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JUMPING FOR DIFFUSION IN RANDOM METASTABLE SYSTEMS

Cecilia González-Tokman, Joshua Peters School of Mathematics and Physics, University of Queensland, St Lucia QLD 4072, Australia.
cecilia.gt@uq.edu.auSchool of Mathematics and Physics, University of Queensland, St Lucia QLD 4072, Australia.
joshua.peters@uq.edu.au
Abstract

Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates fluctuations in a class of random dynamical systems, arising from randomly perturbing a piecewise smooth expanding interval map with more than one invariant subinterval. Upon perturbation, this invariance is destroyed, allowing trajectories to switch between subintervals, giving rise to metastable behaviour. We show that the distributions of jumps of a time-homogeneous Markov chain approximate the distributions of jumps for random metastable systems. Additionally, we demonstrate that this approximation extends to the diffusion coefficient for (random) observables of such systems. As an example, our results are applied to Horan’s random paired tent maps.

1 Introduction

Metastability describes systems that exhibit multiple states of apparent equilibrium. Such systems arise in numerous examples of natural phenomena. In molecular dynamics, transitions between different conformations are rare events, enabling the macroscopic dynamical behaviour to be modelled as a flipping process between metastable states [43, 44]. In the context of oceanic flows, metastable systems have been used to analyse slow mixing regions of the ocean, known as gyres, which have contributed to phenomena such as the Great Pacific Garbage Patch [12, 21, 22, 23, 26]. Random metastable systems emerge when these transition patterns or ocean currents are influenced by external forces, such as variations in chemical potentials or wind patterns, respectively.

Through a dynamical systems approach, Keller and Liverani pioneered in [35] the study of metastability. Such systems may emerge by adding a small perturbation to a map T:IIT:I\to I on a state space II, possessing more than two ergodic invariant measures supported on their respective invariant subintervals. The perturbations are made in such a way that a hole emerges, allowing the initially invariant sets to communicate, making the system ergodic on the entire space. For piecewise expanding maps of the interval with metastable states, [27] provides an approximation of the invariant density in terms of the system’s induced finite state Markov chain for small hole sizes. In [13], Dolgopyat and Wright show that this Markov chain approximation extends to the diffusion coefficient (or variance) for the Central Limit Theorem (CLT), admitted by [39]. We refer the reader to [6, 17, 24, 34] where the authors investigate various other questions on metastability in related settings.

In random dynamical systems we consider a probability space (Ω,,)(\Omega,\mathcal{F},\mathbb{P}) and a family of maps (Tω)ωΩ(T_{\omega})_{\omega\in\Omega} acting on a state space II. The dynamics is driven by σ:ΩΩ\sigma:\Omega\to\Omega to form a cocycle where for nn\in\mathbb{N}, iterates are given by Tω(n):=Tσn1ωTσn2ωTωT_{\omega}^{(n)}:=T_{\sigma^{n-1}\omega}\circ T_{\sigma^{n-2}\omega}\circ\cdots\circ T_{\omega}. Typically, minimal assumptions are made on the driving σ:ΩΩ\sigma:\Omega\to\Omega, namely, invertible, ergodic, and measure-preserving, to retain the most generality for applications. In the random setting, metastability is characterised by the second Lyapunov exponent in the Perron-Frobenius operator’s so-called Oseledets decomposition, discovered by Oseledets in [42] and later developed by Froyland, Lloyd, and Quas in [19, 20] for Perron-Frobenius operator cocycles. Since the second Lyapunov exponent is an asymptotic quantity, constructing random metastable systems proves to be a difficult task. In [31] and [32], Horan provides an upper estimate on the second Lyapunov exponent for so-called random paired tent maps. This estimate is refined in [28] where it is shown that the top two Lyapunov exponents are both simple and the only exceptional exponents outside a readily computed range. Recently, in [30], we generalise the results of [27] and [7], providing a quenched approximation of the functions spanning the leading and second Oseledets spaces of Perron-Frobenius operator cocycles of random metastable systems subject to small perturbations. Further, we relate such results to the system’s averaged finite state Markov chain. Results in related settings have been investigated in [7, 11, 25, 29], we refer the reader to [30] for further details.

Limit theorems in the setting of random dynamical systems provide fundamental insights into the statistical behaviour of compositions of random transformations. When the driving σ:ΩΩ\sigma:\Omega\to\Omega is a Bernoulli shift, the sequence of maps (Tω)ωΩ(T_{\omega})_{\omega\in\Omega} becomes an i.i.d. process, and in such cases, the focus is typically on annealed limit laws. In this setting, one studies iterates of the annealed Perron-Frobenius operator, which captures averaged statistical properties across realisations of ωΩ\omega\in\Omega [3, 41]. We refer the reader to [1, 2, 15] and the references therein for results in this direction. On the other hand, quenched (or fibrewise) limit theorems describe the statistical behaviour for individual realisations. In this setting, the quenched limit theorems in [14] apply to a large class of observables that may depend on ωΩ\omega\in\Omega. The family of observables must satisfy a fibrewise centering condition. A discussion regarding why this assumption is necessary in the quenched setting may be found in [1]. Unlike annealed results, the quenched CLT accounts for fluctuations about a time-dependent mean. For instance, if the observable represents the number of flowers on a university campus, the quenched CLT describes fluctuations about a mean that varies with the seasons. The diffusion coefficient (or variance) given by the CLT characterises the spread of data relative to this time-dependent mean. Further details and results on quenched limit theorems can be found in [1, 15] and related references.

1.1 Statement of main results

In this paper, we consider a Perron-Frobenius operator cocycle of so-called random metastable systems driven by an ergodic, invertible and measure-preserving transformation σ\sigma of the probability space (Ω,,)(\Omega,\mathcal{F},\mathbb{P}). The initial system T0T^{0} is deterministic and admits m2m\geq 2 ergodic absolutely continuous invariant measures (μ1,,μm\mu_{1},\dots,\mu_{m}) with associated invariant densities (ϕ1,,ϕm\phi_{1},\dots,\phi_{m}) supported on mm disjoint invariant subintervals (I1,,ImI_{1},\dots,I_{m}). We consider small random perturbations of T0T^{0}, denoted TωεT_{\omega}^{\varepsilon}, which introduce random holes into our system (defined as Hi,j,ωε:=Ii(Tωε)1(Ij)H_{i,j,\omega}^{\varepsilon}:=I_{i}\cap(T_{\omega}^{\varepsilon})^{-1}(I_{j}) for i,j{1,,m}i,j\in\{1,\cdots,m\} and ωΩ\omega\in\Omega), allowing trajectories to randomly switch between the initially invariant subintervals (see Figure 1), giving rise to a unique ergodic absolutely continuous random invariant measure on I1ImI_{1}\cup\cdots\cup I_{m}, denoted (μωε)ωΩ(\mu_{\omega}^{\varepsilon})_{\omega\in\Omega}. The perturbations are made so that for i,j{1,,m}i,j\in\{1,\cdots,m\} there exists β>0\beta^{*}>0 such that μi(Hi,j,ωε)=εβi,j,ω+oε0(ε)\mu_{i}(H_{i,j,\omega}^{\varepsilon})=\varepsilon\beta_{i,j,\omega}+o_{\varepsilon\to 0}(\varepsilon) where βi,jL()\beta_{i,j}\in L^{\infty}(\mathbb{P}) satisfies βi,j,ωβ\beta_{i,j,\omega}\geq\beta^{*} for all ωΩ\omega\in\Omega. For presentation purposes, we assume that under one iteration of TωεT_{\omega}^{\varepsilon}, for some j{1,,m}j\in\{1,\cdots,m\}, points in IjI_{j} can only map to neighbouring sets Ij1,Ij+1I_{j-1},I_{j+1} or remain in IjI_{j}.111Here we take I0=Im+1=I_{0}=I_{m+1}=\emptyset. We note that this assumption can be relaxed without difficulty.

Our approach follows similar arguments to [13] and utilises the recent sequential perturbation results of [5] applied to an open system derived from the sequence of random metastable systems. For j{1,,m}j\in\{1,\cdots,m\} consider Hj,ωε:=Hj,j1,ωεHj,j+1,ωεH_{j,\omega}^{\varepsilon}:=H_{j,j-1,\omega}^{\varepsilon}\cup H_{j,j+1,\omega}^{\varepsilon} as a hole. For fBV(Ij)f\in\operatorname*{BV}(I_{j}) we let

j,ωε(f)(x):=ωε(𝟙IjHj,ωεf)(x)\mathcal{L}_{j,\omega}^{\varepsilon}(f)(x):=\mathcal{L}_{\omega}^{\varepsilon}(\mathds{1}_{I_{j}\setminus H_{j,\omega}^{\varepsilon}}\cdot f)(x) (1)

be the Perron-Frobenius operator acting on (BV(Ij),||||BV(Ij))(\operatorname*{BV}(I_{j}),||\cdot||_{\operatorname*{BV}(I_{j})}) where ωε\mathcal{L}_{\omega}^{\varepsilon} is the Perron-Frobenius operator associated with TωεT_{\omega}^{\varepsilon} acting on (BV(I),||||BV(I))(\operatorname*{BV}(I),||\cdot||_{\operatorname*{BV}(I)}). For nn\in\mathbb{N}, the evolution of fBV(Ij)f\in\operatorname*{BV}(I_{j}) under (j,ωε)ωΩ(\mathcal{L}_{j,\omega}^{\varepsilon})_{\omega\in\Omega} is given by j,ωε(n):=j,σn1ωεj,σωεj,ωε\mathcal{L}_{j,\omega}^{\varepsilon\,(n)}:=\mathcal{L}_{j,\sigma^{n-1}\omega}^{\varepsilon}\circ\cdots\circ\mathcal{L}_{j,\sigma\omega}^{\varepsilon}\circ\mathcal{L}_{j,\omega}^{\varepsilon}.

Let Lebj(f):=Leb(f𝟙Ij)\operatorname{\mathrm{Leb}}_{j}(f):={\operatorname{\mathrm{Leb}}}(f\cdot\mathds{1}_{I_{j}}) denote the Lebesgue measure on IjI_{j}. Our first result, Theorem 1.1, describes the spectral properties of j,ωε\mathcal{L}_{j,\omega}^{\varepsilon} for small ε>0\varepsilon>0. Assumptions (I1)-(I6), (P1)-(P7) and (O1) are found in Section 3 and Section 4.

Theorem 1.1.

Let {(Ω,,,σ,BV(I),ε)}ε0\{(\Omega,\mathcal{F},\mathbb{P},\sigma,\operatorname*{BV}(I),\mathcal{L}^{\varepsilon})\}_{\varepsilon\geq 0} be a sequence of random dynamical systems of metastable maps Tωε:IIT_{\omega}^{\varepsilon}:I\to I satisfying (I1)-(I6) and (P1)-(P7). For each j{1,,m}j\in\{1,\cdots,m\}, if j,ωε:BV(Ij)BV(Ij)\mathcal{L}_{j,\omega}^{\varepsilon}:\operatorname*{BV}(I_{j})\to\operatorname*{BV}(I_{j}) is given by (1) and satisfies (O1), then for ε0\varepsilon\geq 0 sufficiently small and \mathbb{P}-a.e. ωΩ\omega\in\Omega there is a functional νj,ωεBV(Ij)\nu_{j,\omega}^{\varepsilon}\in\operatorname*{BV}^{*}(I_{j}) that can be identified with a real finite Borel measure on IjI_{j}, λj,ωε[0,1]\lambda_{j,\omega}^{\varepsilon}\in[0,1], and ϕj,ωεBV(Ij)\phi_{j,\omega}^{\varepsilon}\in\operatorname*{BV}(I_{j}) such that for all fBV(Ij)f\in\operatorname*{BV}(I_{j})

j,ωε(ϕj,ωε)=λj,ωεϕj,σωεandνj,σωε(j,ωε(f))=λj,ωενj,ωε(f).\mathcal{L}_{j,\omega}^{\varepsilon}(\phi_{j,\omega}^{\varepsilon})=\lambda_{j,\omega}^{\varepsilon}\phi_{j,\sigma\omega}^{\varepsilon}\quad\mathrm{and}\quad\nu_{j,\sigma\omega}^{\varepsilon}(\mathcal{L}_{j,\omega}^{\varepsilon}(f))=\lambda_{j,\omega}^{\varepsilon}\nu_{j,\omega}^{\varepsilon}(f).

Further,

  • (a)

    For \mathbb{P}-a.e. ωΩ\omega\in\Omega,

    λj,ωε=1ε(βj,j1,ω+βj,j+1,ω)+oε0(ε);\lambda_{j,\omega}^{\varepsilon}=1-\varepsilon(\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega})+o_{\varepsilon\to 0}(\varepsilon);
  • (b)
    limε0esssupωΩνj,ωεLebjBV(Ij)=0;\lim_{\varepsilon\to 0}\operatorname*{ess\,sup}_{\omega\in\Omega}||\nu_{j,\omega}^{\varepsilon}-\operatorname{\mathrm{Leb}}_{j}||_{\operatorname*{BV}^{*}(I_{j})}=0;
  • (c)
    limε0esssupωΩϕj,ωεϕjL1(Lebj)=0;\lim_{\varepsilon\to 0}\operatorname*{ess\,sup}_{\omega\in\Omega}||\phi_{j,\omega}^{\varepsilon}-\phi_{j}||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}=0;
  • (d)

    For any k{1,,m}k\in\{1,\cdots,m\},

    limε0esssupωΩsupxHj,k,ωε|ϕj,ωε(x)ϕj(x)|=0;\lim_{\varepsilon\to 0}\operatorname*{ess\,sup}_{\omega\in\Omega}\sup_{x\in H_{j,k,\omega}^{\varepsilon}}|\phi_{j,\omega}^{\varepsilon}(x)-\phi_{j}(x)|=0;

and,

  • (e)

    There exist constants C>0C>0 and θ(0,1)\theta\in(0,1) such that for all ε>0\varepsilon>0 sufficiently small, fBV(Ij)f\in\operatorname*{BV}(I_{j}), nn\in\mathbb{N}, and \mathbb{P}-a.e. ωΩ\omega\in\Omega

    (λj,ωε(n))1j,ωε(n)(f)νj,ωε(f)ϕj,σnωεBV(Ij)CθnfBV(Ij),||(\lambda_{j,\omega}^{\varepsilon\,(n)})^{-1}\mathcal{L}_{j,\omega}^{\varepsilon\,(n)}(f)-\nu_{j,\omega}^{\varepsilon}(f)\phi_{j,\sigma^{n}\omega}^{\varepsilon}||_{\operatorname*{BV}(I_{j})}\leq C\theta^{n}||f||_{\operatorname*{BV}(I_{j})},

    where λj,ωε(n):=λj,σn1ωελj,σωελj,ωε\lambda_{j,\omega}^{\varepsilon\,(n)}:=\lambda_{j,\sigma^{n-1}\omega}^{\varepsilon}\cdots\lambda_{j,\sigma\omega}^{\varepsilon}\lambda_{j,\omega}^{\varepsilon}.

Our second contribution, Theorem 1.2, extends the results of [13] and [30], making the connection between random metastable systems and their associated averaged finite state Markov chain more precise. In particular, it shows that the distribution of jumps of an averaged Markov jump process approximates the distribution of jumps for random metastable systems.

Consider a continuous time stochastic process (Xt)t0{1,,m}[0,)(X_{t})_{t\geq 0}\subset\{1,\cdots,m\}^{[0,\infty)}, whose evolution is governed by (P(t))t0:=(etG¯)t0(P(t))_{t\geq 0}:=(e^{t\bar{G}})_{t\geq 0}, where G¯Mm×m()\bar{G}\in M_{m\times m}(\mathbb{R}) has entries (G¯)ij=Ωβi,j,ω𝑑(ω)(\bar{G})_{ij}=\int_{\Omega}\beta_{i,j,\omega}\,d\mathbb{P}(\omega) for iji\neq j, and (G¯)ii=ji(G¯)ij(\bar{G})_{ii}=-\sum_{j\neq i}(\bar{G})_{ij}. Set t0M:=0t_{0}^{M}:=0, and for i>0i>0, let tiM=inf{t>ti1M|XtXti1M}t_{i}^{M}=\inf\{t>t_{i-1}^{M}\ |\ X_{t}\neq X_{t_{i-1}^{M}}\}. For i1i\geq 1, set 𝒯iM=tiMti1M\mathcal{T}_{i}^{M}=t_{i}^{M}-t_{i-1}^{M}. Let ziMz_{i}^{M} denote the state of the process following the ithi^{\mathrm{th}} transition, that is, ziM:=XtiMz_{i}^{M}:=X_{t_{i}^{M}}. For j{1,,m}j\in\{1,\cdots,m\}, let j\mathbb{P}^{j} denote the probability measure constructed on {1,,m}[0,)\{1,\cdots,m\}^{[0,\infty)} with the initial condition z0M=jz_{0}^{M}=j that is evolved by P(t)P(t).

For the collection of random maps (Tωε)ωΩ(T_{\omega}^{\varepsilon})_{\omega\in\Omega}, let t0,ωε(x):=0t_{0,\omega}^{\varepsilon}(x):=0 for all ωΩ,xI\omega\in\Omega,x\in I and ε>0\varepsilon>0. Define z:I{1,,m}z:I\to\{1,\cdots,m\} such that z(x)=jz(x)=j if xIjx\in I_{j}. For i>0i>0 we let ti,ωε(x):=inf{n>ti1,ωε(x)|z(Tωε(n)(x))z(Tωε(ti1,ωε(x))(x))}t_{i,\omega}^{\varepsilon}(x):=\inf\{n>t_{i-1,\omega}^{\varepsilon}(x)\ |\ z(T_{\omega}^{\varepsilon\,(n)}(x))\neq z(T_{\omega}^{\varepsilon\,(t_{i-1,\omega}^{\varepsilon}(x))}(x))\}. Finally, for i1i\geq 1 we define 𝒯i,ωε(x):=ti,ωε(x)ti1,ωε(x)\mathcal{T}_{i,\omega}^{\varepsilon}(x):=t_{i,\omega}^{\varepsilon}(x)-t_{i-1,\omega}^{\varepsilon}(x). We refer the reader to Section 5 where the above is described in further depth.

Theorem 1.2.

In the setting of Theorem 1.1, fix j{1,,m}j\in\{1,\cdots,m\} and pp\in\mathbb{N}. For k=1,,pk=1,\dots,p, take a sequence of intervals Δk=[ak,bk]\Delta_{k}=[a_{k},b_{k}] and numbers rk{1,,m}r_{k}\in\{1,\cdots,m\}, then for \mathbb{P}-a.e. ωΩ\omega\in\Omega

limε0μj({xI|ε𝒯k,ωε(x)Δkandz(Tωε(tk,ωε(x))(x))=rkfork=1,,p})\displaystyle\lim_{\varepsilon\to 0}\mu_{j}\left(\left\{x\in I\ \big{|}\ \varepsilon\mathcal{T}_{k,\omega}^{\varepsilon}(x)\in\Delta_{k}\ \mathrm{and}\ z(T_{\omega}^{\varepsilon\,(t_{k,\omega}^{\varepsilon}(x))}(x))=r_{k}\ \mathrm{for}\ k=1,\dots,p\right\}\right)
=j(𝒯kMΔkandzkM=rkfork=1,,p),\displaystyle\qquad=\mathbb{P}^{j}(\mathcal{T}_{k}^{M}\in\Delta_{k}\ \mathrm{and}\ z_{k}^{M}=r_{k}\ \mathrm{for}\,k=1,\dots,p),

where μj\mu_{j} is as in (I4).

In addition to Theorem 1.2, we show that in our setting, random metastable systems satisfy the quenched CLT of [14] for a large class of fibrewise centered random observables. Further, we extend on the results of [13] by providing an approximation of the diffusion coefficient (or variance) in terms of an averaged Markov jump process when ε>0\varepsilon>0 is small.

Suppose that ϕω0:=j=1mpjϕj\phi_{\omega}^{0}:=\sum_{j=1}^{m}p_{j}\phi_{j} is the limiting invariant density, limε0dμωε/dLeb\lim_{\varepsilon\to 0}d\mu_{\omega}^{\varepsilon}/d\mathrm{Leb}, admitted by [30, Theorem 7.2]. For a measurable observable ψ:Ω×I\psi:\Omega\times I\to\mathbb{R} and each ε>0\varepsilon>0 let

ψ~ωε:=ψωμωε(ψω).\tilde{\psi}_{\omega}^{\varepsilon}:=\psi_{\omega}-\mu_{\omega}^{\varepsilon}(\psi_{\omega}).

For j{1,,m}j\in\{1,\cdots,m\}, set Ψω(j):=Ijψω(x)ϕj(x)𝑑Leb(x)\Psi_{\omega}(j):=\int_{I_{j}}\psi_{\omega}(x)\phi_{j}(x)\,d\mathrm{Leb}(x). The expressions (53), (54) and (56) referenced in the following may be found in Section 6.

Theorem 1.3.

Fix ε>0\varepsilon>0. In the setting of Theorem 1.1, assume that the observable ψ:Ω×I\psi:\Omega\times I\to\mathbb{R} satisfies (53) and (54). Assume that the variance defined in (56) satisfies (Σε(ψ~ε))2>0(\Sigma^{\varepsilon}(\tilde{\psi}^{\varepsilon}))^{2}>0. Then, for every bounded and continuous function f:f:\mathbb{R}\to\mathbb{R} and \mathbb{P}-a.e. ωΩ\omega\in\Omega, we have

limnf(1nk=0n1(ψ~σkωεTωε(k)))(x)𝑑μωε(x)=f(x)𝑑𝒩(0,(Σε(ψ~ε))2)(x),\lim_{n\to\infty}\int_{\mathbb{R}}f\left(\frac{1}{\sqrt{n}}\sum_{k=0}^{n-1}(\tilde{\psi}^{\varepsilon}_{\sigma^{k}\omega}\circ T_{\omega}^{\varepsilon\,(k)})\right)(x)\,d\mu_{\omega}^{\varepsilon}(x)=\int_{\mathbb{R}}f(x)\,d\mathcal{N}(0,(\Sigma^{\varepsilon}(\tilde{\psi}^{\varepsilon}))^{2})(x), (2)

where 𝒩(0,(Σε(ψ~ε))2)\mathcal{N}(0,(\Sigma^{\varepsilon}(\tilde{\psi}^{\varepsilon}))^{2}) is the normal distribution with mean 0 and variance (Σε(ψ~ε))2(\Sigma^{\varepsilon}(\tilde{\psi}^{\varepsilon}))^{2}. Furthermore, if p:=(p1pm)Tp:=\begin{pmatrix}p_{1}&\cdots&p_{m}\end{pmatrix}^{T} and Ψω:=(Ψω(1)Ψω(m))T\Psi_{\omega}:=\begin{pmatrix}\Psi_{\omega}(1)&\cdots&\Psi_{\omega}(m)\end{pmatrix}^{T}, then

limε0ε(Σε(ψ~ε))2=2pΩΨω𝑑(ω),0etG¯𝑑tΩΨω𝑑(ω),\lim_{\varepsilon\to 0}\varepsilon(\Sigma^{\varepsilon}(\tilde{\psi}^{\varepsilon}))^{2}=2\left\langle p\odot\int_{\Omega}\Psi_{\omega}\,d\mathbb{P}(\omega),\int_{0}^{\infty}e^{t\bar{G}}\,dt\int_{\Omega}\Psi_{\omega}\,d\mathbb{P}(\omega)\right\rangle, (3)

where \odot denotes the Hadamard product, G¯\bar{G} is the generator for the averaged Markov jump process defined in Section 5.1, and ,\langle\cdot,\cdot\rangle denotes the standard dot product.

Our final contribution concerns the accessibility of the results to the reader. While the original deterministic work of [13] provides important insights, many details are omitted. We present a detailed and self-contained reference, incorporating these steps and their details in a more general setting.

The paper is structured in the following manner. In Section 2.17 we introduce relevant definitions and results related to random dynamical systems and Perron-Frobenius operators. The initial system and the perturbations made to it are introduced in Section 3. Here we discuss how this gives rise to so-called random metastable systems. In Section 4 we study the spectral properties of the Perron-Frobenius operators associated with a sequence of random open dynamical systems derived from the sequence of random metastable systems and prove Theorem 1.1. This allows us to prove Theorem 1.2 in Section 5, providing an approximation for the distribution of jumps for random metastable systems through the distribution of jumps of an averaged Markov jump process when ε>0\varepsilon>0 is small. In Section 6, we utilise Theorem 1.2 to establish Theorem 1.3, connecting the diffusion coefficient for random metastable systems with an averaged Markov jump process. Finally, in Section 7, we apply our results to Horan’s random paired tent maps.

