Wasserstein convergence rates in the invariance principle for deterministic dynamical systems

Abstract

In this paper, we consider the convergence rate with respect to Wasserstein distance in the invariance principle for deterministic nonuniformly hyperbolic systems, where both discrete time systems and flows are included. Our results apply to uniformly hyperbolic systems and large classes of nonuniformly hyperbolic systems including intermittent maps, Viana maps, finite horizon planar periodic Lorentz gases and others. Furthermore, as a nontrivial application to homogenization problem, we investigate the ${\mathcal{W}}_2$-convergence rate of a fast-slow discrete deterministic system to a stochastic differential equation.

arXiv comment20 pages