Graphs of Birkhoff sums: topologies of weak convergence

Given a dynamical system \(f \colon M \to M\), an observable \(\varphi \colon M \to \mathbb{R}\), an initial condition \(x_0 \in M\) and a normalizing sequence \(c_n\), we plot càdlàg paths \(S \colon [0,1] \to \mathbb{R}\), \[ S(t) = c_n \sum_{j=0}^{\lfloor nt \rfloor -1} \varphi (f^j(x_0)) . \] If \(x_0\) is random, we expect weak convergence to a Brownian motion in uniform topology, or to a Lévy process in a topology which depends on the system and the observable.

For no specific reason, we compute the p-variation and the quadratic variation of \(S\).

Take a look at the preset maps in the form below. Most peculiar, probably, is the collision map for a billiard with a cusp.



f(x):
x0:
φ(x): subtract mean
n:
cn:
p-var: compute
Preset:

The "subtract mean" option computes the mean as \[ \text{mean} = \frac{1}{2n} \sum_{j=2n}^{4n-1} \varphi (f^j(x_0)) . \]

Use javascript. There are a few preprogrammed functions:

We use hammer.js and Chart.js.