2 Preliminaries

In this section, we collate definitions and results relevant to this paper. Primarily, we introduce transfer operator techniques for random dynamical systems.

Definition 2.1.

A semi-invertible random dynamical system is a tuple (Ω,,,σ,X,)(\Omega,\mathcal{F},\mathbb{P},\sigma,X,\mathcal{L}), where the base σ:ΩΩ\sigma:\Omega\to\Omega is an invertible,222σ1\sigma^{-1} is measurable and exists for \mathbb{P}-a.e. ωΩ\omega\in\Omega. measure-preserving transformation of the probability space (Ω,,)(\Omega,\mathcal{F},\mathbb{P}), (X,)(X,\|\cdot\|) is a Banach space, and :ΩL(X)\mathcal{L}:\Omega\to L(X) is a family of bounded linear operators of XX, called the generator.333Here L(X)L(X) denotes the space of bounded linear operators preserving the Banach space XX.

Remark 2.2.

For convenience, whenever we refer to a random dynamical system, we assume it is semi-invertible. That is, the base map σ:ΩΩ\sigma:\Omega\to\Omega is invertible, but its generators need not be.

In general, XX can be any given Banach space. In this paper, we will be interested in XX being the Banach space of functions with bounded variation.

Definition 2.3.

Let (S,𝒟,μ)(S,\mathcal{D},\mu) be a measure space with S=[a,b]S=[a,b]. The space BVμ(S)\operatorname*{BV}_{\mu}(S) is called the space of bounded variation on SS where

fBVμ(S)=inff~=fμa.e.var(f~)+f~L1(μ)||f||_{\operatorname*{BV}_{\mu}(S)}=\inf_{\tilde{f}=f\,\mu-\mathrm{a.e.}}\operatorname*{var}(\tilde{f})+||\tilde{f}||_{L^{1}(\mu)}

and var(f)\operatorname*{var}(f) is the total variation of ff over SS;

var(f)=sup{i=1n|f(xi)f(xi1)||n1,ax0<x1<<xnb}.\operatorname*{var}(f)=\sup\left\{\sum_{i=1}^{n}|f(x_{i})-f(x_{i-1})|\ |\ n\geq 1,\ a\leq x_{0}<x_{1}<\cdots<x_{n}\leq b\right\}.

Elements of BVμ(S)\operatorname*{BV}_{\mu}(S), denoted [f]μ[f]_{\mu}, are equivalence classes of functions with bounded variation on SS. In this paper, we consider functions fBV(S)f\in\operatorname*{BV}(S) with norm fBV(S)=var(f)+fL1(μ)\|f\|_{\operatorname*{BV}(S)}=\operatorname*{var}(f)+\|f\|_{L^{1}(\mu)} and emphasise that ff is identified through a representative of minimal variation from the equivalence class [f]μ[f]_{\mu}.

We associate with a non-singular transformation TT a unique Perron-Frobenius operator. Since it describes the evolution of ensembles of points, or densities, such operators serve as a powerful tool when studying the statistical behaviour of trajectories of TT.

Definition 2.4.

A measurable function T:IIT:I\to I on a measure space (I,𝒟,μ)(I,\mathcal{D},\mu) is a non-singular transformation if μ(T1(D))=0\mu(T^{-1}(D))=0 for all D𝒟D\in\mathcal{D} such that μ(D)=0\mu(D)=0.

Definition 2.5.

Let (I,𝒟,μ)(I,\mathcal{D},\mu) be a measure space and T:IIT:I\to I be a non-singular transformation. The Perron-Frobenius operator, T:L1(μ)L1(μ)\mathcal{L}_{T}:L^{1}(\mu)\to L^{1}(\mu), associated with TT is

T(f)(x):=yT1(x)f(y)|T(y)|.\mathcal{L}_{T}(f)(x):=\sum_{y\in T^{-1}(x)}\frac{f(y)}{|T^{\prime}(y)|}.

In certain cases, T\mathcal{L}_{T} may be restricted (or extended) to a bounded linear operator on another Banach space (e.g. X=BV(I)X=\operatorname*{BV}(I)), in which case the operators are still referred to as Perron-Frobenius operators. Combining Definition 3 and Definition 2.5, one can construct a random dynamical system from a family of Perron-Frobenius operators (Tω)ωΩ(\mathcal{L}_{T_{\omega}})_{\omega\in\Omega} associated with the set of non-singular transformations (Tω)ωΩ.(T_{\omega})_{\omega\in\Omega}. This forms a Perron-Frobenius operator cocycle.

Remark 2.6.

For notational purposes, we denote by (ω)ωΩ(\mathcal{L}_{\omega})_{\omega\in\Omega} the family of Perron-Frobenius operators associated with the family of non-singular transformations (Tω)ωΩ(T_{\omega})_{\omega\in\Omega}.

Example 2.7 (Perron-Frobenius operator cocycle).

Consider a random dynamical system (Ω,,,σ,X,)(\Omega,\mathcal{F},\mathbb{P},\sigma,X,\mathcal{L}), where σ:ΩΩ\sigma:\Omega\to\Omega is an invertible, ergodic and measure-preserving transformation, and its generators :ΩL(X)\mathcal{L}:\Omega\to L(X) are Perron-Frobenius operators associated with the non-singular transformations TωT_{\omega} of the measure space (I,𝒟,μ)(I,\mathcal{D},\mu), given by ωω\omega\mapsto\mathcal{L}_{\omega}. This gives rise to a Perron-Frobenius operator cocycle

(n,ω)ω(n)=σn1ωω.(n,\omega)\mapsto\mathcal{L}_{\omega}^{(n)}=\mathcal{L}_{\sigma^{n-1}\omega}\circ\cdots\circ\mathcal{L}_{\omega}.

Here, the evolution of a density ff is governed by a cocycle of Perron-Frobenius operators driven by the base dynamics σ:ΩΩ\sigma:\Omega\to\Omega. That is, if ff represents the initial mass distribution in the system, then ω(n)\mathcal{L}_{\omega}^{(n)} describes the mass distribution after the application of Tσn1ωTωT_{\sigma^{n-1}\omega}\circ\cdots\circ T_{\omega}.

The random fixed points of the Perron-Frobenius operator are of interest in random dynamical systems.

Definition 2.8.

Let (Ω,,,σ,X,)(\Omega,\mathcal{F},\mathbb{P},\sigma,X,\mathcal{L}) be a random dynamical system, with associated non-singular transformations Tω:IIT_{\omega}:I\to I. A family (μω)ωΩ(\mu_{\omega})_{\omega\in\Omega} is called a random invariant measure for (Tω)ωΩ(T_{\omega})_{\omega\in\Omega} if μω\mu_{\omega} is a probability measure on II, for any Borel measurable subset DD of II the map ωμω(D)\omega\mapsto\mu_{\omega}(D) is measurable, and

μω(Tω1(D))=μσω(D)\mu_{\omega}(T^{-1}_{\omega}(D))=\mu_{\sigma\omega}(D)

for \mathbb{P}-a.e. ωΩ\omega\in\Omega. A family (hω)ωΩ(h_{\omega})_{\omega\in\Omega} is called a random invariant density for (Tω)ωΩ(T_{\omega})_{\omega\in\Omega} if hω0h_{\omega}\geq 0, hωL1(μ)h_{\omega}\in L^{1}(\mu), hωL1(μ)=1||h_{\omega}||_{L^{1}(\mu)}=1, the map ωhω\omega\mapsto h_{\omega} is measurable, and

ωhω=hσω\mathcal{L}_{\omega}h_{\omega}=h_{\sigma\omega}

for \mathbb{P}-a.e. ωΩ\omega\in\Omega. We also say (hω)ωΩ(h_{\omega})_{\omega\in\Omega} is a random fixed point of (ω)ωΩ(\mathcal{L}_{\omega})_{\omega\in\Omega}.

Remark 2.9.

If the random invariant measure (μω)ωΩ(\mu_{\omega})_{\omega\in\Omega} is absolutely continuous with respect to Lebesgue, we refer to it as a random absolutely continuous invariant measure (RACIM). In this case, its density (hω)ωΩ=(dμωdLeb)ωΩ(h_{\omega})_{\omega\in\Omega}=(\frac{d\mu_{\omega}}{d\mathrm{Leb}})_{\omega\in\Omega} is a random invariant density.

On XX, we are typically interested in when the mapping ωωf\omega\mapsto\mathcal{L}_{\omega}f is \mathbb{P}-continuous, a concept introduced by Thieullen in [45]. This gives rise to a \mathbb{P}-continuous random dynamical system.

Definition 2.10.

Let (Ω,,)(\Omega,\mathcal{F},\mathbb{P}) be a Borel probability space and (Y,τ)(Y,\tau) a topological space. A mapping :ΩY\mathcal{L}:\Omega\to Y is said to be \mathbb{P}-continuous if Ω\Omega can be expressed as a countable union of Borel sets such that the restriction of \mathcal{L} to each of them is continuous.

Definition 2.11.

Let (Ω,,,σ,X,)(\Omega,\mathcal{F},\mathbb{P},\sigma,X,\mathcal{L}) be a random dynamical system. If its generators :ΩL(X)\mathcal{L}:\Omega\to L(X), given by ωω\omega\mapsto\mathcal{L}_{\omega}, are \mathbb{P}-continuous with respect to the norm topology on L(X)L(X), then the cocycle (ω)ωΩ(\mathcal{L}_{\omega})_{\omega\in\Omega} is called \mathbb{P}-continuous, and the tuple (Ω,,,σ,X,)(\Omega,\mathcal{F},\mathbb{P},\sigma,X,\mathcal{L}) is a \mathbb{P}-continuous random dynamical system.

The asymptotic behaviour of the spectral picture for the Perron-Frobenius operator cocycle is of great interest when studying the statistical properties of random systems.

Definition 2.12.

The index of compactness of an operator ω\mathcal{L}_{\omega} denoted α(ω)\alpha(\mathcal{L}_{\omega}), is the infimum of those real numbers tt such that the image of the unit ball in XX under ω\mathcal{L}_{\omega} may be covered by finitely many balls of radius tt.

The index of compactness provides a notion of ‘how far’ an operator is from being compact. This definition was extended by Thieullen to random compositions of operators in [45].

Definition 2.13.

The asymptotic index of compactness for the cocycle (ω)ωΩ(\mathcal{L}_{\omega})_{\omega\in\Omega} on XX is

κ(ω):=limn1nlogα(ω(n)).\kappa(\omega):=\lim_{n\to\infty}\frac{1}{n}\log\alpha(\mathcal{L}_{\omega}^{(n)}).

We call the cocycle quasi-compact if κ(ω)<limn1nlog||ω(n)||=:l1(ω)\kappa(\omega)<\lim_{n\to\infty}\frac{1}{n}\log||\mathcal{L}_{\omega}^{(n)}||=:l_{1}(\omega), whose limit exists for \mathbb{P}-a.e. ωΩ\omega\in\Omega, and is independent of ωΩ\omega\in\Omega, by the Kingman sub-additive ergodic theorem [36], under the assumption that logω𝑑(ω)<\int\log||\mathcal{L}_{\omega}||\,d\mathbb{P}(\omega)<\infty. The limit l1(ω)l_{1}(\omega) is referred to as the top Lyapunov exponent of the cocycle, and under some assumptions on the random dynamical system, one can obtain a spectrum of these exponents through multiplicative ergodic theorems. One example is Oseledets decomposition, which splits XX into ω\omega-dependent subspaces which decay/expand according to its associated Lyapunov exponent li(ω)l_{i}(\omega). These are constant \mathbb{P}-a.e. when σ\sigma is ergodic.

Definition 2.14.

Consider a random dynamical system =(Ω,,,σ,X,)\mathcal{R}=(\Omega,\mathcal{F},\mathbb{P},\sigma,X,\mathcal{L}). An Oseledets splitting for \mathcal{R} consists of isolated (exceptional) Lyapunov exponents

>l1>l2>>lp>κ,\infty>l_{1}>l_{2}>\cdots>l_{p}>\kappa\geq-\infty,

where the index p1p\geq 1 is allowed to be finite or countably infinite, and Oseledets subspaces V1(ω),,Vp(ω),W(ω)V_{1}(\omega),\dots,V_{p}(\omega),W(\omega) such that for all i=1,,pi=1,\dots,p and \mathbb{P}-a.e. ωΩ\omega\in\Omega we have

  • (a)

    dim(Vi(ω))=mi<\dim(V_{i}(\omega))=m_{i}<\infty;

  • (b)

    ωVi(ω)=Vi(σω)\mathcal{L}_{\omega}V_{i}(\omega)=V_{i}(\sigma\omega) and ωW(ω)W(σω)\mathcal{L}_{\omega}W(\omega)\subseteq W(\sigma\omega);

  • (c)

    V1(ω)Vp(ω)W(ω)=XV_{1}(\omega)\oplus\cdots\oplus V_{p}(\omega)\oplus W(\omega)=X;

  • (d)

    for fVi(ω){0}f\in V_{i}(\omega)\setminus\{0\}, limn1nlogω(n)fli\lim_{n\to\infty}\frac{1}{n}\log||\mathcal{L}_{\omega}^{(n)}f||\to l_{i};

  • (e)

    for fW(ω){0}f\in W(\omega)\setminus\{0\}, limn1nlogω(n)fκ\lim_{n\to\infty}\frac{1}{n}\log||\mathcal{L}_{\omega}^{(n)}f||\leq\kappa.

Theorem 2.15 ([20, Theorem 17]).

Let Ω\Omega be a Borel subset of a separable complete metric space, \mathcal{F} the Borel σ\sigma-algebra and \mathbb{P} a Borel probability. Let XX be a Banach space and consider a random dynamical system =(Ω,,,σ,X,)\mathcal{R}=(\Omega,\mathcal{F},\mathbb{P},\sigma,X,\mathcal{L}) with base transformation σ:ΩΩ\sigma:\Omega\to\Omega an ergodic homeomorphism, and suppose that the generator :ΩL(X)\mathcal{L}:\Omega\to L(X) is \mathbb{P}-continuous and satisfies

log+ω𝑑(ω)<.\int\log^{+}||\mathcal{L}_{\omega}||\,d\mathbb{P}(\omega)<\infty.

If κ<l1\kappa<l_{1}, \mathcal{R} admits a unique \mathbb{P}-continuous Oseledets splitting.

We refer to the set of all lil_{i} as the Lyapunov spectrum of the Perron-Frobenius operator cocycle (ω)ωΩ(\mathcal{L}_{\omega})_{\omega\in\Omega}. We recall that in Theorem 2.15 the Lyapunov spectrum and asymptotic index of compactness are constant for \mathbb{P}-a.e. ωΩ\omega\in\Omega since σ\sigma is ergodic. When the Oseledets splitting of (ω)ωΩ(\mathcal{L}_{\omega})_{\omega\in\Omega} can be decomposed into fast and slow spaces, by adopting the same terminology of [11], we call this a hyperbolic Oseledets splitting.

Definition 2.16.

Suppose that (Ω,,,σ,X,)(\Omega,\mathcal{F},\mathbb{P},\sigma,X,\mathcal{L}) is a random dynamical system with an Oseledets splitting of dimension dd.444The Oseledets splitting has dimension dd if i=1pmi=d\sum_{i=1}^{p}m_{i}=d where dim(Vi(ω))=mi\dim(V_{i}(\omega))=m_{i} from Definition 2.14(a). For each i{1,,p}i\in\{1,\dots,p\} let Ei(ω)=jiVi(ω)E_{i}(\omega)=\bigoplus_{j\leq i}V_{i}(\omega) and Fi(ω)=(j>iVi(ω))W(ω)F_{i}(\omega)=\left(\bigoplus_{j>i}V_{i}(\omega)\right)\bigoplus W(\omega). We say that (Ω,,,σ,X,)(\Omega,\mathcal{F},\mathbb{P},\sigma,X,\mathcal{L}) has a hyperbolic Oseledets splitting up to dimension dd if there exists a σ\sigma-invariant set ΩΩ\Omega^{\prime}\subseteq\Omega of full \mathbb{P}-measure such that for each i{1,,p}i\in\{1,\dots,p\} the families of subspaces (Ei(ω))ωΩ(E_{i}(\omega))_{\omega\in\Omega^{\prime}} and (Fi(ω))ωΩ(F_{i}(\omega))_{\omega\in\Omega^{\prime}} form the equivariant fast and slow spaces, respectively, for a hyperbolic splitting of the restriction of ω\mathcal{L}_{\omega} to 𝕏=ωΩ{ω}×I\mathbb{X}^{\prime}=\bigsqcup_{\omega\in\Omega^{\prime}}\{\omega\}\times I when ω\mathcal{L}_{\omega} is considered as an element of End(𝕏,σ)\mathrm{End}(\mathbb{X},\sigma) where 𝕏=ωΩ{ω}×I\mathbb{X}=\bigsqcup_{\omega\in\Omega}\{\omega\}\times I.555End(𝕏,σ)\mathrm{End}(\mathbb{X},\sigma) denotes the set of all bounded linear endomorphisms of 𝕏\mathbb{X} covering σ\sigma (if π\pi denotes the projection of 𝕏\mathbb{X} onto Ω\Omega then πω=σπ\pi\circ\mathcal{L}_{\omega}=\sigma\circ\pi).

As opposed to studying the asymptotic index of compactness, one can often prove that the Perron-Frobenius operator cocycle is quasi-compact by showing the collection (ω)ωΩ(\mathcal{L}_{\omega})_{\omega\in\Omega} satisfies a uniform Lasota-Yorke inequality.

Definition 2.17.

We say that ω:(X,)(X,)\mathcal{L}_{\omega}:(X,\|\cdot\|)\to(X,\|\cdot\|) satisfies a uniform Lasota-Yorke inequality with constants C1,C2,r,R>0C_{1},C_{2},r,R>0 and 0<r<R10<r<R\leq 1, if for every ωΩ\omega\in\Omega, fXf\in X and nn\in\mathbb{N} we have

ω(n)fC1rnf+C2Rn|f|||\mathcal{L}_{\omega}^{(n)}f||\leq C_{1}r^{n}||f||+C_{2}R^{n}|f|

where |||\cdot| is a weak norm on (X,)(X,\|\cdot\|).666Recall that |||\cdot| is a weak norm on (X,)(X,\|\cdot\|) if there exists a constant C>0C>0 such that |f|Cf|f|\leq C\|f\| for all fXf\in X.

In the proceeding sections, we will consider perturbations of Perron-Frobenius operator cocycles. One way to quantify the size of perturbations is through the operator triple norm.

Definition 2.18.

Let ω:(X,s)(X,s)\mathcal{L}_{\omega}:(X,\|\cdot\|_{s})\to(X,\|\cdot\|_{s}) where XX is a Banach space equipped strong and weak norm s\|\cdot\|_{s} and ||w|\cdot|_{w}, respectively. The operator triple norm of ω\mathcal{L}_{\omega} is

|ω|sw:=supfs=1|ωf|w.|||\mathcal{L}_{\omega}|||_{s-w}:=\sup_{||f||_{s}=1}|\mathcal{L}_{\omega}f|_{w}.

Finally, we make use of Landau notation throughout the paper. In the following definitions, we consider functions f,g:f,g:\mathbb{R}\to\mathbb{R}.

Definition 2.19.

We write f(x)=Oxa(g(x))f(x)=O_{x\to a}(g(x)) if there exists M,δ>0M,\delta>0 such that for all xx satisfying |xa|<δ|x-a|<\delta,

|f(x)|M|g(x)|.|f(x)|\leq M|g(x)|.
Definition 2.20.

We write f(x)=oxa(g(x))f(x)=o_{x\to a}(g(x)) if for all C>0C>0 there exists δ>0\delta>0 such that for all xx satisfying |xa|<δ|x-a|<\delta,

|f(x)|C|g(x)|.|f(x)|\leq C|g(x)|.
Remark 2.21.

In many situations, the constants C,MC,M involved in the above asymptotic approximations may depend on a second variable, say ω\omega. In this case we write f(x)=Oω,xa(g(x))f(x)=O_{\omega,x\to a}(g(x)) and f(x)=oω,xa(g(x))f(x)=o_{\omega,x\to a}(g(x)), respectively.

3 Metastable systems and their perturbations

In this section, we introduce a class of random dynamical systems with mm metastable states. We define these maps as perturbations of an autonomous system possessing m2m\geq 2 initially invariant intervals I1,,ImI_{1},\dots,I_{m}, each supporting a unique ergodic absolutely continuous invariant measure (ACIM). Upon perturbation, so-called random holes emerge, allowing trajectories to switch between I1,,ImI_{1},\dots,I_{m}. This gives rise to systems with a unique ergodic random absolutely continuous invariant measure (RACIM) on I1ImI_{1}\cup\cdots\cup I_{m}, describing the long-term statistical behaviour of metastable systems.

3.1 The initial system

Let I=[1,1]I=[-1,1] be equipped with the Borel σ\sigma-algebra \mathcal{B}, and Lebesgue measure Leb\operatorname{\mathrm{Leb}}. Suppose that T0:IIT^{0}:I\to I is a piecewise C2C^{2} uniformly expanding map with m2m\geq 2 invariant subintervals. This means T0T^{0} satisfies the following conditions.

  • (I1)

    Piecewise C2C^{2}.
    There exists a critical set 𝒞0={1=c0<c1<<cd=1}\mathcal{C}^{0}=\{-1=c_{0}<c_{1}<\cdots<c_{d}=1\} such that for each i=0,,d1i=0,\dots,d-1, the map T0|(ci,ci+1)T^{0}|_{(c_{i},c_{i+1})} extends to a C2C^{2} function T^i0\hat{T}_{i}^{0} on a neighbourhood of [ci,ci+1][c_{i},c_{i+1}].

  • (I2)

    Uniform expansion.
    There exists Λ>1\Lambda>1 such that

    infxI𝒞0|(T0)(x)|Λ.\inf_{x\in I\setminus\mathcal{C}^{0}}|(T^{0})^{\prime}(x)|\geq\Lambda.
  • (I3)

    Existence of boundary points and invariant subintervals.
    There are boundary points 𝔅:={b0,,bm}\mathfrak{B}:=\{b_{0},\cdots,b_{m}\} where (bi)i=1m1(1,1),b0=1(b_{i})_{i=1}^{m-1}\subset(-1,1),\ b_{0}=-1 and bm=1b_{m}=1, such that for i=1,,mi=1,\dots,m the sets Ii:=[bi1,bi]I_{i}:=[b_{i-1},b_{i}] are invariant under T0T^{0} (for i{1,,m}i\in\{1,\cdots,m\}, (T0|Ii)1(Ii)Ii(T^{0}|_{I_{i}})^{-1}(I_{i})\subseteq I_{i}).

Denote by 0\mathcal{L}^{0} the Perron-Frobenius operator associated with T0T^{0} acting on (BV(I),||||BV(I))(\operatorname*{BV}(I),||\cdot||_{\operatorname*{BV}(I)}) with weak norm ||||L1(Leb)||\cdot||_{L^{1}(\operatorname{\mathrm{Leb}})}.

Remark 3.1.

Thanks to [16], conditions (I1) and (I2) ensure that the Perron-Frobenius operator 0\mathcal{L}^{0} acting on (BV(I),||||BV(I))(\operatorname*{BV}(I),||\cdot||_{\operatorname*{BV}(I)}) satisfies a Lasota-Yorke inequality. This fact will be used when we wish to emphasise that 0\mathcal{L}^{0} is quasi-compact.

The existence of an ACIM of bounded variation for T0|IiT^{0}|_{I_{i}} is guaranteed by the classical work of Lasota and Yorke [37]. We assume in addition the following.

  • (I4)

    Unique ACIMs on invariant sets.
    For i{1,,m}i\in\{1,\cdots,m\}, T0|IiT^{0}|_{I_{i}} has only one ergodic ACIM μi\mu_{i}, whose density is ϕi:=dμi/dLeb\phi_{i}:=d\mu_{i}/d\mathrm{Leb}.

(I4) implies that all ACIMs of T0T^{0} may be expressed as convex combinations of those ergodic measures supported on I1,,ImI_{1},\dots,I_{m}. Conditions guaranteeing that (I4) is satisfied are outlined in [37, Theorem 1].

