Convergence to decorated Lévy processes in non-Skorohod topologies for dynamical systems (2310.00978v3)

Abstract: We present a general framework for weak convergence to decorated L\'evy processes in enriched spaces of c`adl`ag 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.