998) no. 3, pp. 633-680 | DOI | MR | Zbl

[30] Peixoto, M.M. Structural stability on two-dimensional manifolds, Topology, Volume 1 (1962), pp. 101-120 | DOI | MR | Zbl

[31] Przytycki, F.; Rivera-Letelier, J. Geometric pressure for multimodal maps of the interval, Mem. Am. Math. Soc., Volume 259 (2019) no. 1246 | MR

[32] Ruelle, D. Differentiating the absolutely continuous invariant measure of an interval map f with respect to f , Commun. Math. Phys., Volume 258 (2005) no. 2, pp. 445-453 | DOI | MR | Zbl

[33] Ruelle, D. Structure and f -dependence of the A.C.I.M. for a unimodal map f is Misiurewicz type, Commun. Math. Phys., Volume 287 (2009) no. 3, pp. 1039-1070 | DOI | MR | Zbl

[34] Sands, D. Misiurewicz maps are rare, Commun. Math. Phys., Volume 197 (1998) no. 1, pp. 109-129 | DOI | MR | Zbl

[35] Shen, W. On stochastic stability of non-uniformly expanding interval maps, Proc. Lond. Math. Soc. (3), Volume 107 (2013) no. 5, pp. 1091-1134 | DOI | MR | Zbl

[36] Shen, W.; van Strien, S. On stochastic stability of expanding circle maps with neutral fixed points, Dyn. Syst., Volume 28 (2013) no. 3, pp. 423-452 | DOI | MR | Zbl

[37] Smale, S. What is global analysis?, Am. Math. Mon., Volume 76 (1969), pp. 4-9 | DOI | MR | Zbl

[38] Thunberg, H. Unfolding of chaotic unimodal maps and the parameter dependence of natural measures, Nonlinearity, Volume 14 (2001) no. 2, pp. 323-337 | DOI | MR | Zbl

[39] Tsujii, M. Positive Lyapunov exponents in families of one-dimensional dynamical systems, Invent. Math., Volume 111 (1993) no. 1, pp. 113-137 | DOI | MR | Zbl

[40] Tsujii, M. On continuity of Bowen-Ruelle-Sinai measures in families of one-dimensional maps, Commun. Math. Phys., Volume 177 (1996) no. 1, pp. 1-11 | DOI | MR | Zbl

Cité par Sources :

The authors are very grateful to the referees for their thorough reading and helpful comments.