Let 𝔅\mathfrak{B} be as in (I3). We call the set of points belonging to H0:=(T0)1(𝔅)𝔅H^{0}:=(T^{0})^{-1}(\mathfrak{B})\setminus\mathfrak{B} as infinitesimal holes.

  • (I5)

    No return of the critical set to infinitesimal holes.
    For every k>0k>0, T0(k)(𝒞0)H0=T^{0\,(k)}(\mathcal{C}^{0})\cap H^{0}=\emptyset.

As discussed in [27, Section 2.1], condition (I5) is essential to ensure that for i{1,,m}i\in\{1,\cdots,m\}, each unique invariant density ϕi\phi_{i}, guaranteed by (I4), is continuous at all points in IiH0I_{i}\cap H^{0}. Finally, we require that for i{1,,m}i\in\{1,\cdots,m\}, the invariant densities ϕi\phi_{i} are positive at each point in IiH0I_{i}\cap H^{0}.

  • (I6)

    Positive ACIMs at infinitesimal holes.
    For i{1,,m}i\in\{1,\cdots,m\}, ϕi\phi_{i} is positive at each of the points in IiH0I_{i}\cap H^{0}.

Condition (I6) is satisfied if, for example, the maps T0|IiT^{0}|_{I_{i}} are weakly covering for i{1,,m}i\in\{1,\cdots,m\} [38].777A piecewise expanding map T:IIT:I\to I with critical set 𝒮={1=s0<s1<<sd=1}\mathcal{S}=\{-1=s_{0}<s_{1}<\cdots<s_{d}=1\} is weakly covering if there is some NN\in\mathbb{N} such that for every ii, k=0NT(k)([si,si+1])=I\cup_{k=0}^{N}T^{(k)}([s_{i},s_{i+1}])=I.

3.2 The perturbations

In what follows, let (Ω,,)(\Omega,\mathcal{F},\mathbb{P}) be a probability space. Fix ε>0\varepsilon>0 and let ωΩ\omega\in\Omega. We consider C2C^{2}-small perturbations of T0:IIT^{0}:I\to I, denoted Tε:Ω×IIT^{\varepsilon}:\Omega\times I\to I, driven by an ergodic transformation σ:ΩΩ\sigma:\Omega\to\Omega.888For notational convenience T0T^{0} will also denote the random map T0:Ω×IIT^{0}:\Omega\times I\to I which satisfies Tω0:=Tω00T^{0}_{\omega}:=T^{0}_{\omega_{0}} for any ω0Ω\omega_{0}\in\Omega. This means σ:ΩΩ\sigma:\Omega\to\Omega and Tε:Ω×IIT^{\varepsilon}:\Omega\times I\to I satisfy the following.

  • (P1)

    Ergodic driving and finite range.
    σ:ΩΩ\sigma:\Omega\to\Omega is an ergodic, \mathbb{P}-preserving homeomorphism of the probability space (Ω,,)(\Omega,\mathcal{F},\mathbb{P}); for all ε0\varepsilon\geq 0, the mapping ωTωε\omega\mapsto T_{\omega}^{\varepsilon} has finite range; and the skew-product

    (ω,x)(σω,Tωε(x))(\omega,x)\mapsto(\sigma\omega,T_{\omega}^{\varepsilon}(x))

    is measurable with respect to the product σ\sigma-algebra \mathcal{F}\otimes\mathcal{B} on Ω×I\Omega\times I.

  • (P2)

    C2C^{2}-small perturbations.
    There exists a critical set 𝒞ωε={1=c0,ωε<<cd,ωε=1}\mathcal{C}^{\varepsilon}_{\omega}=\{-1=c_{0,\omega}^{\varepsilon}<\cdots<c_{d,\omega}^{\varepsilon}=1\} such that for each i=0,,di=0,\dots,d, ωci,ωε\omega\mapsto c_{i,\omega}^{\varepsilon} is measurable and εci,ωε\varepsilon\mapsto c_{i,\omega}^{\varepsilon} is C2C^{2}. Furthermore, there exists a δ>0\delta>0 such that:

    • (a)

      for i=1,,d2i=1,\dots,d-2, [ci+δ,ci+1δ][ci,ωε,ci+1,ωε][ciδ,ci+1+δ][c_{i}+\delta,c_{i+1}-\delta]\subset[c_{i,\omega}^{\varepsilon},c_{i+1,\omega}^{\varepsilon}]\subset[c_{i}-\delta,c_{i+1}+\delta],999In this way, we have a one-to-one correspondence between the critical sets of TωεT_{\omega}^{\varepsilon} and T0T^{0} given by 𝒞ωε\mathcal{C}_{\omega}^{\varepsilon} and 𝒞0\mathcal{C}^{0}, respectively.

    • (b)

      for i=0,,di=0,\cdots,d, ci,ωεc_{i,\omega}^{\varepsilon} converges uniformly over ωΩ\omega\in\Omega away from a \mathbb{P}-null set to its corresponding point ci𝒞0c_{i}\in\mathcal{C}^{0} as ε0\varepsilon\to 0, and

    • (c)

      for i=0,,d1i=0,\dots,d-1, there is a C2C^{2} extension T^i,ωε:[ciδ,ci+1+δ]\hat{T}_{i,\omega}^{\varepsilon}:[c_{i}-\delta,c_{i+1}+\delta]\to\mathbb{R} of Tωε|(ci,ωε,ci+1,ωε)T_{\omega}^{\varepsilon}|_{(c_{i,\omega}^{\varepsilon},c_{i+1,\omega}^{\varepsilon})} that converges in C2C^{2}, and uniformly over ωΩ\omega\in\Omega away from a \mathbb{P}-null set to the C2C^{2} extension T^i0:[ciδ,ci+1+δ]\hat{T}_{i}^{0}:[c_{i}-\delta,c_{i+1}+\delta]\to\mathbb{R} of T0|(ci,ci+1)T^{0}|_{(c_{i},c_{i+1})} as ε0\varepsilon\to 0.

Denote by ωε\mathcal{L}_{\omega}^{\varepsilon} the Perron-Frobenius operator associated with TωεT_{\omega}^{\varepsilon} acting on (BV(I),||||BV(I))(\operatorname*{BV}(I),||\cdot||_{\operatorname*{BV}(I)}) with weak norm ||||L1(Leb)||\cdot||_{L^{1}(\operatorname{\mathrm{Leb}})}.

Remark 3.2.

We impose (P1) to ensure the mapping ωωε\omega\mapsto\mathcal{L}_{\omega}^{\varepsilon} is \mathbb{P}-continuous (recall Definition 2.10). This is satisfied through the relaxed condition that ωTωε\omega\mapsto T_{\omega}^{\varepsilon} has countable range. In our setting, to ensure uniform convergence of certain quantities, we instead require the stricter condition that ωTωε\omega\mapsto T_{\omega}^{\varepsilon} has finite range (as discussed in [7, Remark 3.10]).

Remark 3.3.

Thanks to [18, Proposition 3.12] (which follows from [33, Lemma 13]) and [16, Example 5.2], (P2) asserts that

limε0esssupωΩ|ωε0|BV(I)L1(Leb)=0,\lim_{\varepsilon\to 0}\operatorname*{ess\,sup}_{\omega\in\Omega}|||\mathcal{L}_{\omega}^{\varepsilon}-\mathcal{L}^{0}|||_{\operatorname*{BV}(I)-L^{1}(\operatorname{\mathrm{Leb}})}=0,

where ||||||BV(I)L1(Leb)|||\cdot|||_{\operatorname*{BV}(I)-L^{1}(\operatorname{\mathrm{Leb}})} denotes the BVL1\operatorname*{BV}-L^{1} triple norm (see Definition 2.18).

For i,j{1,,m}i,j\in\{1,\cdots,m\} we define the random holes Hi,j,ωεH_{i,j,\omega}^{\varepsilon} as the set of all points mapping from IiI_{i} to IjI_{j} under one iteration of TωεT_{\omega}^{\varepsilon}. Namely, Hi,j,ωε:=Ii(Tωε)1(Ij)H_{i,j,\omega}^{\varepsilon}:=I_{i}\cap(T_{\omega}^{\varepsilon})^{-1}(I_{j}).

Remark 3.4.

Without loss of generality, we assume that under one iteration of TωεT_{\omega}^{\varepsilon}, for some i{2,,m1}i\in\{2,\cdots,m-1\}, points in IiI_{i} can only map to neighbouring sets Ii1,Ii+1I_{i-1},I_{i+1} or remain in IiI_{i}. When i=1i=1, points in IiI_{i} can only map to Ii+1I_{i+1} or remain in IiI_{i}, whereas if i=mi=m, points in IiI_{i} can only map to Ii1I_{i-1} or remain in IiI_{i}. One can guarantee this is satisfied by relabelling the intervals I1,,ImI_{1},\dots,I_{m}. With this in mind, Hi,j,ωεH_{i,j,\omega}^{\varepsilon}\neq\emptyset if and only if

  • i=1i=1 and j=2j=2

  • i{2,,m1}i\in\{2,\cdots,m-1\} and j=i±1j=i\pm 1, or

  • i=mi=m and j=m1j=m-1.

Recall that H0=(T0)1(𝔅)𝔅H^{0}=(T^{0})^{-1}(\mathfrak{B})\setminus\mathfrak{B} consists of infinitesimal holes.

  • (P3)

    Convergence of holes.
    For i,j{1,,m}i,j\in\{1,\cdots,m\} and each ωΩ\omega\in\Omega, Hi,j,ωεH_{i,j,\omega}^{\varepsilon} is a union of finitely many intervals, and as ε0\varepsilon\to 0, Hi,j,ωεH_{i,j,\omega}^{\varepsilon} converges to IiH0I_{i}\cap H^{0} (in the Hausdorff metric) uniformly over ωΩ\omega\in\Omega away from a \mathbb{P}-null set.

Since the holes are themselves functions of ωΩ\omega\in\Omega, we place some constraints on how their measures vary across fibres.

  • (P4)

    Measure of holes and uniform covering.
    There exists a β>0\beta^{*}>0 such that for i,j{1,,m}i,j\in\{1,\cdots,m\}, μi(Hi,j,ωε)=εβi,j,ω+oε0(ε)\mu_{i}(H_{i,j,\omega}^{\varepsilon})=\varepsilon\beta_{i,j,\omega}+o_{\varepsilon\to 0}(\varepsilon) where βi,jL()\beta_{i,j}\in L^{\infty}(\mathbb{P}) satisfies βi,j,ωβ\beta_{i,j,\omega}\geq\beta^{*} for all ωΩ\omega\in\Omega.101010We emphasise that the error in the measure of the hole is independent of ωΩ\omega\in\Omega.

Remark 3.5.

In (P4), the uniform (over ωΩ\omega\in\Omega) lower bound on βi,jL()\beta_{i,j}\in L^{\infty}(\mathbb{P}) ensures that (Tωε)ωΩ(T_{\omega}^{\varepsilon})_{\omega\in\Omega} is uniformly (over ωΩ\omega\in\Omega) covering. That is, for every ε>0\varepsilon>0 and every subinterval JIJ\subset I, there exists kε:=kε(J)k^{\varepsilon}:=k^{\varepsilon}(J) such that for \mathbb{P}-a.e. ωΩ\omega\in\Omega, Tωε(kε)(J)=IT_{\omega}^{\varepsilon\,(k^{\varepsilon})}(J)=I. This assumption is required so that random metastable systems satisfy the quenched CLT of [14].

To ensure the system depends continuously on perturbations, we require the perturbed system to admit a hyperbolic Oseledets splitting (see Definition 5). For this, we assume the following.

  • (P5)

    Uniform Lasota-Yorke inequality.
    The Perron-Frobenius operator associated with TωεT_{\omega}^{\varepsilon}, denoted ωε\mathcal{L}_{\omega}^{\varepsilon}, acting on (BV(I),||||BV(I))(\operatorname*{BV}(I),||\cdot||_{\operatorname*{BV}(I)}) with weak norm ||||L1(Leb)||\cdot||_{L^{1}(\operatorname{\mathrm{Leb}})} satisfies a uniform Lasota-Yorke inequality across both ωΩ\omega\in\Omega and ε>0\varepsilon>0 (see Definition 6).

Further, we require TωεT_{\omega}^{\varepsilon} to admit a unique ergodic RACIM (see Remark 2.9).

  • (P6)

    Unique RACIM.
    For ε>0\varepsilon>0, (Tωε)ωΩ(T_{\omega}^{\varepsilon})_{\omega\in\Omega} has only one ergodic RACIM (μωε)ωΩ(\mu_{\omega}^{\varepsilon})_{\omega\in\Omega}, with density (ϕωε)ωΩ:=(dμωε/dLeb)ωΩ(\phi_{\omega}^{\varepsilon})_{\omega\in\Omega}:=\left(d\mu_{\omega}^{\varepsilon}/d\mathrm{Leb}\right)_{\omega\in\Omega}.

Cases in which (P6) is satisfied are outlined in [10]. Finally, as discussed in [27, Section 2.4], we enforce a condition that ensures no holes emerge near the boundary.

  • (P7)

    Boundary condition.
    For i=0,,mi=0,\dots,m, take a boundary point bi𝔅b_{i}\in\mathfrak{B}.

    • (a)

      If bi𝒞0b_{i}\notin\mathcal{C}_{0}, then T0(bi)=biT^{0}(b_{i})=b_{i} and for all ε>0\varepsilon>0 and \mathbb{P}-a.e. ωΩ\omega\in\Omega, Tωε(bi)=biT_{\omega}^{\varepsilon}(b_{i})=b_{i}.

    • (b)

      If bi𝒞0b_{i}\in\mathcal{C}_{0}, then T0(bi)<bi<T0(bi+)T^{0}(b^{-}_{i})<b_{i}<T^{0}(b^{+}_{i}) and for all ε>0\varepsilon>0 and \mathbb{P}-a.e. ωΩ\omega\in\Omega, bi𝒞ωεb_{i}\in\mathcal{C}_{\omega}^{\varepsilon}.111111We denote by T0(bi)T^{0}(b^{\mp}_{i}) the left and right limits of T0(x)T^{0}(x) as xbix\to b_{i}, respectively.

Throughout the remainder of the paper, we assume that the conditions of Section 3 are satisfied.

4 The open system

In this section, we consider a sequence of random open dynamical systems derived from the sequence of random dynamical systems of metastable maps Tωε:IIT_{\omega}^{\varepsilon}:I\to I. We define the Perron-Frobenius operator associated with such systems and study its spectral properties.

For j{1,,m}j\in\{1,\cdots,m\} and ε0\varepsilon\geq 0 consider Hj,ωε:=Hj,j1,ωεHj,j+1,ωεH_{j,\omega}^{\varepsilon}:=H_{j,j-1,\omega}^{\varepsilon}\cup H_{j,j+1,\omega}^{\varepsilon} as a hole. For fBV(Ij)f\in\operatorname*{BV}(I_{j}) we let

j,ωε(f)(x):=ωε(𝟙IjHj,ωεf)(x)\mathcal{L}_{j,\omega}^{\varepsilon}(f)(x):=\mathcal{L}_{\omega}^{\varepsilon}(\mathds{1}_{I_{j}\setminus H_{j,\omega}^{\varepsilon}}\cdot f)(x) (4)

be the Perron-Frobenius operator acting on (BV(Ij),||||BV(Ij))(\operatorname*{BV}(I_{j}),||\cdot||_{\operatorname*{BV}(I_{j})}) where we recall that ωε\mathcal{L}_{\omega}^{\varepsilon} is the Perron-Frobenius operator associated with TωεT_{\omega}^{\varepsilon} acting on (BV(I),||||BV(I))(\operatorname*{BV}(I),||\cdot||_{\operatorname*{BV}(I)}). Let Tj,ωε:IjIjT_{j,\omega}^{\varepsilon}:I_{j}\to I_{j} denote the open map associated with the operator j,ωε\mathcal{L}_{j,\omega}^{\varepsilon}. When ε=0\varepsilon=0 in (4), we denote by j0\mathcal{L}_{j}^{0} the resulting Perron-Frobenius operator associated with the map Tj0:IjIjT_{j}^{0}:I_{j}\to I_{j}.121212The map Tj0:IjIjT_{j}^{0}:I_{j}\to I_{j} can also be interpreted as the map T0|Ij:IjIjT^{0}|_{I_{j}}:I_{j}\to I_{j}.,131313For notational convenience Tj0T^{0}_{j} will also denote the random map Tj0:Ω×IIT^{0}_{j}:\Omega\times I\to I which satisfies Tj,ω0:=Tj,ω00T^{0}_{j,\omega}:=T^{0}_{j,\omega_{0}} for any ω0Ω\omega_{0}\in\Omega. In the spirit of [5, Section 2.C], for all ε>0\varepsilon>0, and each ωΩ\omega\in\Omega, nn\in\mathbb{N}, and j{1,,m}j\in\{1,\cdots,m\}, let Xj,ω,nε:={xIj|Tj,ωε(i)(x)Hj,σiωεforall 0in}X_{j,\omega,n}^{\varepsilon}:=\{x\in I_{j}\ |\ T_{j,\omega}^{\varepsilon\,(i)}(x)\notin H_{j,\sigma^{i}\omega}^{\varepsilon}\ \mathrm{for\ all}\ 0\leq i\leq n\}, let 𝒵j0(n)\mathcal{Z}_{j}^{0\,(n)} denote the partition of monotonicity of Tj0(n)T_{j}^{0\,(n)}, and with Λ>1\Lambda>1 from (I2), let 𝒜j0(n)\mathscr{A}_{j}^{0\,(n)} be the collection of all finite partitions of IjI_{j} such that

varAj,i(|(Tj0(n))|1)2Λn\displaystyle\operatorname*{var}_{A_{j,i}}(|(T_{j}^{0\,(n)})^{\prime}|^{-1})\leq 2\Lambda^{-n} (5)

for each 𝒜j={Aj,i}𝒜j0(n)\mathcal{A}_{j}=\{A_{j,i}\}\in\mathscr{A}_{j}^{0\,(n)}. Given 𝒜j𝒜j0(n)\mathcal{A}_{j}\in\mathscr{A}_{j}^{0\,(n)}, we set 𝒵j,ω,ε(n)(𝒜j):={Z𝒵^j,ωε(n)(𝒜j):ZXj,ω,n1ε}\mathcal{Z}_{j,\omega,*}^{\varepsilon\,(n)}(\mathcal{A}_{j}):=\{Z\in\widehat{\mathcal{Z}}_{j,\omega}^{\varepsilon\,(n)}(\mathcal{A}_{j}):Z\subseteq X_{j,\omega,n-1}^{\varepsilon}\} where 𝒵^j,ωε(n)(𝒜j)\widehat{\mathcal{Z}}_{j,\omega}^{\varepsilon\,(n)}(\mathcal{A}_{j}) is the coarsest partition among all those finer than 𝒜j\mathcal{A}_{j}, and 𝒵j0(n)\mathcal{Z}_{j}^{0\,(n)} is such that all elements of 𝒵^j,ωε(n)(𝒜j)\widehat{\mathcal{Z}}_{j,\omega}^{\varepsilon\,(n)}(\mathcal{A}_{j}) are either disjoint from Xj,ω,n1εX_{j,\omega,n-1}^{\varepsilon} or contained in Xj,ω,n1εX_{j,\omega,n-1}^{\varepsilon}. In what follows, for fBV(Ij)f\in\operatorname*{BV}(I_{j}), let Lebj(f):=Leb(f𝟙Ij)\operatorname{\mathrm{Leb}}_{j}(f):={\operatorname{\mathrm{Leb}}}(f\cdot\mathds{1}_{I_{j}}) denote the Lebesgue measure on IjI_{j}.

Remark 4.1.

For j{1,,m}j\in\{1,\cdots,m\} we note that Lebj\operatorname{\mathrm{Leb}}_{j} is not necessarily a probability measure. In Section 4 and Section 5 we use this as a matter of notational convenience when studying the open maps (Tj,ωε)ωΩ(T_{j,\omega}^{\varepsilon})_{\omega\in\Omega} for ε0\varepsilon\geq 0.

We impose the following condition, altered in our setting from [5].

  • (O1)

    Non-vanishing surviving branches.
    Given Λ>1\Lambda>1 from (I2), there exists nn^{\prime}\in\mathbb{N} such that

    Λn<19\displaystyle{\Lambda^{-n^{\prime}}}<\frac{1}{9} (6)

    and for each j{1,,m}j\in\{1,\cdots,m\}

    essinfωΩminZ𝒵j,ω,ε(n)(𝒜j)Lebj(Z)>0.\operatorname*{ess\,inf}_{\omega\in\Omega}\min_{Z\in\mathcal{Z}_{j,\omega,*}^{\varepsilon\,(n^{\prime})}(\mathcal{A}_{j})}\operatorname{\mathrm{Leb}}_{j}(Z)>0. (7)
Remark 4.2.

The 99 appearing in (6) is not optimal. We refer the reader to [5, Section 1.15] and [4] for how this may be improved. Further, we note that (6) implies that for j{1,,m}j\in\{1,\cdots,m\},

sup0εε0esssupωΩ1(Tj,ωε(n))L(Lebj)<19.\sup_{0\leq\varepsilon\leq\varepsilon_{0}}\operatorname*{ess\,sup}_{\omega\in\Omega}\left\|\frac{1}{(T_{j,\omega}^{\varepsilon\,(n^{\prime})})^{\prime}}\right\|_{L^{\infty}(\operatorname{\mathrm{Leb}}_{j})}<\frac{1}{9}.

This follows since (I2) ensures that for all ε>0\varepsilon>0 and \mathbb{P}-a.e. ωΩ\omega\in\Omega,

1(Tj,ωε(n))L(Lebj)1(Tj0(n))L(Lebj)Λn.\left\|\frac{1}{(T_{j,\omega}^{\varepsilon\,(n^{\prime})})^{\prime}}\right\|_{L^{\infty}(\operatorname{\mathrm{Leb}}_{j})}\leq\left\|\frac{1}{(T_{j}^{0\,(n^{\prime})})^{\prime}}\right\|_{L^{\infty}(\operatorname{\mathrm{Leb}}_{j})}\leq\Lambda^{-n^{\prime}}.
Remark 4.3.

In (O1), (6) may be easily verified for a large range of examples. For (7), thanks to (P1), particularly the fact that ωTωε\omega\mapsto T_{\omega}^{\varepsilon} has finite range for all ε0\varepsilon\geq 0, one can obtain a lower bound, uniform over ωΩ\omega\in\Omega, for minZ𝒵j,ω,ε(n)(𝒜j)Lebj(Z)\min_{Z\in\mathcal{Z}_{j,\omega,*}^{\varepsilon\,(n^{\prime})}(\mathcal{A}_{j})}\operatorname{\mathrm{Leb}}_{j}(Z). We now provide alternative checkable conditions to (7) that ensure essinfωΩminZ𝒵j,ω,ε(n)(𝒜j)Lebj(Z)\operatorname*{ess\,inf}_{\omega\in\Omega}\min_{Z\in\mathcal{Z}_{j,\omega,*}^{\varepsilon\,(n^{\prime})}(\mathcal{A}_{j})}\operatorname{\mathrm{Leb}}_{j}(Z) does not vanish for all ε>0\varepsilon>0 sufficiently small.

  • (7a)

    Uniform open covering.
    Given nn^{\prime}\in\mathbb{N} (from (O1)), for each j{1,,m}j\in\{1,\cdots,m\} there exists ko(n)k_{o}(n^{\prime})\in\mathbb{N} such that for \mathbb{P}-a.e. ωΩ\omega\in\Omega, all ε>0\varepsilon>0 sufficiently small, and all Z𝒵j,ω,ε(n)Z\in\mathcal{Z}_{j,\omega,*}^{\varepsilon\,(n^{\prime})} we have Tj0(ko(n))(Z)=IjT_{j}^{0\,(k_{o}(n^{\prime}))}(Z)=I_{j}.

  • (7b)

    Restriction on periodic critical points.
    For each j{1,,m}j\in\{1,\cdots,m\} and ciIj𝒞0c_{i}\in I_{j}\cap\mathcal{C}^{0}

    essinf1knmin1i,id|Tj0(k)(ci)ci|>0\operatorname*{ess\,inf}_{1\leq k\leq n^{\prime}}\min_{1\leq i,i^{\prime}\leq d}|T_{j}^{0\,(k)}(c_{i})-c_{i^{\prime}}|>0

    where nn^{\prime} is as in (O1).

(7a) implies (7) through a similar computation to that made in the proof of [5, Lemma 2.5.10]. Indeed, for any Z𝒵j,ω,ε(n)Z\in\mathcal{Z}_{j,\omega,*}^{\varepsilon\,(n)}, (7a) implies that

Lebj(Z)=Lebj(j0(ko(n))𝟙Z)Lebj((Tj0(ko(n)))(Z))(Tj0(ko(n)))L(Lebj)=Lebj(Ij)(Tj0(ko(n)))L(Lebj)>0.\operatorname{\mathrm{Leb}}_{j}(Z)=\operatorname{\mathrm{Leb}}_{j}(\mathcal{L}_{j}^{0\,(k_{o}(n^{\prime}))}\mathds{1}_{Z})\geq\frac{\operatorname{\mathrm{Leb}}_{j}((T_{j}^{0\,(k_{o}(n^{\prime}))})(Z))}{||(T_{j}^{0\,(k_{o}(n^{\prime}))})^{\prime}||_{L^{\infty}(\operatorname{\mathrm{Leb}}_{j})}}=\frac{\operatorname{\mathrm{Leb}}_{j}(I_{j})}{||(T_{j}^{0\,(k_{o}(n^{\prime}))})^{\prime}||_{L^{\infty}(\operatorname{\mathrm{Leb}}_{j})}}>0.

Finally, (7b) implies (7) through a similar argument to that made in [8, Section 3.3]. (7b) ensures that for every ε>0\varepsilon>0, each element in 𝒵j,ω,ε(n)\mathcal{Z}_{j,\omega,*}^{\varepsilon\,(n^{\prime})} may be identified with an element in 𝒵j,ω,0(n)\mathcal{Z}_{j,\omega,*}^{0\,(n^{\prime})}. Thus for ε>0\varepsilon>0 sufficiently small, the size of the shortest branch for Tj,ωε(n)T_{j,\omega}^{\varepsilon\,(n^{\prime})} can be made arbitrarily close to the size of the smallest branch of Tj0(n)T_{j}^{0\,(n^{\prime})}.

In this section, we aim to prove Theorem 1.1. This result is obtained through the following sequence of lemmata.

Due to (4), we can express compositions of the open operator in terms of the closed operator.

Lemma 4.4.

In the setting of Theorem 1.1, for any nn\in\mathbb{N} and fBV(Ij)f\in\operatorname*{BV}(I_{j}),

j,ωε(n)(f)=ωε(n)(fi=0n1𝟙(Tωε(i))1(IjHj,σiωε)).\mathcal{L}_{j,\omega}^{\varepsilon\,(n)}(f)=\mathcal{L}_{\omega}^{\varepsilon\,(n)}\left(f\cdot\prod_{i=0}^{n-1}\mathds{1}_{(T_{\omega}^{\varepsilon\,(i)})^{-1}(I_{j}\setminus H_{j,\sigma^{i}\omega}^{\varepsilon})}\right).
Proof.

Thanks to (4), for nn\in\mathbb{N}

j,ωε(n)(f)\displaystyle\mathcal{L}_{j,\omega}^{\varepsilon\,(n)}(f) =σnωε(𝟙IjHj,σnωεj,ωε(n1)(f)).\displaystyle=\mathcal{L}_{\sigma^{n}\omega}^{\varepsilon}\left(\mathds{1}_{I_{j}\setminus H_{j,\sigma^{n}\omega}^{\varepsilon}}\cdot\mathcal{L}_{j,\omega}^{\varepsilon\,(n-1)}(f)\right).

By an inductive procedure, the result follows. ∎

We are interested in the spectral properties of j,ωε\mathcal{L}_{j,\omega}^{\varepsilon} when acting on functions fBV(Ij)f\in\operatorname*{BV}(I_{j}). The following lemma will be used to show that the Lyapunov exponents and Oseledets projections of j,ωε\mathcal{L}_{j,\omega}^{\varepsilon} depend continuously on the perturbations.

Lemma 4.5.

In the setting of Theorem 1.1,

limε0esssupωΩ|j,ωεj0|BV(Ij)L1(Lebj)=0.\lim_{\varepsilon\to 0}\operatorname*{ess\,sup}_{\omega\in\Omega}|||\mathcal{L}_{j,\omega}^{\varepsilon}-\mathcal{L}_{j}^{0}|||_{\operatorname*{BV}(I_{j})-L^{1}(\operatorname{\mathrm{Leb}}_{j})}=0.
Proof.

We compute |j,ωεj0|BV(Ij)L1(Lebj)|||\mathcal{L}_{j,\omega}^{\varepsilon}-\mathcal{L}_{j}^{0}|||_{\operatorname*{BV}(I_{j})-L^{1}(\operatorname{\mathrm{Leb}}_{j})}. Indeed, recalling Definition 2.18 and (4),

|j,ωεj0|BV(Ij)L1(Lebj)\displaystyle|||\mathcal{L}_{j,\omega}^{\varepsilon}-\mathcal{L}_{j}^{0}|||_{\operatorname*{BV}(I_{j})-L^{1}(\operatorname{\mathrm{Leb}}_{j})} =supfBV(Ij)=1(j,ωεj0)(f)L1(Lebj)\displaystyle=\sup_{||f||_{\operatorname*{BV}(I_{j})}=1}||(\mathcal{L}_{j,\omega}^{\varepsilon}-\mathcal{L}_{j}^{0})(f)||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}
supfBV(Ij)=1ωε(𝟙IjHj,ωεf)ωε(𝟙Ijf)L1(Lebj)\displaystyle\leq\sup_{||f||_{\operatorname*{BV}(I_{j})}=1}||\mathcal{L}_{\omega}^{\varepsilon}(\mathds{1}_{I_{j}\setminus H_{j,\omega}^{\varepsilon}}\cdot f)-\mathcal{L}_{\omega}^{\varepsilon}(\mathds{1}_{I_{j}}\cdot f)||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}
+supfBV(Ij)=1ωε(𝟙Ijf)j0(𝟙Ijf)L1(Lebj)\displaystyle\quad+\sup_{||f||_{\operatorname*{BV}(I_{j})}=1}||\mathcal{L}_{\omega}^{\varepsilon}(\mathds{1}_{I_{j}}\cdot f)-\mathcal{L}_{j}^{0}(\mathds{1}_{I_{j}}\cdot f)||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}
supfBV(Ij)=1ωε(𝟙Hj,ωεf)L1(Lebj)+|ωε0|BV(I)L1(Leb)\displaystyle\leq\sup_{||f||_{\operatorname*{BV}(I_{j})}=1}||\mathcal{L}_{\omega}^{\varepsilon}(\mathds{1}_{H_{j,\omega}^{\varepsilon}}\cdot f)||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}+|||\mathcal{L}_{\omega}^{\varepsilon}-\mathcal{L}^{0}|||_{\operatorname*{BV}(I)-L^{1}(\operatorname{\mathrm{Leb}})}
=|ωε0|BV(I)L1(Leb).\displaystyle=|||\mathcal{L}_{\omega}^{\varepsilon}-\mathcal{L}^{0}|||_{\operatorname*{BV}(I)-L^{1}(\operatorname{\mathrm{Leb}})}. (8)

In (8) we have used the fact that ωε(𝟙Hj,ωεf)L1(Lebj)=0||\mathcal{L}_{\omega}^{\varepsilon}(\mathds{1}_{H_{j,\omega}^{\varepsilon}}\cdot f)||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}=0. Therefore, due to (P2), which thanks to Remark 3.3, asserts that |ωε0|BV(I)L1(Leb)=oε0(1)|||\mathcal{L}_{\omega}^{\varepsilon}-\mathcal{L}^{0}|||_{\operatorname*{BV}(I)-L^{1}(\operatorname{\mathrm{Leb}})}=o_{\varepsilon\to 0}(1), the result follows. ∎

Lemma 4.6.

In the setting of Theorem 1.1, for all fBV(Ij)f\in\operatorname*{BV}(I_{j}), ωΩ\omega\in\Omega, ε>0\varepsilon>0, and nn\in\mathbb{N} we have that for AIjA\subseteq I_{j},

ωε(n)(f𝟙A)L1(Lebj)fL1(Lebj).||\mathcal{L}_{\omega}^{\varepsilon\,(n)}(f\cdot\mathds{1}_{A})||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}\leq||f||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}.
Proof.

This is a direct computation. Observe that

ωε(n)(f𝟙A)L1(Lebj)\displaystyle||\mathcal{L}_{\omega}^{\varepsilon\,(n)}(f\cdot\mathds{1}_{A})||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})} =I𝟙Ij|ωε(n)(f𝟙A)|𝑑Leb(x)\displaystyle=\int_{I}\mathds{1}_{I_{j}}|\mathcal{L}_{\omega}^{\varepsilon\,(n)}(f\cdot\mathds{1}_{A})|\,{d\mathrm{Leb}(x)}{}
=I|ωε(n)(f𝟙A(Tωε(n))1(Ij))|𝑑Leb(x)\displaystyle=\int_{I}|\mathcal{L}_{\omega}^{\varepsilon\,(n)}(f\cdot\mathds{1}_{A\cap(T_{\omega}^{\varepsilon\,(n)})^{-1}(I_{j})})|\,{d\mathrm{Leb}(x)}{}
I|f𝟙A(Tωε(n))1(Ij)|𝑑Leb(x)\displaystyle\leq\int_{I}|f\cdot\mathds{1}_{A\cap(T_{\omega}^{\varepsilon\,(n)})^{-1}(I_{j})}|\,{d\mathrm{Leb}(x)}{}
=IA(Tωε(n))1(Ij)|f|𝑑Leb(x)\displaystyle=\int_{I\cap A\cap(T_{\omega}^{\varepsilon\,(n)})^{-1}(I_{j})}|f|\,d\mathrm{Leb}(x)
fL1(Lebj).\displaystyle\leq||f||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}.

In the above we have used the fact that (Tωε(n))1(I)=I(T_{\omega}^{\varepsilon\,(n)})^{-1}(I)=I and AIjA\subseteq I_{j}. ∎

We further require j,ωε\mathcal{L}_{j,\omega}^{\varepsilon} to admit a hyperbolic Oseledets splitting. This is implied by the following result.

Lemma 4.7.

In the setting of Theorem 1.1, there exist constants C1,C2,r>0C_{1},C_{2},r>0 with r<1r<1 such that for all fBV(Ij)f\in\operatorname*{BV}(I_{j}), ε>0\varepsilon>0, ωΩ\omega\in\Omega, and nn\in\mathbb{N},

j,ωε(n)fBV(Ij)C1rnfBV(Ij)+C2fL1(Lebj).\|\mathcal{L}_{j,\omega}^{\varepsilon\,(n)}f\|_{\operatorname*{BV}(I_{j})}\leq C_{1}r^{n}\|f\|_{\operatorname*{BV}(I_{j})}+C_{2}\|f\|_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}. (9)
Proof.

Following [5, Lemma 2.C.1], one can show that given nn^{\prime}\in\mathbb{N} from (O1), for each j{1,,m}j\in\{1,\cdots,m\} and fBV(Ij)f\in\operatorname*{BV}(I_{j}),

varIj(j,ωε(n)f)1(Tj,ωε(n))L(Lebj)(9varIj(f)+8minZ𝒵j,ω,ε(n)(𝒜j)Lebj(Z)fL1(Lebj)).\operatorname*{var}_{I_{j}}(\mathcal{L}_{j,\omega}^{\varepsilon\,(n^{\prime})}f)\leq\left\|\frac{1}{(T_{j,\omega}^{\varepsilon\,(n^{\prime})})^{\prime}}\right\|_{L^{\infty}(\operatorname{\mathrm{Leb}}_{j})}\left(9\operatorname*{var}_{I_{j}}(f)+\frac{8}{\min_{Z\in\mathcal{Z}_{j,\omega,*}^{\varepsilon\,(n^{\prime})}(\mathcal{A}_{j})}\operatorname{\mathrm{Leb}}_{j}(Z)}||f||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}\right). (10)

Thus, by (O1) and Remark 4.2, for all ε>0\varepsilon>0 there exists K1,r>0K_{1},r>0 such that 91/(Tj,ωε(n))L(Lebj)r<19\left\|{1}/{(T_{j,\omega}^{\varepsilon\,(n^{\prime})})^{\prime}}\right\|_{L^{\infty}(\operatorname{\mathrm{Leb}}_{j})}\leq r<1 and minZ𝒵j,ω,ε(n)(𝒜j)Lebj(Z)K11\min_{Z\in\mathcal{Z}_{j,\omega,*}^{\varepsilon\,(n^{\prime})}(\mathcal{A}_{j})}\operatorname{\mathrm{Leb}}_{j}(Z)\geq K_{1}^{-1}. Therefore from (10),

varIj(j,ωε(n)f)rnvarIj(f)+K1rnfL1(Lebj).\operatorname*{var}_{I_{j}}(\mathcal{L}_{j,\omega}^{\varepsilon\,(n^{\prime})}f)\leq r^{n^{\prime}}\operatorname*{var}_{I_{j}}(f)+K_{1}r^{n^{\prime}}||f||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}. (11)

Next, through Lemma 4.4 and Lemma 4.6

j,ωε(n)fL1(Lebj)\displaystyle\left\|\mathcal{L}_{j,\omega}^{\varepsilon\,(n^{\prime})}f\right\|_{L^{1}(\operatorname{\mathrm{Leb}}_{j})} =ωε(n)(fi=0n1𝟙(Tωε(i))1(IjHj,σiωε))L1(Lebj)\displaystyle=\left\|\mathcal{L}_{\omega}^{\varepsilon\,(n^{\prime})}\left(f\cdot\prod_{i=0}^{n^{\prime}-1}\mathds{1}_{(T_{\omega}^{\varepsilon\,(i)})^{-1}(I_{j}\setminus H_{j,\sigma^{i}\omega}^{\varepsilon})}\right)\right\|_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}
fL1(Lebj),\displaystyle\leq||f||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}, (12)

since i=0n1(Tωε(i))1(IjHj,σiωε)Ij\bigcap_{i=0}^{n-1}(T_{\omega}^{\varepsilon\,(i)})^{-1}(I_{j}\setminus H_{j,\sigma^{i}\omega}^{\varepsilon})\subset I_{j}. Thus, (11) and (12) imply that there exists a K2>0K_{2}>0 such that

j,ωε(n)fBV(Ij)\displaystyle\|\mathcal{L}_{j,\omega}^{\varepsilon\,(n^{\prime})}f\|_{\operatorname*{BV}(I_{j})} rnvarIj(f)+(K1rn+1)fL1(Lebj)\displaystyle\leq r^{n^{\prime}}\operatorname*{var}_{I_{j}}(f)+(K_{1}r^{n^{\prime}}+1)||f||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}
rnfBV(Ij)+K2fL1(Lebj).\displaystyle\leq r^{n^{\prime}}||f||_{\operatorname*{BV}(I_{j})}+K_{2}||f||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}.

To obtain (9), one proceeds in the usual way by using blocks of length knkn^{\prime}.

We now prove that the Lyapunov exponents and Oseledets projections of j,ωε\mathcal{L}_{j,\omega}^{\varepsilon} depend continuously on ε\varepsilon through Crimmins’ random perturbation theorem [11, Theorem A]. As discussed in [30, Section 4], the results of [11] require the Banach space on which the Perron-Frobenius operator is acting to be separable. It is argued in [5, Appendix 2.B] that Crimmins’ stability result, in particular [11, Theorem A], may be applied to the non-separable Banach space BV(Ij)\operatorname*{BV}(I_{j}) under the alternative condition (P1). Therefore, if

  • 1.

    (Ω,,,σ,BV(Ij),j0)(\Omega,\mathcal{F},\mathbb{P},\sigma,\operatorname*{BV}(I_{j}),\mathcal{L}^{0}_{j}) has a hyperbolic Oseledets splitting and is L1(Lebj)\|\cdot\|_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}-bounded (see Definition 5);

  • 2.

    the set {(Ω,,,σ,BV(Ij),jε)}ε0\{(\Omega,\mathcal{F},\mathbb{P},\sigma,\operatorname*{BV}(I_{j}),\mathcal{L}^{\varepsilon}_{j})\}_{\varepsilon\geq 0} satisfies a uniform Lasota-Yorke inequality (see Definition 6); and

  • 3.

    limε0esssupωΩ|j,ωεj0|BV(Ij)L1(Lebj)=0\lim_{\varepsilon\to 0}\operatorname*{ess\,sup}_{\omega\in\Omega}|||\mathcal{L}_{j,\omega}^{\varepsilon}-\mathcal{L}^{0}_{j}|||_{\operatorname*{BV}(I_{j})-L^{1}(\operatorname{\mathrm{Leb}}_{j})}=0 (see Definition 2.18),

then j,ωε\mathcal{L}_{j,\omega}^{\varepsilon} has an Oseledets splitting for sufficiently small ε\varepsilon, and the Lyapunov exponents and Oseledets projections of j,ωε\mathcal{L}_{j,\omega}^{\varepsilon} converge to those of j0\mathcal{L}^{0}_{j} as ε0\varepsilon\to 0. Furthermore, [11, Theorem A] shows that j,ωε\mathcal{L}_{j,\omega}^{\varepsilon} has a uniform spectral gap. We refer the reader to [11] for the precise statements of the relevant results.

Lemma 4.8.

In the setting of Theorem 1.1, j,ωε\mathcal{L}_{j,\omega}^{\varepsilon} has an Oseledets splitting for sufficiently small ε\varepsilon, and the Lyapunov exponents and Oseledets projections of j,ωε\mathcal{L}_{j,\omega}^{\varepsilon} converge to those of j0\mathcal{L}^{0}_{j} as ε0\varepsilon\to 0 uniformly over ωΩ\omega\in\Omega away from a \mathbb{P}-null set. Further, for \mathbb{P}-a.e. ωΩ\omega\in\Omega and ε0\varepsilon\geq 0

  • (a)

    There is a functional νj,ωεBV(Ij)\nu_{j,\omega}^{\varepsilon}\in\operatorname*{BV}^{*}(I_{j}), λj,ωε+\lambda_{j,\omega}^{\varepsilon}\in\mathbb{R}^{+}, and ϕj,ωεBV(Ij)\phi_{j,\omega}^{\varepsilon}\in\operatorname*{BV}(I_{j}) such that for all fBV(Ij)f\in\operatorname*{BV}(I_{j})

    j,ωε(ϕj,ωε)=λj,ωεϕj,σωεandνj,σωε(j,ωε(f))=λj,ωενj,ωε(f).\mathcal{L}_{j,\omega}^{\varepsilon}(\phi_{j,\omega}^{\varepsilon})=\lambda_{j,\omega}^{\varepsilon}\phi_{j,\sigma\omega}^{\varepsilon}\quad\mathrm{and}\quad\nu_{j,\sigma\omega}^{\varepsilon}(\mathcal{L}_{j,\omega}^{\varepsilon}(f))=\lambda_{j,\omega}^{\varepsilon}\nu_{j,\omega}^{\varepsilon}(f).
  • (b)

    There is an operator Qj,ωε:BV(Ij)BV(Ij)Q_{j,\omega}^{\varepsilon}:\operatorname*{BV}(I_{j})\to\operatorname*{BV}(I_{j}) such that for each fBV(Ij)f\in\operatorname*{BV}(I_{j}) we have

    (λj,ωε)1j,ωε(f)=:νj,ωε(f)ϕj,σωε+Qj,ωε(f).(\lambda_{j,\omega}^{\varepsilon})^{-1}\mathcal{L}_{j,\omega}^{\varepsilon}(f)=:\nu_{j,\omega}^{\varepsilon}(f)\phi_{j,\sigma\omega}^{\varepsilon}+Q_{j,\omega}^{\varepsilon}(f).

    Furthermore, we have

    Qj,ωε(ϕj,ωε)=0andνj,σωε(Qj,ωε(f))=0.Q_{j,\omega}^{\varepsilon}(\phi_{j,\omega}^{\varepsilon})=0\quad\mathrm{and}\quad\nu_{j,\sigma\omega}^{\varepsilon}(Q_{j,\omega}^{\varepsilon}(f))=0.
  • (c)

    The leading Oseledets space of j,ωε\mathcal{L}_{j,\omega}^{\varepsilon} is one-dimensional and spanned by ϕj,ωεBV(Ij)\phi_{j,\omega}^{\varepsilon}\in\operatorname*{BV}(I_{j}). Further,

    limε0esssupωΩϕj,ωεϕjL1(Lebj)=0.\lim_{\varepsilon\to 0}\operatorname*{ess\,sup}_{\omega\in\Omega}||\phi_{j,\omega}^{\varepsilon}-\phi_{j}||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}=0.
  • (d)

    There exists a constant C>0C>0 and θ(0,1)\theta\in(0,1) such that for all fBV(Ij)f\in\operatorname*{BV}(I_{j}), n0n\geq 0 and ε>0\varepsilon>0,

    Qj,ωε(n)(f)BV(Ij)CθnfBV(Ij).||Q_{j,\omega}^{\varepsilon\,(n)}(f)||_{\operatorname*{BV}(I_{j})}\leq C\theta^{n}||f||_{\operatorname*{BV}(I_{j})}.
Proof.

This is a direct application of [11, Theorem A]. Equip the Banach space (BV(Ij),||||BV(Ij))(\operatorname*{BV}(I_{j}),||\cdot||_{\operatorname*{BV}(I_{j})}) with weak norm ||||L1(Lebj)||\cdot||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}. Thanks to the above discussion, (P1) ensures that Crimmins’ results apply to the non-separable Banach space BV(Ij)\operatorname*{BV}(I_{j}). Due to Lemma 4.5 and Lemma 9 it remains to show that (Ω,,,σ,BV(Ij),j0)(\Omega,\mathcal{F},\mathbb{P},\sigma,\operatorname*{BV}(I_{j}),\mathcal{L}^{0}_{j}) has a hyperbolic Oseledets splitting and is L1(Lebj)\|\cdot\|_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}-bounded. Indeed, observe that j0\mathcal{L}_{j}^{0} is the Perron-Frobenius operator associated with a piecewise C2C^{2} uniformly expanding map satisfying (I1) and (I2). Due to Remark 3.1, this implies that j0\mathcal{L}_{j}^{0} satisfies a Lasota-Yorke inequality and is thus quasi-compact when acting on BV(Ij)\operatorname*{BV}(I_{j}). Since j0\mathcal{L}_{j}^{0} is independent of ωΩ\omega\in\Omega, quasi-compactness ensures that (Ω,,,σ,BV(Ij),j0)(\Omega,\mathcal{F},\mathbb{P},\sigma,\operatorname*{BV}(I_{j}),\mathcal{L}^{0}_{j}) has a hyperbolic Oseledets splitting. Further, Lemma 4.6 ensures that for any fBV(Ij)f\in\operatorname*{BV}(I_{j}), j0fL1(Lebj)fL1(Lebj)||\mathcal{L}_{j}^{0}f||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}\leq||f||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}. We now address the dimensionality of the leading Oseledets space of j,ωε\mathcal{L}_{j,\omega}^{\varepsilon} in the statement of (c). Due to (I4), the top Oseledets space of j0\mathcal{L}_{j}^{0} is one-dimensional, spanned by ϕj\phi_{j} with associated Lyapunov exponent lj,10=0l_{j,1}^{0}=0. By continuity of the Oseledets projections, this implies that the leading Oseledets space of j,ωε\mathcal{L}_{j,\omega}^{\varepsilon} is also one dimensional for all ε>0\varepsilon>0 sufficiently small. Further, by [14, Corollary 2.5], the leading Oseledets space for the backward adjoint cocycle of j,ωε\mathcal{L}_{j,\omega}^{\varepsilon} is one dimensional and spanned by νj,ωεBV(Ij)\nu_{j,\omega}^{\varepsilon}\in\operatorname*{BV}^{*}(I_{j}). ∎

Remark 4.9.

By a similar argument to that made in the proof of Lemma 2.5.10 in [5], through Lemma 4.8(a),(b), νj,ωε(ϕj,ωε)=1>0\nu_{j,\omega}^{\varepsilon}(\phi_{j,\omega}^{\varepsilon})=1>0, and through [14, Lemma 2.6], for gFj,ωεg\in F_{j,\omega}^{\varepsilon}, the Oseledets space of j,ωε\mathcal{L}_{j,\omega}^{\varepsilon} complementary to span{ϕj,ωε}\mathrm{span}\{\phi_{j,\omega}^{\varepsilon}\}, νj,ωε(g)=0\nu_{j,\omega}^{\varepsilon}(g)=0. Due to Lemma 4.8, j,ωε\mathcal{L}_{j,\omega}^{\varepsilon} admits an Oseledets splitting for ε>0\varepsilon>0 sufficiently small. Therefore, any fBV(Ij)f\in\operatorname*{BV}(I_{j}) may be expressed as ϕj,ωε+g\phi_{j,\omega}^{\varepsilon}+g for gFj,ωεg\in F_{j,\omega}^{\varepsilon}. Thus, by linearity, νj,ωε\nu_{j,\omega}^{\varepsilon} is a positive linear functional, meaning that due to the Riesz-Markov Theorem (see for example [46, Theorem A.3.11]) νj,ωε\nu_{j,\omega}^{\varepsilon} can be identified with a real finite Borel measure on IjI_{j}.

Corollary 4.10.

In the setting of Theorem 1.1, the family of measures (νj,ωε)ωΩBV(Ij)(\nu_{j,\omega}^{\varepsilon})_{\omega\in\Omega}\in\operatorname*{BV}^{*}(I_{j}) satisfy

limε0esssupωΩνj,ωεLebjBV(Ij)=0.\lim_{\varepsilon\to 0}\operatorname*{ess\,sup}_{\omega\in\Omega}||\nu_{j,\omega}^{\varepsilon}-\operatorname{\mathrm{Leb}}_{j}||_{\operatorname*{BV}^{*}(I_{j})}=0.
Proof.

Let Πj,ωε\Pi_{j,\omega}^{\varepsilon} denote the projection onto the leading Oseledets space of j,ωε\mathcal{L}_{j,\omega}^{\varepsilon}. That is, for fBV(Ij)f\in\operatorname*{BV}(I_{j}), let Πj,ωε(f):=νj,ωε(f)ϕj,ωε\Pi_{j,\omega}^{\varepsilon}(f):=\nu_{j,\omega}^{\varepsilon}(f)\phi_{j,\omega}^{\varepsilon}. Due to Lemma 4.8, the Oseledets projections of j,ωε\mathcal{L}_{j,\omega}^{\varepsilon} converge to those of j0\mathcal{L}_{j}^{0} as ε0\varepsilon\to 0 in the sense that

limε0esssupωΩ|Πj,ωεΠj0|BV(Ij)L1(Lebj)=0.\lim_{\varepsilon\to 0}\operatorname*{ess\,sup}_{\omega\in\Omega}|||\Pi_{j,\omega}^{\varepsilon}-\Pi_{j}^{0}|||_{\operatorname*{BV}(I_{j})-L^{1}(\operatorname{\mathrm{Leb}}_{j})}=0. (13)

But,

|Πj,ωεΠj0|BV(Ij)L1(Lebj)\displaystyle|||\Pi_{j,\omega}^{\varepsilon}-\Pi_{j}^{0}|||_{\operatorname*{BV}(I_{j})-L^{1}(\operatorname{\mathrm{Leb}}_{j})} =supfBV(Ij)=1(Πj,ωεΠj0)(f)L1(Lebj)\displaystyle=\sup_{||f||_{\operatorname*{BV}(I_{j})}=1}||(\Pi_{j,\omega}^{\varepsilon}-\Pi_{j}^{0})(f)||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}
=supfBV(Ij)=1νj,ωε(f)ϕj,ωεLebj(f)ϕjL1(Lebj)\displaystyle=\sup_{||f||_{\operatorname*{BV}(I_{j})}=1}||\nu_{j,\omega}^{\varepsilon}(f)\phi_{j,\omega}^{\varepsilon}-\operatorname{\mathrm{Leb}}_{j}(f)\phi_{j}||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}
supfBV(Ij)=1||νj,ωε(f)|ϕj,ωεL1(Lebj)|Lebj(f)|ϕjL1(Lebj)|\displaystyle\geq\sup_{||f||_{\operatorname*{BV}(I_{j})}=1}\left||\nu_{j,\omega}^{\varepsilon}(f)|||\phi_{j,\omega}^{\varepsilon}||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}-|\operatorname{\mathrm{Leb}}_{j}(f)|||\phi_{j}||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}\right|
=ϕjL1(Lebj)supfBV(Ij)=1νj,ωε(f)|(1+oε0(1))|Lebj(f)\displaystyle=||\phi_{j}||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}\sup_{||f||_{\operatorname*{BV}(I_{j})}=1}\left||\nu_{j,\omega}^{\varepsilon}(f)|(1+o_{\varepsilon\to 0}(1))-|\operatorname{\mathrm{Leb}}_{j}(f)|\right|
supfBV(Ij)=1|νj,ωε(f)Lebj(f)|supfBV(Ij)=1|νj,ωε(f)oε0(1)|\displaystyle\geq\sup_{||f||_{\operatorname*{BV}(I_{j})}=1}|\nu_{j,\omega}^{\varepsilon}(f)-\operatorname{\mathrm{Leb}}_{j}(f)|-\sup_{||f||_{\operatorname*{BV}(I_{j})}=1}|\nu_{j,\omega}^{\varepsilon}(f)o_{\varepsilon\to 0}(1)|
=νj,ωεLebjBV(Ij)oε0(1)νj,ωεBV(Ij).\displaystyle=||\nu_{j,\omega}^{\varepsilon}-\operatorname{\mathrm{Leb}}_{j}||_{\operatorname*{BV}^{*}(I_{j})}-o_{\varepsilon\to 0}(1)||\nu_{j,\omega}^{\varepsilon}||_{\operatorname*{BV}^{*}(I_{j})}.

Lemma 4.8(a) asserts that for all ε>0\varepsilon>0 and \mathbb{P}-a.e. ωΩ\omega\in\Omega, νj,ωεBV(Ij)\nu_{j,\omega}^{\varepsilon}\in\operatorname*{BV}^{*}(I_{j}). Therefore, there exists a constant C>0C>0 such that for all ε>0\varepsilon>0 sufficiently small, esssupωΩνj,ωεBV(Ij)<C\operatorname*{ess\,sup}_{\omega\in\Omega}||\nu_{j,\omega}^{\varepsilon}||_{\operatorname*{BV}^{*}(I_{j})}<C. Thus,

νj,ωεLebjBV(Ij)|Πj,ωεΠj0|BV(Ij)L1(Lebj)+oε0(1)\displaystyle||\nu_{j,\omega}^{\varepsilon}-\operatorname{\mathrm{Leb}}_{j}||_{\operatorname*{BV}^{*}(I_{j})}\leq|||\Pi_{j,\omega}^{\varepsilon}-\Pi_{j}^{0}|||_{\operatorname*{BV}(I_{j})-L^{1}(\operatorname{\mathrm{Leb}}_{j})}+o_{\varepsilon\to 0}(1)

meaning

limε0esssupωΩνj,ωεLebjBV(Ij)\displaystyle\lim_{\varepsilon\to 0}\operatorname*{ess\,sup}_{\omega\in\Omega}||\nu_{j,\omega}^{\varepsilon}-\operatorname{\mathrm{Leb}}_{j}||_{\operatorname*{BV}^{*}(I_{j})} limε0esssupωΩ|Πj,ωεΠj0|BV(Ij)L1(Lebj)=0.\displaystyle\leq\lim_{\varepsilon\to 0}\operatorname*{ess\,sup}_{\omega\in\Omega}|||\Pi_{j,\omega}^{\varepsilon}-\Pi_{j}^{0}|||_{\operatorname*{BV}(I_{j})-L^{1}(\operatorname{\mathrm{Leb}}_{j})}=0.

In the last line, we have used (13). ∎

As in [30], it is important to understand the behaviour of the functions spanning the leading Oseledets space over the holes.

Lemma 4.11.

In the setting of Theorem 1.1, if ϕj,ωεBV(Ij)\phi_{j,\omega}^{\varepsilon}\in\operatorname*{BV}(I_{j}) denotes the functions spanning the leading Oseledets space of j,ωε\mathcal{L}_{j,\omega}^{\varepsilon}, then for any j,k{1,,m}j,k\in\{1,\cdots,m\}

limε0esssupωΩsupxHj,k,ωε|ϕj,ωε(x)ϕj(x)|=0.\lim_{\varepsilon\to 0}\operatorname*{ess\,sup}_{\omega\in\Omega}\sup_{x\in H_{j,k,\omega}^{\varepsilon}}|\phi_{j,\omega}^{\varepsilon}(x)-\phi_{j}(x)|=0.
Proof.

As in [30, Lemma 5.5], one can follow a similar argument to that of Lemma 3.14 in [7] replacing the assumption of finite Ω\Omega with (P1), ensuring ωTωε\omega\mapsto T_{\omega}^{\varepsilon} is finite. The techniques used in [7, Lemma 3.14] involve controlling the so-called regular and saltus parts of the invariant density for the annealed closed operator. Upon close inspection of the proofs, given Lemma 9, such techniques can be used to provide the same control of the regular and saltus parts of the function spanning the leading Oseledets space of j,ωε\mathcal{L}_{j,\omega}^{\varepsilon}. In turn, by a similar argument to that made in [7, Lemma 3.14], the result follows. ∎

To conclude, we provide a first order approximation for the leading Lyapunov multipliers λj,ωε\lambda_{j,\omega}^{\varepsilon} from Lemma 4.8(a). This result relies on the sequential perturbation theorem [5, Theorem 2.1.2].

Remark 4.12.

We note that the conditions of [5, Theorem 2.1.2] are required to hold for each ωΩ\omega\in\Omega. In our setting, we find that such conditions hold uniformly over ωΩ\omega\in\Omega away from a \mathbb{P}-null set. Upon close inspection of the proof of [5, Theorem 2.1.2], a uniform over ωΩ\omega\in\Omega away from a \mathbb{P}-null set analogue of [5, Theorem 2.1.2] holds.

Lemma 4.13.

In the setting of Theorem 1.1, for \mathbb{P}-a.e. ωΩ\omega\in\Omega and ε0\varepsilon\geq 0 there exists a,M>0a,M>0 such that

aε+oε0(ε)Lebj(Hj,ωε)Mε+oε0(ε).a\varepsilon+o_{\varepsilon\to 0}(\varepsilon)\leq\operatorname{\mathrm{Leb}}_{j}(H_{j,\omega}^{\varepsilon})\leq M\varepsilon+o_{\varepsilon\to 0}(\varepsilon).
Proof.

For the upper bound, we use a similar argument to that made in the proof of Lemma 5.8 in [30]. In particular, if KK\in\mathbb{N}, consider the set of infinitesimal holes in IjI_{j} given by H0Ij={hj1,,hjK}H^{0}\cap I_{j}=\{h_{j}^{1},\cdots,h_{j}^{K}\}.141414Recall that the set of all points belonging to H0:=(T0)1({b}){b}H^{0}:=(T^{0})^{-1}(\{b\})\setminus\{b\} are referred to as infinitesimal holes. Take Hj,ωε=i=1KHj,ωi,εH_{j,\omega}^{{\varepsilon}}=\cup_{i=1}^{K}H_{j,\omega}^{i,{\varepsilon}} such that For each i=1,,Ki=1,\dots,K, by (P3), Hj,ωi,εhjiH_{j,\omega}^{i,{\varepsilon}}\to h_{j}^{i} in the Hausdorff metric uniformly over ωΩ\omega\in\Omega away from a \mathbb{P}-null set. Recall that by (I5), ϕj\phi_{j} is continuous at all points in H0IjH^{0}\cap I_{j}. Thus, by Lebesgue’s differentiation theorem,

Lebj(Hj,ωε)=μj(Hj,ωε)(i=1K(ϕj(hji)+oε0(1))Lebj(Hj,ωi,ε)Lebj(Hj,ωε))1.{\operatorname{\mathrm{Leb}}_{j}(H_{j,\omega}^{{\varepsilon}})}=\mu_{j}(H_{j,\omega}^{{\varepsilon}})\left(\sum_{i=1}^{K}(\phi_{j}(h_{j}^{i})+o_{{\varepsilon}\to 0}(1))\frac{\operatorname{\mathrm{Leb}}_{j}(H_{j,\omega}^{i,{\varepsilon}})}{\operatorname{\mathrm{Leb}}_{j}(H_{j,\omega}^{{\varepsilon}})}\right)^{-1}. (14)

Note that i=1JLebj(Hj,ωi,ε)Lebj(Hj,ωε)=1\sum_{i=1}^{J}\frac{\operatorname{\mathrm{Leb}}_{j}(H_{j,\omega}^{i,{\varepsilon}})}{\operatorname{\mathrm{Leb}}_{j}(H_{j,\omega}^{{\varepsilon}})}=1. Further, (I6) asserts that there exists a constant L>0L>0 such that for each i=1,,Ki=1,\dots,K, ϕj(hji)L>0\phi_{j}(h_{j}^{i})\geq L>0. Therefore, (14) asserts that

Lebj(Hj,ωε)\displaystyle{\operatorname{\mathrm{Leb}}_{j}(H_{j,\omega}^{{\varepsilon}})} μj(Hj,ωε)L+oε0(1)=ε(βj,j+1,ω+βj,j1,ω+oε0(1))L+oε0(1).\displaystyle\leq\frac{\mu_{j}(H_{j,\omega}^{{\varepsilon}})}{L+o_{\varepsilon\to 0}(1)}=\frac{\varepsilon(\beta_{j,j+1,\omega}+\beta_{j,j-1,\omega}+o_{\varepsilon\to 0}(1))}{L+o_{\varepsilon\to 0}(1)}. (15)

But by (P4), βi,jL()\beta_{i,j}\in L^{\infty}(\mathbb{P}) for i,j{1,,m}i,j\in\{1,\cdots,m\}, and thus we may deduce that for \mathbb{P}-a.e. ωΩ\omega\in\Omega there exists an M>0M>0 such that

Lebj(Hj,ωε)Mε+oε0(ε).\displaystyle\operatorname{\mathrm{Leb}}_{j}(H_{j,\omega}^{{\varepsilon}})\leq M\varepsilon+o_{\varepsilon\to 0}(\varepsilon).

For the lower bound, for j{1,,m}j\in\{1,\cdots,m\}, since ϕjBV(Ij)\phi_{j}\in\operatorname*{BV}(I_{j}), we have via (P4) that

μj(Hj,ωε)\displaystyle\mu_{j}(H_{j,\omega}^{\varepsilon}) =Hj,ωεϕj(x)𝑑Leb(x)ϕjBV(Ij)Lebj(Hj,ωε)\displaystyle=\int_{H_{j,\omega}^{\varepsilon}}\phi_{j}(x)\,d\mathrm{Leb}(x)\leq||\phi_{j}||_{\operatorname*{BV}(I_{j})}\operatorname{\mathrm{Leb}}_{j}(H_{j,\omega}^{\varepsilon})

where μj(Hj,ωε)εβ+oε0(ε)\mu_{j}(H_{j,\omega}^{\varepsilon})\geq\varepsilon\beta^{*}+o_{\varepsilon\to 0}(\varepsilon) for some β>0\beta^{*}>0. Thus Lebj(Hj,ωε)aε+oε0(ε)\operatorname{\mathrm{Leb}}_{j}(H_{j,\omega}^{\varepsilon})\geq a\varepsilon+o_{\varepsilon\to 0}(\varepsilon) with a=βϕjBV(Ij)a=\frac{\beta^{*}}{||\phi_{j}||_{\operatorname*{BV}(I_{j})}}. ∎

Lemma 4.14.

In the setting of Theorem 1.1, for \mathbb{P}-a.e. ωΩ\omega\in\Omega and ε0\varepsilon\geq 0,

Δj,ωε\displaystyle\Delta_{j,\omega}^{\varepsilon} :=Lebj((j0j,ωε)(ϕj))=ε(βj,j1,ω+βj,j+1,ω)+oε0(ε).\displaystyle:=\operatorname{\mathrm{Leb}}_{j}((\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\omega}^{\varepsilon})(\phi_{j}))=\varepsilon(\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega})+o_{\varepsilon\to 0}(\varepsilon). (16)

Further, there exists a constant M>0M>0 such that for each j{1,,m}j\in\{1,\cdots,m\} and \mathbb{P}-a.e. ωΩ\omega\in\Omega,

ηj,ωε\displaystyle\eta_{j,\omega}^{\varepsilon} :=Lebj(j0j,ωε)BV(Ij)εM+oε0(ε).\displaystyle:=||\operatorname{\mathrm{Leb}}_{j}(\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\omega}^{\varepsilon})||_{\operatorname*{BV}^{*}(I_{j})}\leq\varepsilon M+o_{\varepsilon\to 0}(\varepsilon). (17)
Proof.

We first obtain (16). Using (4), for \mathbb{P}-a.e. ωΩ\omega\in\Omega and ε0\varepsilon\geq 0

Lebj((j0j,ωε)(ϕj))\displaystyle\operatorname{\mathrm{Leb}}_{j}((\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\omega}^{\varepsilon})(\phi_{j})) =Ij(j0j,ωε)(ϕj)(x)𝑑Leb(x)\displaystyle=\int_{I_{j}}(\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\omega}^{\varepsilon})(\phi_{j})(x)\,d\mathrm{Leb}(x)
=Ijϕj(x)𝑑Leb(x)Ijj,ωε(ϕj)(x)𝑑Leb(x)\displaystyle=\int_{I_{j}}\phi_{j}(x)d\mathrm{Leb}(x)-\int_{I_{j}}\mathcal{L}_{j,\omega}^{\varepsilon}(\phi_{j})(x)\,d\mathrm{Leb}(x)
=Ijϕj(x)𝑑Leb(x)(Tωε)1(Ij)(𝟙IjHj,ωεϕj)(x)𝑑Leb(x)\displaystyle=\int_{I_{j}}\phi_{j}(x)d\mathrm{Leb}(x)-\int_{(T_{\omega}^{\varepsilon})^{-1}(I_{j})}(\mathds{1}_{I_{j}\setminus H_{j,\omega}^{\varepsilon}}\cdot\phi_{j})(x)\,d\mathrm{Leb}(x)
=Ijϕj(x)𝑑Leb(x)IjHj,ωεϕj(x)𝑑Leb(x)\displaystyle=\int_{I_{j}}\phi_{j}(x)d\mathrm{Leb}(x)-\int_{I_{j}\setminus H_{j,\omega}^{\varepsilon}}\phi_{j}(x)\,d\mathrm{Leb}(x)
=μj(Hj,ωε)\displaystyle=\mu_{j}(H_{j,\omega}^{\varepsilon})
=ε(βj,j1,ω+βj,j+1,ω)+oε0(ε).\displaystyle=\varepsilon(\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega})+o_{\varepsilon\to 0}(\varepsilon).

In the above we have used (P4) and the fact that (Tωε)1(Ij)=IjHj,ωε(Hj+1,j,ωεHj1,j,ωε)(T_{\omega}^{\varepsilon})^{-1}(I_{j})=I_{j}\setminus H_{j,\omega}^{\varepsilon}\cup(H_{j+1,j,\omega}^{\varepsilon}\cup H_{j-1,j,\omega}^{\varepsilon}). We now prove that (17) holds. Indeed, by following a similar calculation to above, since (T0)1(Ij)=Ij(T^{0})^{-1}(I_{j})=I_{j}

Lebj(j0j,ωε)BV(Ij)\displaystyle||\operatorname{\mathrm{Leb}}_{j}(\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\omega}^{\varepsilon})||_{\operatorname*{BV}^{*}(I_{j})} =supfBV(Ij)=1|Lebj((j0j,ωε)(f))|\displaystyle=\sup_{||f||_{\operatorname*{BV}(I_{j})}=1}|\operatorname{\mathrm{Leb}}_{j}((\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\omega}^{\varepsilon})(f))|
=supfBV(Ij)=1|Ijf(x)𝑑Leb(x)IjHj,ωεf(x)𝑑Leb(x)|\displaystyle=\sup_{||f||_{\operatorname*{BV}(I_{j})}=1}\left|\int_{I_{j}}f(x)\,d\mathrm{Leb}(x)-\int_{I_{j}\setminus H_{j,\omega}^{\varepsilon}}f(x)\,d\mathrm{Leb}(x)\right|
supfBV(Ij)=1𝟙Hj,ωεfL1(Lebj)\displaystyle\leq\sup_{||f||_{\operatorname*{BV}(I_{j})}=1}||\mathds{1}_{H_{j,\omega}^{\varepsilon}}\cdot f||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}
𝟙Hj,ωεL1(Lebj)\displaystyle\leq||\mathds{1}_{H_{j,\omega}^{\varepsilon}}||_{L^{1}(\operatorname{\mathrm{Leb}}_{j})}
=Lebj(Hj,ωε).\displaystyle=\operatorname{\mathrm{Leb}}_{j}(H_{j,\omega}^{\varepsilon}).

By applying Lemma 4.13 the result follows. ∎

We then obtain the following first order estimate on the Lyapunov multipliers for j,ωε\mathcal{L}_{j,\omega}^{\varepsilon}.

Lemma 4.15.

In the setting of Theorem 1.1, fix kk\in\mathbb{N}, then

qj,ω0(k)\displaystyle q_{j,\omega}^{0\,(k)} :=limε0Lebj((j0j,ωε)(j,σkωε(k))(j0j,σk1ωε)(ϕj))Lebj((j0j,ωε)(ϕj))=0\displaystyle:=\lim_{\varepsilon\to 0}\frac{\operatorname{\mathrm{Leb}}_{j}\left((\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\omega}^{\varepsilon})(\mathcal{L}_{j,\sigma^{-k}\omega}^{\varepsilon\,(k)})(\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\sigma^{-k-1}\omega}^{\varepsilon})(\phi_{j})\right)}{\operatorname{\mathrm{Leb}}_{j}((\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\omega}^{\varepsilon})(\phi_{j}))}=0

uniformly over ωΩ\omega\in\Omega away from a \mathbb{P}-null set.

Proof.

From Lemma 4.14, Lebj((j0j,ωε)(ϕj))=ε(βj,j1,ω+βj,j+1,ω)+oε0(ε)\operatorname{\mathrm{Leb}}_{j}((\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\omega}^{\varepsilon})(\phi_{j}))=\varepsilon(\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega})+o_{\varepsilon\to 0}(\varepsilon). We aim to show that

Nj,k,ωε:=Lebj((j0j,ωε)(j,σkωε(k))(j0j,σk1ωε)(ϕj))=Oε0(ε)(Oε0(ε)+oε0(1)).N_{j,k,\omega}^{\varepsilon}:=\operatorname{\mathrm{Leb}}_{j}\left((\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\omega}^{\varepsilon})(\mathcal{L}_{j,\sigma^{-k}\omega}^{\varepsilon\,(k)})(\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\sigma^{-k-1}\omega}^{\varepsilon})(\phi_{j})\right)={\color[rgb]{0,0,0}\definecolor[named]{pgfstrokecolor}{rgb}{0,0,0}\pgfsys@color@gray@stroke{0}\pgfsys@color@gray@fill{0}O_{\varepsilon\to 0}(\varepsilon)(O_{\varepsilon\to 0}(\varepsilon)+o_{\varepsilon\to 0}(1))}.

By a similar argument to that made in Lemma 4.14, for any fBV(Ij)f\in\operatorname*{BV}(I_{j})

Lebj((j0j,ωε)(f))=Hj,ωεf(x)𝑑Leb(x).\operatorname{\mathrm{Leb}}_{j}((\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\omega}^{\varepsilon})(f))=\int_{H_{j,\omega}^{\varepsilon}}f(x)\,d\mathrm{Leb}(x). (18)

Take f=(j,σkωε(k))(j0j,σk1ωε)(ϕj)BV(Ij)f=(\mathcal{L}_{j,\sigma^{-k}\omega}^{\varepsilon\,(k)})(\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\sigma^{-k-1}\omega}^{\varepsilon})(\phi_{j})\in\operatorname*{BV}(I_{j}), then using Lemma 4.4

Nj,k,ωε\displaystyle N_{j,k,\omega}^{\varepsilon} =Hj,ωε(j,σkωε(k))(j0j,σk1ωε)(ϕj)(x)𝑑Leb(x)\displaystyle=\int_{H_{j,\omega}^{\varepsilon}}(\mathcal{L}_{j,\sigma^{-k}\omega}^{\varepsilon\,(k)})(\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\sigma^{-k-1}\omega}^{\varepsilon})(\phi_{j})(x)\,d\mathrm{Leb}(x)
=Hj,ωεσkωε(k)((j0j,σk1ωε)(ϕj)i=0k1𝟙(Tσkωε(i))1(IjHj,σikωε))(x)𝑑Leb(x)\displaystyle=\int_{H_{j,\omega}^{\varepsilon}}\mathcal{L}_{\sigma^{-k}\omega}^{\varepsilon\,(k)}\left((\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\sigma^{-k-1}\omega}^{\varepsilon})(\phi_{j})\cdot\prod_{i=0}^{k-1}\mathds{1}_{(T_{\sigma^{-k}\omega}^{\varepsilon\,(i)})^{-1}(I_{j}\setminus H_{j,\sigma^{i-k}\omega}^{\varepsilon})}\right)(x)\,d\mathrm{Leb}(x)
=(Tσkωε(k))1(Hj,ωε)(i=0k1(Tσkωε(i))1(IjHj,σikωε))(j0j,σk1ωε)(ϕj)(x)𝑑Leb(x).\displaystyle=\int_{(T_{\sigma^{-k}\omega}^{\varepsilon\,(k)})^{-1}(H_{j,\omega}^{\varepsilon})\cap\left(\bigcap_{i=0}^{k-1}(T_{\sigma^{-k}\omega}^{\varepsilon\,(i)})^{-1}(I_{j}\setminus H_{j,\sigma^{i-k}\omega}^{\varepsilon})\right)}(\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\sigma^{-k-1}\omega}^{\varepsilon})(\phi_{j})(x)\,d\mathrm{Leb}(x).

Set Sj,k,ωε:=(Tσkωε(k))1(Hj,ωε)(i=0k1(Tσkωε(i))1(IjHj,σikωε))S_{j,k,\omega}^{\varepsilon}:=(T_{\sigma^{-k}\omega}^{\varepsilon\,(k)})^{-1}(H_{j,\omega}^{\varepsilon})\cap\left(\bigcap_{i=0}^{k-1}(T_{\sigma^{-k}\omega}^{\varepsilon\,(i)})^{-1}(I_{j}\setminus H_{j,\sigma^{i-k}\omega}^{\varepsilon})\right). We note that for ε0\varepsilon\geq 0, Sj,k,ωεIjS_{j,k,\omega}^{\varepsilon}\subseteq I_{j}. Thus, through (4)

Nj,k,ωε\displaystyle N_{j,k,\omega}^{\varepsilon} =(T0)1(Sj,k,ωε)ϕj(x)𝑑Leb(x)(Tσk1ωε)1(Sj,k,ωε)(ϕj𝟙IjHj,σk1ωε)(x)𝑑Leb(x)\displaystyle=\int_{(T^{0})^{-1}(S_{j,k,\omega}^{\varepsilon})}\phi_{j}(x)\,d\mathrm{Leb}(x)-\int_{(T_{\sigma^{-k-1}\omega}^{\varepsilon})^{-1}(S_{j,k,\omega}^{\varepsilon})}(\phi_{j}\cdot\mathds{1}_{I_{j}\setminus H_{j,\sigma^{-k-1}\omega}^{\varepsilon}})(x)\,d\mathrm{Leb}(x)
=μj((T0)1(Sj,k,ωε))μj((Tσk1ωε)1(Sj,k,ωε)[Ij(Tσk1ωε)1(Ij))])\displaystyle=\mu_{j}((T^{0})^{-1}(S_{j,k,\omega}^{\varepsilon}))-\mu_{j}((T_{\sigma^{-k-1}\omega}^{\varepsilon})^{-1}(S_{j,k,\omega}^{\varepsilon})\cap\left[I_{j}\cap(T_{\sigma^{-k-1}\omega}^{\varepsilon})^{-1}(I_{j}))\right])
=μj((T0)1(Sj,k,ωε))μj((Tσk1ωε)1(IjSj,k,ωε)Ij)\displaystyle=\mu_{j}((T^{0})^{-1}(S_{j,k,\omega}^{\varepsilon}))-\mu_{j}((T_{\sigma^{-k-1}\omega}^{\varepsilon})^{-1}(I_{j}\cap S_{j,k,\omega}^{\varepsilon})\cap I_{j})
=μj((T0)1(Sj,k,ωε))μj((Tσk1ωε)1(Sj,k,ωε)).\displaystyle=\mu_{j}((T^{0})^{-1}(S_{j,k,\omega}^{\varepsilon}))-\mu_{j}((T_{\sigma^{-k-1}\omega}^{\varepsilon})^{-1}(S_{j,k,\omega}^{\varepsilon})).

Now, observe that due to (P4) and (15), the set Sj,k,ωεS_{j,k,\omega}^{\varepsilon} consists of finitely many disjoint intervals Sj,k,ω1,ε,,Sj,k,ωP,εS_{j,k,\omega}^{1,\varepsilon},\dots,S_{j,k,\omega}^{P,\varepsilon} with Lebj(Sj,k,ωi,ε)=Oε0(ε)\operatorname{\mathrm{Leb}}_{j}(S_{j,k,\omega}^{i,\varepsilon})=O_{\varepsilon\to 0}(\varepsilon) for each i=1,,Pi=1,\dots,P. Thus, from above, for ε>0\varepsilon>0 sufficiently small

Nj,k,ωε\displaystyle N_{j,k,\omega}^{\varepsilon} =μj((T0)1(Sj,k,ωε))Lebj((T0)1(Sj,k,ωε))i=1PLebj((T0)1(Sj,k,ωi,ε))\displaystyle=\frac{\mu_{j}((T^{0})^{-1}(S_{j,k,\omega}^{\varepsilon}))}{\operatorname{\mathrm{Leb}}_{j}((T^{0})^{-1}(S_{j,k,\omega}^{\varepsilon}))}\sum_{i=1}^{P}\operatorname{\mathrm{Leb}}_{j}((T^{0})^{-1}(S_{j,k,\omega}^{i,\varepsilon}))
μj((Tσk1ωε)1(Sj,k,ωε))Lebj((Tσk1ωε)1(Sj,k,ωε))i=1PLebj((Tσk1ωε)1(Sj,k,ωi,ε))\displaystyle\quad-\frac{\mu_{j}((T_{\sigma^{-k-1}\omega}^{\varepsilon})^{-1}(S_{j,k,\omega}^{\varepsilon}))}{\operatorname{\mathrm{Leb}}_{j}((T_{\sigma^{-k-1}\omega}^{\varepsilon})^{-1}(S_{j,k,\omega}^{\varepsilon}))}\sum_{i=1}^{P}\operatorname{\mathrm{Leb}}_{j}((T_{\sigma^{-k-1}\omega}^{\varepsilon})^{-1}(S_{j,k,\omega}^{i,\varepsilon}))
μj((T0)1(Sj,k,ωε))Lebj((T0)1(Sj,k,ωε))i=1PLebj(Sj,k,ωi,ε)infxSj,k,ωi,ε|(T0)(x)|\displaystyle\leq\frac{\mu_{j}((T^{0})^{-1}(S_{j,k,\omega}^{\varepsilon}))}{\operatorname{\mathrm{Leb}}_{j}((T^{0})^{-1}(S_{j,k,\omega}^{\varepsilon}))}\sum_{i=1}^{P}\frac{\operatorname{\mathrm{Leb}}_{j}(S_{j,k,\omega}^{i,\varepsilon})}{\inf_{x\in S_{j,k,\omega}^{i,\varepsilon}}|(T^{0})^{\prime}(x)|}
μj((Tσk1ωε)1(Sj,k,ωε))Lebj((Tσk1ωε)1(Sj,k,ωε))i=1PLebj(Sj,k,ωi,ε)supxSj,k,ωi,ε|(Tωε)(x)|\displaystyle\quad-\frac{\mu_{j}((T_{\sigma^{-k-1}\omega}^{\varepsilon})^{-1}(S_{j,k,\omega}^{\varepsilon}))}{\operatorname{\mathrm{Leb}}_{j}((T_{\sigma^{-k-1}\omega}^{\varepsilon})^{-1}(S_{j,k,\omega}^{\varepsilon}))}\sum_{i=1}^{P}\frac{\operatorname{\mathrm{Leb}}_{j}(S_{j,k,\omega}^{i,\varepsilon})}{\sup_{x\in S_{j,k,\omega}^{i,\varepsilon}}|(T_{\omega}^{\varepsilon})^{\prime}(x)|}
=Oε0(ε)(μj((T0)1(Sj,k,ωε))Lebj((T0)1(Sj,k,ωε))i=1P1infxSj,k,ωi,ε|(T0)(x)|\displaystyle=O_{\varepsilon\to 0}(\varepsilon)\Bigg{(}\frac{\mu_{j}((T^{0})^{-1}(S_{j,k,\omega}^{\varepsilon}))}{\operatorname{\mathrm{Leb}}_{j}((T^{0})^{-1}(S_{j,k,\omega}^{\varepsilon}))}\sum_{i=1}^{P}\frac{1}{\inf_{x\in S_{j,k,\omega}^{i,\varepsilon}}|(T^{0})^{\prime}(x)|}
μj((Tσk1ωε)1(Sj,k,ωε))Lebj((Tσk1ωε)1(Sj,k,ωε))i=1P1supxSj,k,ωi,ε|(T0)(x)|+oε0(1)).\displaystyle\quad-\frac{\mu_{j}((T_{\sigma^{-k-1}\omega}^{\varepsilon})^{-1}(S_{j,k,\omega}^{\varepsilon}))}{\operatorname{\mathrm{Leb}}_{j}((T_{\sigma^{-k-1}\omega}^{\varepsilon})^{-1}(S_{j,k,\omega}^{\varepsilon}))}\sum_{i=1}^{P}\frac{1}{\sup_{x\in S_{j,k,\omega}^{i,\varepsilon}}|(T^{0})^{\prime}(x)|+o_{\varepsilon\to 0}(1)}\Bigg{)}.

Here we are using (I5) which implies that 𝒞0(T0)k(H0)=\mathcal{C}^{0}\cap(T^{0})^{-k}(H^{0})=\emptyset. Thus for ε\varepsilon sufficiently small, thanks to (P2) and (P3), (T0)(T^{0})^{\prime} and (Tωε)(T_{\omega}^{\varepsilon})^{\prime} exist on Sj,k,ωi,εS_{j,k,\omega}^{i,\varepsilon}, and further, supxSj,k,ωi,ε|(Tωε)(x)|=supxSj,k,ωi,ε|(T0)(x)|+oε0(1)\sup_{x\in S_{j,k,\omega}^{i,\varepsilon}}|(T_{\omega}^{\varepsilon})^{\prime}(x)|=\sup_{x\in S_{j,k,\omega}^{i,\varepsilon}}|(T^{0})^{\prime}(x)|+o_{\varepsilon\to 0}(1). To conclude, we apply a similar argument to that used in the proof of Lemma 4.14 to obtain (14). Note that (I5) implies that ϕj\phi_{j} is continuous on Ij(T0)k(H0)I_{j}\cap(T^{0})^{-k}(H^{0}). Due to (P2) and (P3), we may apply Lebesgue’s differentiation theorem to say that for ε>0\varepsilon>0 sufficiently small, there exists B1>0B_{1}>0 such that

μj((T0)1(Sj,k,ωε))Lebj((T0)1(Sj,k,ωε))=B1+oε0(1)andμj((Tσk1ωε)1(Sj,k,ωε))Lebj((Tσk1ωε)1(Sj,k,ωε))=B1+oε0(1).\displaystyle\frac{\mu_{j}((T^{0})^{-1}(S_{j,k,\omega}^{\varepsilon}))}{\operatorname{\mathrm{Leb}}_{j}((T^{0})^{-1}(S_{j,k,\omega}^{\varepsilon}))}=B_{1}+o_{\varepsilon\to 0}(1)\quad\mathrm{and}\quad\frac{\mu_{j}((T_{\sigma^{-k-1}\omega}^{\varepsilon})^{-1}(S_{j,k,\omega}^{\varepsilon}))}{\operatorname{\mathrm{Leb}}_{j}((T_{\sigma^{-k-1}\omega}^{\varepsilon})^{-1}(S_{j,k,\omega}^{\varepsilon}))}=B_{1}+o_{\varepsilon\to 0}(1).

Therefore, for ε>0\varepsilon>0 sufficiently small

Nj,k,ωε\displaystyle N_{j,k,\omega}^{\varepsilon} =Oε0(ε)(i=1PsupxSj,k,ωi,ε|(T0)(x)|infxSj,k,ωi,ε|(T0)(x)|+oε0(1)infxSj,k,ωi,ε|(T0)(x)|(supxSj,k,ωi,ε|(T0)(x)|+oε0(1)))\displaystyle=O_{\varepsilon\to 0}(\varepsilon)\left(\sum_{i=1}^{P}\frac{\sup_{x\in S_{j,k,\omega}^{i,\varepsilon}}|(T^{0})^{\prime}(x)|-\inf_{x\in S_{j,k,\omega}^{i,\varepsilon}}|(T^{0})^{\prime}(x)|+o_{\varepsilon\to 0}(1)}{\inf_{x\in S_{j,k,\omega}^{i,\varepsilon}}|(T^{0})^{\prime}(x)|(\sup_{x\in S_{j,k,\omega}^{i,\varepsilon}}|(T^{0})^{\prime}(x)|+o_{\varepsilon\to 0}(1))}\right)
Oε0(ε)(i=1PLebj(Sj,k,ωi,ε)supxSj,k,ωi,ε|(T0)′′(x)|+oε0(1)infxSj,k,ωi,ε|(T0)(x)|(supxSj,k,ωi,ε|(T0)(x)|+oε0(1)))\displaystyle\leq O_{\varepsilon\to 0}(\varepsilon)\left(\sum_{i=1}^{P}\frac{\operatorname{\mathrm{Leb}}_{j}(S_{j,k,\omega}^{i,\varepsilon})\sup_{x\in S_{j,k,\omega}^{i,\varepsilon}}|(T^{0})^{\prime\prime}(x)|+o_{\varepsilon\to 0}(1)}{\inf_{x\in S_{j,k,\omega}^{i,\varepsilon}}|(T^{0})^{\prime}(x)|(\sup_{x\in S_{j,k,\omega}^{i,\varepsilon}}|(T^{0})^{\prime}(x)|+o_{\varepsilon\to 0}(1))}\right)
=Oε0(ε)(Oε0(ε)+oε0(1))\displaystyle=O_{\varepsilon\to 0}(\varepsilon)(O_{\varepsilon\to 0}(\varepsilon)+o_{\varepsilon\to 0}(1))

since Lebj(Sj,k,ωi,ε)=Oε0(ε)\operatorname{\mathrm{Leb}}_{j}(S_{j,k,\omega}^{i,\varepsilon})=O_{\varepsilon\to 0}(\varepsilon), and infxSj,k,ωi,ε|(T0)(x)|>1\inf_{x\in S_{j,k,\omega}^{i,\varepsilon}}|(T^{0})^{\prime}(x)|>1 (by (I2)) for each i=1,,Pi=1,\dots,P. So, we may conclude that

qj,ω0(k)\displaystyle q_{j,\omega}^{0\,(k)} =limε0Nj,k,ωεε(βj,j1,ω+βj,j+1,ω)+oε0(ε)=limε0Oε0(ε)(Oε0(ε)+oε0(1))ε(βj,j1,ω+βj,j+1,ω)+oε0(ε)=0\displaystyle=\lim_{\varepsilon\to 0}\frac{N_{j,k,\omega}^{\varepsilon}}{\varepsilon(\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega})+o_{\varepsilon\to 0}(\varepsilon)}=\lim_{\varepsilon\to 0}\frac{O_{\varepsilon\to 0}(\varepsilon)(O_{\varepsilon\to 0}(\varepsilon)+o_{\varepsilon\to 0}(1))}{\varepsilon(\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega})+o_{\varepsilon\to 0}(\varepsilon)}=0

uniformly over ωΩ\omega\in\Omega away from a \mathbb{P}-null set as (P4) ensures that βj,j1,ω+βj,j+1,ωβ>0\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega}\geq\beta^{*}>0 for all ωΩ\omega\in\Omega. ∎

Lemma 4.16.

In the setting of Theorem 1.1, for \mathbb{P}-a.e. ωΩ\omega\in\Omega the leading Lyapunov multipliers of j,ωε\mathcal{L}_{j,\omega}^{\varepsilon} satisfy

λj,ωε=1ε(βj,j1,ω+βj,j+1,ω)+oε0(ε).\lambda_{j,\omega}^{\varepsilon}=1-\varepsilon(\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega})+o_{\varepsilon\to 0}(\varepsilon).
Proof.

We verify the conditions of [5, Theorem 2.1.2] uniformly over ωΩ\omega\in\Omega away from a \mathbb{P}-null set, calling such conditions (𝒫\mathcal{P}1)-(𝒫\mathcal{P}9) for presentation purposes. We only verify conditions (𝒫\mathcal{P}5)-(𝒫\mathcal{P}9) as (𝒫\mathcal{P}1)-(𝒫\mathcal{P}4) follow immediately from Lemma 9 and Lemma 4.8. For (𝒫\mathcal{P}5), we observe that thanks to Lemma 4.14, limε0ηj,ωε=0\lim_{\varepsilon\to 0}\eta_{j,\omega}^{\varepsilon}=0 uniformly over ωΩ\omega\in\Omega away from a \mathbb{P}-null set. Using Lemma 4.14, we find that (𝒫\mathcal{P}6) holds since for \mathbb{P}-a.e. ωΩ\omega\in\Omega, there exists M,β>0M,\beta^{*}>0 such that

lim supε0ηj,ωεΔj,ωε\displaystyle\limsup_{\varepsilon\to 0}\frac{\eta_{j,\omega}^{\varepsilon}}{\Delta_{j,\omega}^{\varepsilon}} lim supε0M+oε0(1)βj,j1,ω+βj,j+1,ω+oε0(1)Mβ<.\displaystyle\leq\limsup_{\varepsilon\to 0}\frac{M+o_{\varepsilon\to 0}(1)}{\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega}+o_{\varepsilon\to 0}(1)}\leq{\color[rgb]{0,0,0}\definecolor[named]{pgfstrokecolor}{rgb}{0,0,0}\pgfsys@color@gray@stroke{0}\pgfsys@color@gray@fill{0}\frac{M}{\beta^{*}}}<\infty.

(𝒫\mathcal{P}7) follows from Corollary 4.10 as esssupωΩνj,ωεLebjBV(Ij)esssupωΩ|νj,ωε(ϕj)Lebj(ϕj)|\operatorname*{ess\,sup}_{\omega\in\Omega}||\nu_{j,\omega}^{\varepsilon}-\operatorname{\mathrm{Leb}}_{j}||_{\operatorname*{BV}^{*}(I_{j})}\geq\operatorname*{ess\,sup}_{\omega\in\Omega}|\nu_{j,\omega}^{\varepsilon}(\phi_{j})-\operatorname{\mathrm{Leb}}_{j}(\phi_{j})| where Lebj(ϕj)=1\operatorname{\mathrm{Leb}}_{j}(\phi_{j})=1. For (𝒫\mathcal{P}8), we observe that for \mathbb{P}-a.e. ωΩ\omega\in\Omega

(Δj,ωε)1Lebj((j0j,ωε)(Qj,σnωε(n)ϕj))\displaystyle(\Delta_{j,\omega}^{\varepsilon})^{-1}\operatorname{\mathrm{Leb}}_{j}((\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\omega}^{\varepsilon})(Q_{j,\sigma^{-n}\omega}^{\varepsilon\,(n)}\phi_{j})) Qj,σnωε(n)ϕjBV(Ij)Δj,ωεIj(j0j,ωε)(𝟙Ij)(x)𝑑Leb(x)\displaystyle\leq\frac{||Q_{j,\sigma^{-n}\omega}^{\varepsilon\,(n)}\phi_{j}||_{\operatorname*{BV}(I_{j})}}{\Delta_{j,\omega}^{\varepsilon}}\int_{I_{j}}(\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\omega}^{\varepsilon})(\mathds{1}_{I_{j}})(x)\,d\mathrm{Leb}(x)
CθnϕjBV(Ij)Δj,ωεIj(j0j,ωε)(𝟙Ij)(x)𝑑Leb(x)\displaystyle\leq\frac{C\theta^{n}||\phi_{j}||_{\operatorname*{BV}(I_{j})}}{\Delta_{j,\omega}^{\varepsilon}}\int_{I_{j}}(\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\omega}^{\varepsilon})(\mathds{1}_{I_{j}})(x)\,d\mathrm{Leb}(x)
=CθnϕjBV(Ij)μj(Hj,ωε)Lebj(Hj,ωε)\displaystyle=\frac{C\theta^{n}||\phi_{j}||_{\operatorname*{BV}(I_{j})}}{\mu_{j}(H_{j,\omega}^{\varepsilon})}{\operatorname{\mathrm{Leb}}_{j}(H_{j,\omega}^{\varepsilon})}
CθnϕjBV(Ij)L+oε0(1).\displaystyle\leq\frac{C\theta^{n}||\phi_{j}||_{\operatorname*{BV}(I_{j})}}{L+o_{\varepsilon\to 0}(1)}.

Here L>0L>0 is the positive constant appearing in (15). In the above we have used Lemma 4.8(d) to estimate Qj,σnωε(n)ϕjBV(Ij)||Q_{j,\sigma^{-n}\omega}^{\varepsilon\,(n)}\phi_{j}||_{\operatorname*{BV}(I_{j})}, (16) to express Δj,ωε\Delta_{j,\omega}^{\varepsilon}, and a similar computation to that made in Lemma 4.14 to evaluate Lebj((j0j,ωε)(𝟙Ij))\operatorname{\mathrm{Leb}}_{j}((\mathcal{L}_{j}^{0}-\mathcal{L}_{j,\omega}^{\varepsilon})(\mathds{1}_{I_{j}})). Since θ(0,1)\theta\in(0,1) and ϕjBV(Ij)\phi_{j}\in\operatorname*{BV}(I_{j}), taking ε0\varepsilon\to 0 and then nn\to\infty, we obtain (𝒫\mathcal{P}8) uniformly over ωΩ\omega\in\Omega away from a \mathbb{P}-null set. We conclude by verifying that (𝒫\mathcal{P}9) holds uniformly over ωΩ\omega\in\Omega away from a \mathbb{P}-null set, however, this was done in Lemma 4.15. Therefore, using Lemma 4.14, Lemma 4.15 and (I4), [5, Theorem 2.1.2] asserts that (in our notation) for \mathbb{P}-a.e. ωΩ\omega\in\Omega,

1λj,ωε\displaystyle 1-\lambda_{j,\omega}^{\varepsilon} =Δj,ωε(1k=0(λj0(k+1))1qj,ω0(k)+oε0(1))\displaystyle=\Delta_{j,\omega}^{\varepsilon}\left(1-\sum_{k=0}^{\infty}(\lambda_{j}^{0\,(k+1)})^{-1}q_{j,\omega}^{0\,(k)}+o_{\varepsilon\to 0}(1)\right) (19)
=(ε(βj,j1,ω+βj,j+1,ω)+oε0(ε))(1+oε0(1)).\displaystyle=(\varepsilon(\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega})+o_{\varepsilon\to 0}(\varepsilon))(1+o_{\varepsilon\to 0}(1)).

Since (𝒫\mathcal{P}1)-(𝒫\mathcal{P}9) hold uniformly over ωΩ\omega\in\Omega away from a \mathbb{P}-null set, the error appearing in (19) can be made independent of ωΩ\omega\in\Omega. Rearranging for λj,ωε\lambda_{j,\omega}^{\varepsilon}, the result follows. ∎

Corollary 4.17.

In the setting of Theorem 1.1, fix t>0t>0, then for \mathbb{P}-a.e. ωΩ\omega\in\Omega

λj,ωε(tε)=et(Ωβj,j1,s+βj,j+1,sd(s)+oω,ε0(1)).\lambda_{j,\omega}^{\varepsilon\,(\frac{t}{\varepsilon})}=e^{-t(\int_{\Omega}\beta_{j,j-1,s}+\beta_{j,j+1,s}\,d\mathbb{P}(s)+o_{\omega,\varepsilon\to 0}(1))}.
Proof.

This follows by Birkhoff’s ergodic theorem. Indeed,

1tlog(λj,ωε(tε))\displaystyle\frac{1}{t}\log\left(\lambda_{j,\omega}^{\varepsilon\,(\frac{t}{\varepsilon})}\right) =1ti=0tε1log(λj,σiωε)\displaystyle=\frac{1}{t}\sum_{i=0}^{\frac{t}{\varepsilon}-1}\log(\lambda_{j,\sigma^{i}\omega}^{\varepsilon})
=1ti=0tε1log(1ε(βj,j1,σiω+βj,j+1,σiω+oε0(1)))\displaystyle=\frac{1}{t}\sum_{i=0}^{\frac{t}{\varepsilon}-1}\log(1-\varepsilon(\beta_{j,j-1,\sigma^{i}\omega}+\beta_{j,j+1,\sigma^{i}\omega}+o_{\varepsilon\to 0}(1)))
=εti=0tε1j=1εj1(βj,j1,σiω+βj,j+1,σiω+oε0(1))jj\displaystyle=\frac{\varepsilon}{t}\sum_{i=0}^{\frac{t}{\varepsilon}-1}\sum_{j=1}^{\infty}-\frac{\varepsilon^{j-1}(\beta_{j,j-1,\sigma^{i}\omega}+\beta_{j,j+1,\sigma^{i}\omega}+o_{\varepsilon\to 0}(1))^{j}}{j}
=εti=0tε1(βj,j1,σiω+βj,j+1,σiω+oε0(1))+Oε0(ε).\displaystyle=\frac{\varepsilon}{t}\sum_{i=0}^{\frac{t}{\varepsilon}-1}-(\beta_{j,j-1,\sigma^{i}\omega}+\beta_{j,j+1,\sigma^{i}\omega}+o_{\varepsilon\to 0}(1))+O_{\varepsilon\to 0}(\varepsilon).

In the last line we have used (P4) to establish a uniform error over ωΩ\omega\in\Omega. Thus, by Birkhoff’s ergodic theorem, for \mathbb{P}-a.e. ωΩ\omega\in\Omega

limε01tlog(λj,ωε(tε))=Ωβj,j1,s+βj,j+1,sd(s)\lim_{\varepsilon\to 0}\frac{1}{t}\log\left(\lambda_{j,\omega}^{\varepsilon\,(\frac{t}{\varepsilon})}\right)=-\int_{\Omega}\beta_{j,j-1,s}+\beta_{j,j+1,s}\,d\mathbb{P}(s)

meaning that for \mathbb{P}-a.e. ωΩ\omega\in\Omega

λj,ωε(tε)=et(Ωβj,j1,s+βj,j+1,sd(s)+oω,ε0(1)).\lambda_{j,\omega}^{\varepsilon\,(\frac{t}{\varepsilon})}=e^{-t(\int_{\Omega}\beta_{j,j-1,s}+\beta_{j,j+1,s}\,d\mathbb{P}(s)+o_{\omega,\varepsilon\to 0}(1))}.

5 The jump processes

In this section, we take advantage of the results of Section 4 to study the asymptotics of the system’s jump process associated with the partition I1,,ImI_{1},\dots,I_{m} for ε\varepsilon arbitrarily small. We relate the distribution of jumps of the maps to those of an averaged Markov jump process. Our arguments follow those of [13], adapting them to the random setting.

5.1 The averaged Markov jump process

We begin by introducing the relevant quantities to define the jump process of interest. Consider the mm-state Markov chains in random environments driven by σ:ΩΩ\sigma:\Omega\to\Omega, with transition matrices (Mωε)ωΩ(M_{\omega}^{\varepsilon})_{\omega\in\Omega} where,

Mωε:=(1εβ1,2,ωεβ1,2,ω0000εβ2,1,ω1ε(β2,1,ω+β2,3,ω)εβ2,3,ω000εβm,m1,ω1εβm,m1,ω).M_{\omega}^{{\varepsilon}}:=\begin{pmatrix}1-{\varepsilon}\beta_{1,2,\omega}&{\varepsilon}\beta_{1,2,\omega}&0&0&\cdots&\cdots&0&0\\ {\varepsilon}\beta_{2,1,\omega}&1-{\varepsilon}(\beta_{2,1,\omega}+\beta_{2,3,\omega})&{\varepsilon}\beta_{2,3,\omega}&0&\cdots&\cdots&\vdots&\vdots\\ \vdots&\vdots&\vdots&\vdots&\vdots&\vdots&\vdots&\vdots\\ 0&\cdots&\cdots&\cdots&\cdots&0&{\varepsilon}\beta_{m,m-1,\omega}&1-{\varepsilon}\beta_{m,m-1,\omega}\end{pmatrix}. (20)

Thanks to Remark 3.4, for i,j{1,,m}i,j\in\{1,\cdots,m\}, (Mωε)ij(M_{\omega}^{{\varepsilon}})_{ij} describes the one-step transition probabilities for the mm-state Markov chain in a random environment, driven by σ:ΩΩ\sigma:\Omega\to\Omega, for the map TωεT_{\omega}^{\varepsilon} from IiI_{i} to IjI_{j}. Let M¯ε:=ΩMωε𝑑(ω)\bar{M}^{\varepsilon}:=\int_{\Omega}M_{\omega}^{\varepsilon}\,d\mathbb{P}(\omega) be the averaged mm-state Markov chain and consider the matrix G¯Mm×m()\bar{G}\in M_{m\times m}(\mathbb{R}) where (G¯)ij=Ωβi,j,ω𝑑(ω)(\bar{G})_{ij}=\int_{\Omega}\beta_{i,j,\omega}\,d\mathbb{P}(\omega) for iji\neq j, (G¯)ii=Ωβi,i1,ω+βi,i+1,ωd(ω)(\bar{G})_{ii}=-\int_{\Omega}\beta_{i,i-1,\omega}+\beta_{i,i+1,\omega}\,d\mathbb{P}(\omega). We will call G¯\bar{G} the generator for the averaged Markov jump process.

Remark 5.1.

Note that the matrix defined in (20) is the transpose of that studied in [30, Section 7]. However, thanks to [30, Theorem 7.2] and [30, Remark 7.6], the limiting invariant measures of the mm-state Markov chains in random environments driven by σ:ΩΩ\sigma:\Omega\to\Omega can still be determined as ε0\varepsilon\to 0. For \mathbb{P}-a.e. ωΩ\omega\in\Omega, these are given by the solution p=(p1p2pm)Tp=\begin{pmatrix}p_{1}&p_{2}&\cdots&p_{m}\end{pmatrix}^{T} to

(I+diag(G¯)1(G¯Tdiag(G¯)))p=(diag(G¯)1G¯T)p=pT(G¯diag(G¯)1)=0\left(I+\mathrm{diag}(\bar{G})^{-1}(\bar{G}^{T}-\mathrm{diag}(\bar{G}))\right)p=(\mathrm{diag}(\bar{G})^{-1}\bar{G}^{T})p=p^{T}(\bar{G}\cdot\mathrm{diag}(\bar{G})^{-1})=0 (21)

that satisfies i=1mpi=1\sum_{i=1}^{m}p_{i}=1 with pi0p_{i}\geq 0 for each i=1,,mi=1,\dots,m. Note that diag(G¯)1\mathrm{diag}(\bar{G})^{-1} exists thanks to (P4). The matrix diag(G¯)1G¯T\mathrm{diag}(\bar{G})^{-1}\bar{G}^{T} can be thought of as a renormalised generator matrix where diag(diag(G¯)1G¯T)=I\mathrm{diag}(\mathrm{diag}(\bar{G})^{-1}\bar{G}^{T})=I, and for iji\neq j, |(diag(G¯)1G¯T)ij||(\mathrm{diag}(\bar{G})^{-1}\bar{G}^{T})_{ij}| denotes the rate at which the Markov chain transitions from jj to ii, normalised by the rate at which the Markov chain escapes state ii.

We now introduce the Markov jump process of concern. See [47, Chapter 2] or [40, Chapter 2] for further details on Markov jump processes. We consider a similar setup to that of [13] and record it here for the reader’s convenience.

Consider a finite state continuous time stochastic process (Xt)t0{1,,m}[0,)(X_{t})_{t\geq 0}\subset\{1,\cdots,m\}^{[0,\infty)}, whose evolution is governed by (P(t))t0:=(etG¯)t0(P(t))_{t\geq 0}:=(e^{t\bar{G}})_{t\geq 0}, where in our setting, G¯:=M¯εIε\bar{G}:=\frac{\bar{M}^{\varepsilon}-I}{\varepsilon}. Set t0M:=0t_{0}^{M}:=0, and for i>0i>0, let tiM=inf{t>ti1M|XtXti1M}t_{i}^{M}=\inf\{t>t_{i-1}^{M}\ |\ X_{t}\neq X_{t_{i-1}^{M}}\}. For i1i\geq 1, we call 𝒯iM=tiMti1M\mathcal{T}_{i}^{M}=t_{i}^{M}-t_{i-1}^{M} the holding times for (Xt)t0(X_{t})_{t\geq 0}. Let ziMz_{i}^{M} denote the state of the process following the ithi^{\mathrm{th}} transition, that is, ziM:=XtiMz_{i}^{M}:=X_{t_{i}^{M}}. We call the discrete time process (ziM)i{1,,m}(z_{i}^{M})_{i\in\mathbb{N}}\subset\{1,\cdots,m\}^{\mathbb{N}} the averaged Markov jump process. We highlight that (Xt)t0(X_{t})_{t\geq 0} is a continuous time process and (ziM)i(z_{i}^{M})_{i\in\mathbb{N}} is a discrete time process taking values from (Xt)t0(X_{t})_{t\geq 0}.

For j{1,,m}j\in\{1,\cdots,m\}, let j\mathbb{P}^{j} denote the probability measure constructed on {1,,m}[0,)\{1,\cdots,m\}^{[0,\infty)} with the initial condition z0M=jz_{0}^{M}=j that is evolved by P(t)P(t). For i1i\geq 1, if zi1M=jz_{i-1}^{M}=j for some j{1,,m}j\in\{1,\cdots,m\}, then the holding times 𝒯iM\mathcal{T}_{i}^{M} are exponentially distributed random variables, more precisely, for l{1,,m}l\in\{1,\cdots,m\}

l(𝒯iMB|zi1M=j)=Ωβj,j1,ω+βj,j+1,ωd(ω)BetΩβj,j1,ω+βj,j+1,ωd(ω)𝑑t\mathbb{P}^{l}(\mathcal{T}_{i}^{M}\in B\ |\ z_{i-1}^{M}=j)=\int_{\Omega}\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega}\,d\mathbb{P}(\omega)\int_{B}\,e^{-t\int_{\Omega}\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega}\,d\mathbb{P}(\omega)}dt

for a Borel set B[0,)B\subset[0,\infty) and j{1,,m}j\in\{1,\cdots,m\}. Furthermore, given zi1M=jz_{i-1}^{M}=j, the probability of jumping to ziM=kz_{i}^{M}=k is independent of 𝒯iM\mathcal{T}_{i}^{M} where for l{1,,m}l\in\{1,\cdots,m\},

l(ziM=k|zi1M=j)=Ωβj,k,ω𝑑(ω)Ωβj,j1,ω+βj,j+1,ωd(ω).\mathbb{P}^{l}(z_{i}^{M}=k\ |\ z_{i-1}^{M}=j)=\frac{\int_{\Omega}\beta_{j,k,\omega}\,d\mathbb{P}(\omega)}{\int_{\Omega}\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega}\,d\mathbb{P}(\omega)}.

In this section, we aim to illustrate that the distributions of jumps between different intervals Ij,Ik{I1,,Im}I_{j},I_{k}\in\{I_{1},\cdots,I_{m}\} for the random maps (Tωε)ωΩ(T_{\omega}^{\varepsilon})_{\omega\in\Omega} may be approximated by the deterministic distributions of jumps of the averaged Markov jump process.

5.2 Approximation of jumps for random metastable systems

Fix ε>0\varepsilon>0. We now introduce the jump process for the collection of random maps (Tωε)ωΩ(T_{\omega}^{\varepsilon})_{\omega\in\Omega}. Let t0,ωε(x):=0t_{0,\omega}^{\varepsilon}(x):=0 for all ωΩ,xI\omega\in\Omega,x\in I and ε>0\varepsilon>0. Define the map z:I{1,,m}z:I\to\{1,\cdots,m\} such that z(x)=jz(x)=j if xIjx\in I_{j}. For i>0i>0 we let ti,ωε(x):=inf{n>ti1,ωε(x)|z(Tωε(n)(x))z(Tωε(ti1,ωε(x))(x))}t_{i,\omega}^{\varepsilon}(x):=\inf\{n>t_{i-1,\omega}^{\varepsilon}(x)\ |\ z(T_{\omega}^{\varepsilon\,(n)}(x))\neq z(T_{\omega}^{\varepsilon\,(t_{i-1,\omega}^{\varepsilon}(x))}(x))\}. One can interpret the function ti,ωε:It_{i,\omega}^{\varepsilon}:I\to\mathbb{N} as the ithi^{\mathrm{th}} iteration at which the initial condition xIx\in I has jumped from IjI_{j} to IkI_{k} for some jkj\neq k. Finally, for i1i\geq 1 we define the holding times for the random maps as 𝒯i,ωε(x):=ti,ωε(x)ti1,ωε(x)\mathcal{T}_{i,\omega}^{\varepsilon}(x):=t_{i,\omega}^{\varepsilon}(x)-t_{i-1,\omega}^{\varepsilon}(x).

The main result of this section is Theorem 1.2 whose proof relies on the following lemmata.

Lemma 5.2.

Fix t>0t>0. Let (Ω,,)(\Omega,\mathcal{F},\mathbb{P}) be a probability space. For j,k{1,,m}j,k\in\{1,\cdots,m\}, let σ:ΩΩ\sigma:\Omega\to\Omega be as in (P1) and βj,k\beta_{j,k} be as in (P4). Then for \mathbb{P}-a.e. ωΩ\omega\in\Omega

limε0n=0tε1(εβj,j+1,σnω+oε0(ε))k=0n1(1ε(βj,j1,σkω+βj,j+1,σkω+oε0(1)))\displaystyle\lim_{\varepsilon\to 0}\sum_{n=0}^{{\frac{t}{\varepsilon}}-1}(\varepsilon\beta_{j,j+1,\sigma^{n}\omega}+o_{\varepsilon\to 0}(\varepsilon))\prod_{k=0}^{n-1}(1-\varepsilon(\beta_{j,j-1,\sigma^{k}\omega}+\beta_{j,j+1,\sigma^{k}\omega}+o_{\varepsilon\to 0}(1))) (22)
=Ωβj,j+1,ω𝑑(ω)Ωβj,j1,ω+βj,j+1,ωd(ω)(1etΩβj,j1,ω+βj,j+1,ωd(ω)).\displaystyle\quad=\frac{\int_{\Omega}\beta_{j,j+1,\omega}\,d\mathbb{P}(\omega)}{\int_{\Omega}\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega}\,d\mathbb{P}(\omega)}\left(1-e^{-t\int_{\Omega}\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega}\,d\mathbb{P}(\omega)}\right).
Remark 5.3.

The proof of Lemma 5.2 relies on [30, Lemma 5.2]. However, note that the summand in (22) is different to that from [30, Lemma 5.2]. In particular, in (22), an additional error of order oε0(1)o_{\varepsilon\to 0}(1) appears in the products. Fortunately, the effect of this error may be controlled since, due to (P4), for \mathbb{P}-a.e. ωΩ\omega\in\Omega one can write

k=0n1(1ε(βj,j1,σkω+βj,j+1,σkω+oε0(1)))\displaystyle\prod_{k=0}^{n-1}(1-\varepsilon(\beta_{j,j-1,\sigma^{k}\omega}+\beta_{j,j+1,\sigma^{k}\omega}+o_{\varepsilon\to 0}(1))) =k=0n1(1ε(βj,j1,σkω+βj,j+1,σkω))+oε0(ε).\displaystyle=\prod_{k=0}^{n-1}(1-\varepsilon(\beta_{j,j-1,\sigma^{k}\omega}+\beta_{j,j+1,\sigma^{k}\omega}))+o_{\varepsilon\to 0}(\varepsilon).

So, using (P4), there exists M>0M>0 such that for \mathbb{P}-a.e. ωΩ\omega\in\Omega the error term from (22) arising from the product is

oε0(ε)n=0tε1(εβj,j+1,σnω+oε0(ε))\displaystyle o_{\varepsilon\to 0}(\varepsilon)\sum_{n=0}^{{\frac{t}{\varepsilon}}-1}(\varepsilon\beta_{j,j+1,\sigma^{n}\omega}+o_{\varepsilon\to 0}(\varepsilon)) oε0(ε)(εM+oε0(ε))(tε)=oε0(1).\displaystyle\leq o_{\varepsilon\to 0}(\varepsilon)(\varepsilon M+o_{\varepsilon\to 0}(\varepsilon))\left(\frac{t}{\varepsilon}\right)=o_{\varepsilon\to 0}(1).
Proof of Lemma 5.2.

Thanks to Remark 5.3, for each j{1,,m}j\in\{1,\cdots,m\} it suffices to estimate

Rj,t,ωε\displaystyle R_{j,t,\omega}^{\varepsilon} :=n=0tε1(εβj,j+1,σnω+oε0(ε))k=0n1(1ε(βj,j1,σkω+βj,j+1,σkω))\displaystyle:=\sum_{n=0}^{{\frac{t}{\varepsilon}}-1}(\varepsilon\beta_{j,j+1,\sigma^{n}\omega}+o_{\varepsilon\to 0}(\varepsilon))\prod_{k=0}^{n-1}(1-\varepsilon(\beta_{j,j-1,\sigma^{k}\omega}+\beta_{j,j+1,\sigma^{k}\omega}))
=n=0tε1(εβj,j+1,σnω+oε0(ε))k=0n1(1ε(βj,j1,σkω+βj,j+1,σkω))\displaystyle=\sum_{n=0}^{\sqrt{{\frac{t}{\varepsilon}}}-1}(\varepsilon\beta_{j,j+1,\sigma^{n}\omega}+o_{\varepsilon\to 0}(\varepsilon))\prod_{k=0}^{n-1}(1-\varepsilon(\beta_{j,j-1,\sigma^{k}\omega}+\beta_{j,j+1,\sigma^{k}\omega}))
+n=tεtε1(εβj,j+1,σnω+oε0(ε))k=0n1(1ε(βj,j1,σkω+βj,j+1,σkω))\displaystyle\quad+\sum_{n=\sqrt{{\frac{t}{\varepsilon}}}}^{{{\frac{t}{\varepsilon}}}-1}(\varepsilon\beta_{j,j+1,\sigma^{n}\omega}+o_{\varepsilon\to 0}(\varepsilon))\prod_{k=0}^{n-1}(1-\varepsilon(\beta_{j,j-1,\sigma^{k}\omega}+\beta_{j,j+1,\sigma^{k}\omega}))
=:Nj,t,ωε+Uj,t,ωε.\displaystyle=:N_{j,t,\omega}^{\varepsilon}+U_{j,t,\omega}^{\varepsilon}.

Observe that in our notation, by a similar argument to that made at Step 5 and Step 8 in the proof of Lemma 5.2 of [30], one can show that for \mathbb{P}-a.e. ωΩ\omega\in\Omega limε0Nj,t,ωε=0\lim_{\varepsilon\to 0}N_{j,t,\omega}^{\varepsilon}=0. Thus, it remains to estimate Uj,t,ωεU_{j,t,\omega}^{\varepsilon}. However, in our notation, aside from the fibres we sum over, Uj,t,ωεU_{j,t,\omega}^{\varepsilon} is identical to the function appearing at Step 6 in the proof of Lemma 5.2 of [30]. Thus, by Step 8 of the same proof (which relies on Step 7), we find that for a fixed t,δ>0t,\delta>0, for \mathbb{P}-a.e. ωΩ\omega\in\Omega,

limε0Rj,t,ωε\displaystyle\lim_{\varepsilon\to 0}R_{j,t,\omega}^{\varepsilon} δeδΩβj,j1,s+βj,j+1,sd(s)Ωβj,j+1,s𝑑(s)1etΩβj,j1,s+βj,j+1,sd(s)1eδΩβj,j1,s+βj,j+1,sd(s)\displaystyle\geq\delta e^{-\delta\int_{\Omega}\beta_{j,j-1,s}+\beta_{j,j+1,s}\,d\mathbb{P}(s)}\int_{\Omega}\beta_{j,j+1,s}\,d\mathbb{P}(s)\frac{1-e^{-t\int_{\Omega}\beta_{j,j-1,s}+\beta_{j,j+1,s}\,d\mathbb{P}(s)}}{1-e^{-\delta\int_{\Omega}\beta_{j,j-1,s}+\beta_{j,j+1,s}\,d\mathbb{P}(s)}} (23)

and

limε0Rj,t,ωε\displaystyle\lim_{\varepsilon\to 0}R_{j,t,\omega}^{\varepsilon} δΩβj,j+1,s𝑑(s)1etΩβj,j1,s+βj,j+1,sd(s)1eδΩβj,j1,s+βj,j+1,sd(s).\displaystyle\leq\delta\int_{\Omega}\beta_{j,j+1,s}\,d\mathbb{P}(s)\frac{1-e^{-t\int_{\Omega}\beta_{j,j-1,s}+\beta_{j,j+1,s}\,d\mathbb{P}(s)}}{1-e^{-\delta\int_{\Omega}\beta_{j,j-1,s}+\beta_{j,j+1,s}\,d\mathbb{P}(s)}}. (24)

As in the proof of Step 9 in [30, Lemma 5.2], taking δ\delta small in (23) and (24), the result follows. ∎

Next, we state a random analogue to the Growth Lemma in [13, Lemma 2]. Its proof follows by a similar argument to that made in [9, Lemma 4].

For JIJ\subset I, let rn,ω(x)r_{n,\omega}(x) be the distance of Tωε(n)(x)T_{\omega}^{\varepsilon\,(n)}(x) to the boundary of Tωε(n)(J)T_{\omega}^{\varepsilon\,(n)}(J) containing it. The following result allows us to study the set of points that map near, and far from the boundary of the hole Hj,σnωεH_{j,\sigma^{n}\omega}^{\varepsilon} at time nn.

Lemma 5.4.

There exists c>0c>0 such that for all ε>0\varepsilon>0 sufficiently small, JIJ\subset I, ωΩ\omega\in\Omega and nn\in\mathbb{N}

Leb({x|rn,ω(x)ε})Leb({x|Λnr0,ω(x)ε})+cεLeb(J),\operatorname{\mathrm{Leb}}(\{x\,|\ r_{n,\omega}(x)\leq\varepsilon\})\leq\operatorname{\mathrm{Leb}}(\{x\ |\ \Lambda^{n}r_{0,\omega}(x)\leq\varepsilon\})+c\varepsilon\operatorname{\mathrm{Leb}}(J),

where Λ>1\Lambda>1 is as in (I2).

Proof.

Following an almost identical argument to that made in [9, Lemma 4], the result follows. Note that in our setting, thanks to (P1), for all ε0\varepsilon\geq 0, the mapping ωTωε\omega\mapsto T_{\omega}^{\varepsilon} has finite range, allowing us to show that c>0c>0 is independent of ωΩ.\omega\in\Omega.

Definition 5.5.

Fix r>0r>0 and j{1,,m}j\in\{1,\cdots,m\}. We say that a visit of xx to the hole Hj,σnωεH_{j,\sigma^{n}\omega}^{\varepsilon} at time nn is rr-inessential if the length of the smoothness component of Tωε(n)(Ij)Hj,σnωεT_{\omega}^{\varepsilon\,(n)}(I_{j})\cap H_{j,\sigma^{n}\omega}^{\varepsilon} is less than rεr\varepsilon. We call the visit rr-essential if the length of the smoothness component of Tωε(n)(Ij)Hj,σnωεT_{\omega}^{\varepsilon\,(n)}(I_{j})\cap H_{j,\sigma^{n}\omega}^{\varepsilon} is greater than or equal to rεr\varepsilon.

Fix S,r>0S,r>0 and j{1,,m}j\in\{1,\cdots,m\}. The following result shows that for all ε>0\varepsilon>0 the probability that xx will have an rr-inessential visit to Hj,σnωεH_{j,\sigma^{n}\omega}^{\varepsilon} from time n=0,,S/εn=0,\dots,S/\varepsilon can be made small.

Lemma 5.6.

Fix S,r>0S,r>0 and j{1,,m}j\in\{1,\cdots,m\}. For all ε>0\varepsilon>0 sufficiently small there exists a constant C>0C>0 such that

n=0SεLebj({x|rn,ω(x)rε})CrS\sum_{n=0}^{\frac{S}{\varepsilon}}\operatorname{\mathrm{Leb}}_{j}(\{x\,|\ r_{n,\omega}(x)\leq r\varepsilon\})\leq CrS

where rn,ω(x)r_{n,\omega}(x) is the distance of Tωε(n)(x)T_{\omega}^{\varepsilon\,(n)}(x) to the boundary of Tωε(n)(Ij)Hj,σnωεT_{\omega}^{\varepsilon\,(n)}(I_{j})\cap H_{j,\sigma^{n}\omega}^{\varepsilon}.

Proof.

Due to Lemma 5.4 with J=Hj,σnωεJ=H_{j,\sigma^{n}\omega}^{\varepsilon}, there exists c>0c>0 such that for all ε>0\varepsilon>0 small enough,

n=0SεLebj({x|rn,ω(x)rε})\displaystyle\sum_{n=0}^{\frac{S}{\varepsilon}}\operatorname{\mathrm{Leb}}_{j}(\{x\,|\ r_{n,\omega}(x)\leq r\varepsilon\}) n=0Sε(Lebj({x|Λnr0,ω(x)rε})+crεLebj(Hj,σnωε))\displaystyle\leq\sum_{n=0}^{\frac{S}{\varepsilon}}\left(\operatorname{\mathrm{Leb}}_{j}(\{x\ |\ \Lambda^{n}r_{0,\omega}(x)\leq r\varepsilon\})+cr\varepsilon\operatorname{\mathrm{Leb}}_{j}(H_{j,\sigma^{n}\omega}^{\varepsilon})\right)
c~rε(Sε+1)+n=0SεLebj({x|Λnr0,ω(x)rε})\displaystyle\leq\tilde{c}r\varepsilon\left(\frac{S}{\varepsilon}+1\right)+\sum_{n=0}^{\frac{S}{\varepsilon}}\operatorname{\mathrm{Leb}}_{j}(\{x\ |\ \Lambda^{n}r_{0,\omega}(x)\leq r\varepsilon\})
=()c~rε(Sε+1)+Lebj({x|r0,ω(x)rε})n=0SεΛn\displaystyle\stackrel{{\scriptstyle(\star)}}{{=}}\tilde{c}r\varepsilon\left(\frac{S}{\varepsilon}+1\right)+\operatorname{\mathrm{Leb}}_{j}(\{x\ |\ r_{0,\omega}(x)\leq r\varepsilon\})\sum_{n=0}^{\frac{S}{\varepsilon}}\Lambda^{-n}
()krε(Sε+1)\displaystyle\stackrel{{\scriptstyle(\star\star)}}{{\leq}}kr\varepsilon\left(\frac{S}{\varepsilon}+1\right)
CrS.\displaystyle\leq CrS.

At ()(\star) we have used (I2) as Λ>1\Lambda>1 scales Lebj({x|Λnr0,ω(x)rε})\operatorname{\mathrm{Leb}}_{j}(\{x\ |\ \Lambda^{n}r_{0,\omega}(x)\leq r\varepsilon\}). At ()(\star\star), since Lemma 5.4 is applied to J=Hj,σnωεJ=H_{j,\sigma^{n}\omega}^{\varepsilon}, we apply Lemma 4.13 to deduce that for ε>0\varepsilon>0 sufficiently small, there exists a constant k~>0\tilde{k}>0 such that Lebj({x|r0,ω(x)rε})k~rε\operatorname{\mathrm{Leb}}_{j}(\{x\ |\ r_{0,\omega}(x)\leq r\varepsilon\})\leq\tilde{k}r\varepsilon.

We now study trajectories that map far from the boundary of Hj,σnωεH_{j,\sigma^{n}\omega}^{\varepsilon} at time nn. In light of Definition 5.5, we define j,n,ωε={x|xhasanressentialvisittoHj,σnωεattimen}\mathcal{E}_{j,n,\omega}^{\varepsilon}=\{x\ |\ x\ \mathrm{has\ an}\ r\mathrm{-essential\ visit\ to}\ H_{j,\sigma^{n}\omega}^{\varepsilon}\ \mathrm{at\ time}\ n\}. That is, for each ωΩ\omega\in\Omega j,n,ωε:=(Tωε(n))1(H~j,σnωε)\mathcal{E}_{j,n,\omega}^{\varepsilon}:=(T_{\omega}^{\varepsilon\,(n)})^{-1}(\tilde{H}_{j,\sigma^{n}\omega}^{\varepsilon}) where H~j,σnωεHj,σnωε\tilde{H}_{j,\sigma^{n}\omega}^{\varepsilon}\subset{H}_{j,\sigma^{n}\omega}^{\varepsilon} is the set of points in Hj,σnωε{H}_{j,\sigma^{n}\omega}^{\varepsilon} that are greater than rεr\varepsilon away from the boundary of Hj,σnωε{H}_{j,\sigma^{n}\omega}^{\varepsilon}.

Lemma 5.7.

Fix j{1,,m}j\in\{1,\cdots,m\}. Then for all ε>0\varepsilon>0 sufficiently small and \mathbb{P}-a.e. ωΩ\omega\in\Omega there exists constants m~,M~>0\tilde{m},\tilde{M}>0 such that for all nn\in\mathbb{N}

m~εLebj(j,n,ωε)M~ε.\tilde{m}\varepsilon\leq\operatorname{\mathrm{Leb}}_{j}(\mathcal{E}_{j,n,\omega}^{\varepsilon})\leq\tilde{M}\varepsilon.
Proof.

For the upper bound, recall that j,n,ωε=(Tωε(n))1(H~j,σnωε)\mathcal{E}_{j,n,\omega}^{\varepsilon}=(T_{\omega}^{\varepsilon\,(n)})^{-1}(\tilde{H}_{j,\sigma^{n}\omega}^{\varepsilon}) where H~j,σnωεHj,σnωε\tilde{H}_{j,\sigma^{n}\omega}^{\varepsilon}\subset{H}_{j,\sigma^{n}\omega}^{\varepsilon}. Thus, due to Lemma 4.13, there exists an M>0M>0 such that for ε>0\varepsilon>0 sufficiently small, Lebj(j,n,ωε)Lebj((Tωε(n))1(Hj,σnωε))M~ε\operatorname{\mathrm{Leb}}_{j}(\mathcal{E}_{j,n,\omega}^{\varepsilon})\leq\operatorname{\mathrm{Leb}}_{j}((T_{\omega}^{\varepsilon\,(n)})^{-1}({H}_{j,\sigma^{n}\omega}^{\varepsilon}))\leq\tilde{M}\varepsilon. Fix r>0r>0. For the lower estimate we observe that

Lebj(j,n,ωε)=Lebj(Hj,σnωε)Lebj({x|rn,ω(x)rε}),\operatorname{\mathrm{Leb}}_{j}(\mathcal{E}_{j,n,\omega}^{\varepsilon})=\operatorname{\mathrm{Leb}}_{j}(H_{j,\sigma^{n}\omega}^{\varepsilon})-\operatorname{\mathrm{Leb}}_{j}(\{x\ |\ r_{n,\omega}(x)\leq r\varepsilon\}),

where rn,ω(x)r_{n,\omega}(x) is the distance of Tωε(n)(x)T_{\omega}^{\varepsilon\,(n)}(x) to the boundary of Tωε(n)(Ij)Hj,σnωεT_{\omega}^{\varepsilon\,(n)}(I_{j})\cap H_{j,\sigma^{n}\omega}^{\varepsilon}. Thus, thanks to Lemma 4.13 and Lemma 5.4 applied to Hj,σnωεH_{j,\sigma^{n}\omega}^{\varepsilon}, for ε>0\varepsilon>0 sufficiently small,

Lebj(j,n,ωε)\displaystyle\operatorname{\mathrm{Leb}}_{j}(\mathcal{E}_{j,n,\omega}^{\varepsilon}) Lebj(Hj,σnωε)Lebj({x|Λnr0,ω(x)rε})cεLebj(Hj,σnωε)\displaystyle\geq\operatorname{\mathrm{Leb}}_{j}(H_{j,\sigma^{n}\omega}^{\varepsilon})-\operatorname{\mathrm{Leb}}_{j}(\{x\ |\ \Lambda^{n}r_{0,\omega}(x)\leq r\varepsilon\})-c\varepsilon\operatorname{\mathrm{Leb}}_{j}(H_{j,\sigma^{n}\omega}^{\varepsilon})
aεCrεΛnMε2\displaystyle\geq a\varepsilon-\frac{Cr\varepsilon}{\Lambda^{n}}-M\varepsilon^{2}
m~ε.\displaystyle\geq\tilde{m}\varepsilon.

Lemma 5.8.

Fix S,δ>0S,\delta>0 and j{1,,m}j\in\{1,\cdots,m\}, then there exists a ξ>0\xi>0 such that for all ε>0\varepsilon>0 sufficiently small,

μj({xI|kwithtk,ωε(x)Sεand𝒯k+1,ωε(x)ξε})δ.\mu_{j}\left(\left\{x\in I\ |\ \exists k\ \mathrm{with}\ t_{k,\omega}^{\varepsilon}(x)\leq\frac{S}{\varepsilon}\ \mathrm{and}\ \mathcal{T}_{k+1,\omega}^{\varepsilon}(x)\leq\frac{\xi}{\varepsilon}\right\}\right)\leq\delta.
Proof.

We first show that there exists a kk such that the statement holds. For k=0k=0, we recall that t0,ωε(x)=0t_{0,\omega}^{\varepsilon}(x)=0, so due to Theorem 1.1(e)

μj({xI|t0,ωε(x)Sεand𝒯1,ωε(x)ξε})\displaystyle\mu_{j}\left(\left\{x\in I\ |\ t_{0,\omega}^{\varepsilon}(x)\leq\frac{S}{\varepsilon}\ \mathrm{and}\ \mathcal{T}_{1,\omega}^{\varepsilon}(x)\leq\frac{\xi}{\varepsilon}\right\}\right) 1μj(t1,ωε(x)>ξε)\displaystyle\leq 1-\mu_{j}\left(t_{1,\omega}^{\varepsilon}(x)>\frac{\xi}{\varepsilon}\right)
=1Ijj,ωε(ξε)(ϕj)(x)𝑑Leb(x)\displaystyle=1-\int_{I_{j}}\mathcal{L}_{j,\omega}^{\varepsilon\,(\frac{\xi}{\varepsilon})}(\phi_{j})(x)\,d\mathrm{Leb}(x)
=1νj,ωε(ϕj)λj,ωε(ξε)Ijϕj,ωε(x)𝑑Leb(x)\displaystyle=1-\nu_{j,\omega}^{\varepsilon}(\phi_{j})\lambda_{j,\omega}^{\varepsilon\,(\frac{\xi}{\varepsilon})}\int_{I_{j}}\phi_{j,\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)
+Oε0(θξε).\displaystyle\quad+O_{\varepsilon\to 0}(\theta^{\frac{\xi}{\varepsilon}}).

But thanks to Corollary 4.17, and Theorem 1.1(b),(c) and (e),

limε0μj(t1,ωε(x)>ξε)\displaystyle\lim_{\varepsilon\to 0}\mu_{j}\left(t_{1,\omega}^{\varepsilon}(x)>\frac{\xi}{\varepsilon}\right) =Lebj(ϕj)2eξΩβj,j1,s+βj,j+1,sd(s)\displaystyle=\operatorname{\mathrm{Leb}}_{j}(\phi_{j})^{2}e^{-\xi\int_{\Omega}\beta_{j,j-1,s}+\beta_{j,j+1,s}\,d\mathbb{P}(s)}
=1+oξ0(1).\displaystyle=1+o_{\xi\to 0}(1).

This implies that μj({xI|𝒯1,ωε(x)ξε})=oξ0(1)\mu_{j}\left(\left\{x\in I\ |\ \mathcal{T}_{1,\omega}^{\varepsilon}(x)\leq\frac{\xi}{\varepsilon}\right\}\right)=o_{\xi\to 0}(1). We now prove the result for arbitrary kk. We first note that since μjLebj\mu_{j}\ll\operatorname{\mathrm{Leb}}_{j}, it suffices to prove the result for Lebj\operatorname{\mathrm{Leb}}_{j}. Set Sn,m,ω(x):=k=n+1n+m𝟙Hj,σkωε(Tωε(k)(x))S_{n,m,\omega}(x):=\sum_{k=n+1}^{n+m}\mathds{1}_{H_{j,\sigma^{k}\omega}^{\varepsilon}}(T_{\omega}^{\varepsilon\,(k)}(x)). Observe that

Lebj({xI|kwithtk,ωε(x)Sεand𝒯k+1,ωε(x)ξε})\displaystyle\operatorname{\mathrm{Leb}}_{j}\left(\left\{x\in I\ |\ \exists k\ \mathrm{with}\ t_{k,\omega}^{\varepsilon}(x)\leq\frac{S}{\varepsilon}\ \mathrm{and}\ \mathcal{T}_{k+1,\omega}^{\varepsilon}(x)\leq\frac{\xi}{\varepsilon}\right\}\right)
=n=0SεIj𝟙Hj,σkωε(Tωε(k)(x))𝟙Sn,ξε,ω>0(x)𝑑Leb(x).\displaystyle\qquad=\sum_{n=0}^{\frac{S}{\varepsilon}}\int_{I_{j}}\mathds{1}_{H_{j,\sigma^{k}\omega}^{\varepsilon}}(T_{\omega}^{\varepsilon\,(k)}(x))\mathds{1}_{S_{n,\frac{\xi}{\varepsilon},\omega}>0}(x)\,d\mathrm{Leb}(x).

Due to Lemma 5.6, the probability that xx has an rr-innessential visit to Hj,σnωεH_{j,\sigma^{n}\omega}^{\varepsilon} at time nn can be made small by taking rr small enough. Thus, it suffices to show that

n=0SεIj𝟙j,n,ωε(x)𝟙Sn,ξε,ω>0(x)𝑑Leb(x)\sum_{n=0}^{\frac{S}{\varepsilon}}\int_{I_{j}}\mathds{1}_{\mathcal{E}_{j,n,\omega}^{\varepsilon}}(x)\mathds{1}_{S_{n,\frac{\xi}{\varepsilon},\omega}>0}(x)\,d\mathrm{Leb}(x) (25)

tends to zero as ε0\varepsilon\to 0 and then as ξ0\xi\to 0. We note that each term in (25) is of the form

Ij𝟙j,n,ωε(x)𝟙Sn,ξε,ω>0(x)𝑑Leb(x)=Lebj(j,n,ωε)Lebj(Sn,ξε,ω>0|j,n,ωε).\int_{I_{j}}\mathds{1}_{\mathcal{E}_{j,n,\omega}^{\varepsilon}}(x)\mathds{1}_{S_{n,\frac{\xi}{\varepsilon},\omega}>0}(x)\,d\mathrm{Leb}(x)=\operatorname{\mathrm{Leb}}_{j}(\mathcal{E}_{j,n,\omega}^{\varepsilon})\operatorname{\mathrm{Leb}}_{j}(S_{n,\frac{\xi}{\varepsilon},\omega}>0\ |\ \mathcal{E}_{j,n,\omega}^{\varepsilon}).

Thus by Lemma 5.7,

n=0SεIj𝟙j,n,ωε(x)𝟙Sn,ξε,ω>0(x)𝑑Leb(x)\displaystyle\sum_{n=0}^{\frac{S}{\varepsilon}}\int_{I_{j}}\mathds{1}_{\mathcal{E}_{j,n,\omega}^{\varepsilon}}(x)\mathds{1}_{S_{n,\frac{\xi}{\varepsilon},\omega}>0}(x)\,d\mathrm{Leb}(x) maxnSεLebj(Sn,ξε,ω>0|j,n,ωε)k=0SεLebj(j,k,ωε)\displaystyle\leq\max_{n\leq\frac{S}{\varepsilon}}\operatorname{\mathrm{Leb}}_{j}(S_{n,\frac{\xi}{\varepsilon},\omega}>0\ |\ \mathcal{E}_{j,n,\omega}^{\varepsilon})\sum_{k=0}^{\frac{S}{\varepsilon}}\operatorname{\mathrm{Leb}}_{j}(\mathcal{E}_{j,k,\omega}^{\varepsilon})
M~ε(Sε+1)maxnSεLebj(Sn,ξε,ω>0|j,n,ωε).\displaystyle\leq\tilde{M}\varepsilon\left(\frac{S}{\varepsilon}+1\right)\max_{n\leq\frac{S}{\varepsilon}}\operatorname{\mathrm{Leb}}_{j}(S_{n,\frac{\xi}{\varepsilon},\omega}>0\ |\ \mathcal{E}_{j,n,\omega}^{\varepsilon}).

We conclude by showing that maxnSεLebj(Sn,ξε,ω>0|j,n,ωε)\max_{n\leq\frac{S}{\varepsilon}}\operatorname{\mathrm{Leb}}_{j}(S_{n,\frac{\xi}{\varepsilon},\omega}>0\ |\ \mathcal{E}_{j,n,\omega}^{\varepsilon}) is small. Indeed, we note that for a fixed M0M_{0}, Sn,M0,ω(x)=0S_{n,M_{0},\omega}(x)=0 for all xj,n,ωεx\in\mathcal{E}_{j,n,\omega}^{\varepsilon} due to (I5), provided ε\varepsilon is small.151515Note that (I5) implies that for every k>0k>0, 𝒞0(T0(k))1(H0)=\mathcal{C}^{0}\cap(T^{0\,(k)})^{-1}(H^{0})=\emptyset. Let kM0k\geq M_{0} and set J=Hj,σn+kωεJ=H_{j,\sigma^{n+k}\omega}^{\varepsilon} in the statement of Lemma 5.4. Through a similar argument to that made in the proof of Lemma 5.6, for a fixed nn\in\mathbb{N} there exists M1,M2,C2,C3>0M_{1},M_{2},C_{2},C_{3}>0 such that for ε>0\varepsilon>0 sufficiently small, the probability of landing in Hj,σn+kωεH_{j,\sigma^{n+k}\omega}^{\varepsilon} after n+kn+k steps is bounded by

Lebj(rn+k,ω(x)M1ε)\displaystyle\operatorname{\mathrm{Leb}}_{j}({r_{n+k,\omega}(x)\leq M_{1}\varepsilon}) Lebj(r0,ω(x)M1εΛn+k)+M2εLebj(Hj,σn+kωε)\displaystyle\leq\operatorname{\mathrm{Leb}}_{j}(r_{0,\omega}(x)\leq M_{1}\frac{\varepsilon}{\Lambda^{n+k}})+M_{2}\varepsilon\operatorname{\mathrm{Leb}}_{j}(H_{j,\sigma^{n+k}\omega}^{\varepsilon})
C2εΛk+C3ε2.\displaystyle\leq C_{2}\frac{\varepsilon}{\Lambda^{k}}+C_{3}\varepsilon^{2}. (26)

In the above, we have used Lemma 4.13 for ε>0\varepsilon>0 sufficiently small. So, to conclude, we see that with the same M1>0M_{1}>0 as above,

n=0SεIj\displaystyle\sum_{n=0}^{\frac{S}{\varepsilon}}\int_{I_{j}} 𝟙j,n,ωε(x)𝟙Sn,ξε,ω>0(x)dLeb(x)\displaystyle\mathds{1}_{\mathcal{E}_{j,n,\omega}^{\varepsilon}}(x)\mathds{1}_{S_{n,\frac{\xi}{\varepsilon},\omega}>0}(x)\,d\mathrm{Leb}(x)
M~ε(Sε+1)maxnSεLebj(Sn,ξε,ω>0|j,n,ωε)\displaystyle\leq\tilde{M}\varepsilon\left(\frac{S}{\varepsilon}+1\right)\max_{n\leq\frac{S}{\varepsilon}}\operatorname{\mathrm{Leb}}_{j}(S_{n,\frac{\xi}{\varepsilon},\omega}>0\ |\ \mathcal{E}_{j,n,\omega}^{\varepsilon})
=M~ε(Sε+1)maxnSεLebj(Sn+M0,ξεM0,ω>0|j,n,ωε)\displaystyle=\tilde{M}\varepsilon\left(\frac{S}{\varepsilon}+1\right)\max_{n\leq\frac{S}{\varepsilon}}\operatorname{\mathrm{Leb}}_{j}(S_{n+M_{0},\frac{\xi}{\varepsilon}-M_{0},\omega}>0\ |\ \mathcal{E}_{j,n,\omega}^{\varepsilon})
=M~ε(Sε+1)maxnSεk=M0+1ξε(Lebj(𝟙Hj,σn+kωε(Tωε(n+k)(x))>0|j,n,ωε))\displaystyle=\tilde{M}\varepsilon\left(\frac{S}{\varepsilon}+1\right)\max_{n\leq\frac{S}{\varepsilon}}\sum_{k=M_{0}+1}^{\frac{\xi}{\varepsilon}}\bigg{(}\operatorname{\mathrm{Leb}}_{j}(\mathds{1}_{H_{j,\sigma^{n+k}\omega}^{\varepsilon}}(T_{\omega}^{\varepsilon\,(n+k)}(x))>0\ |\ \mathcal{E}_{j,n,\omega}^{\varepsilon})\bigg{)}
M~ε(Sε+1)maxnSεk=M0+1ξεLebj(rn+k,ω(x)M1ε)Lebj(j,n,ωε).\displaystyle\leq\tilde{M}\varepsilon\left(\frac{S}{\varepsilon}+1\right)\max_{n\leq\frac{S}{\varepsilon}}\sum_{k=M_{0}+1}^{\frac{\xi}{\varepsilon}}\frac{\operatorname{\mathrm{Leb}}_{j}({r_{n+k,\omega}(x)\leq M_{1}\varepsilon})}{\operatorname{\mathrm{Leb}}_{j}(\mathcal{E}_{j,n,\omega}^{\varepsilon})}.

But, thanks to (26), there exists a K2>0K_{2}>0 such that for ε>0\varepsilon>0 sufficiently small, Lebj(rn+k,ω(x)M1ε)K2ε(ε+1/Λk)\operatorname{\mathrm{Leb}}_{j}({r_{n+k,\omega}(x)\leq M_{1}\varepsilon})\leq K_{2}\varepsilon(\varepsilon+1/\Lambda^{k}). So, applying Lemma 5.7 we find that there exists a C>0C>0 such that

n=0SεIj𝟙j,n,ωε(x)𝟙Sn,ξε,ω>0(x)𝑑Leb(x)\displaystyle\sum_{n=0}^{\frac{S}{\varepsilon}}\int_{I_{j}}\mathds{1}_{\mathcal{E}_{j,n,\omega}^{\varepsilon}}(x)\mathds{1}_{S_{n,\frac{\xi}{\varepsilon},\omega}>0}(x)\,d\mathrm{Leb}(x) M~ε(Sε+1)k=M0+1ξεK2m~(ε+1Λk)\displaystyle\leq\tilde{M}\varepsilon\left(\frac{S}{\varepsilon}+1\right)\sum_{k=M_{0}+1}^{\frac{\xi}{\varepsilon}}\frac{K_{2}}{\tilde{m}}\left(\varepsilon+\frac{1}{\Lambda^{k}}\right)
C(S+ε)k=M0+1ξε(ε+1Λk)\displaystyle\leq C(S+\varepsilon)\sum_{k=M_{0}+1}^{\frac{\xi}{\varepsilon}}\left(\varepsilon+\frac{1}{\Lambda^{k}}\right)
=C(S+ε)(Λξ+M0ε(1Λ)+ΛM0ΛξεξΛ1).\displaystyle=C(S+\varepsilon)\left(\frac{\Lambda\xi+M_{0}\varepsilon(1-\Lambda)+\Lambda^{-M_{0}}-\Lambda^{-\frac{\xi}{\varepsilon}}-\xi}{\Lambda-1}\right).

Thus

limε0n=0SεIj𝟙j,n,ωε(x)𝟙Sn,ξε,ω>0(x)𝑑Leb(x)=CSΛ1(ΛM0ξ+Λξ)\lim_{\varepsilon\to 0}\sum_{n=0}^{\frac{S}{\varepsilon}}\int_{I_{j}}\mathds{1}_{\mathcal{E}_{j,n,\omega}^{\varepsilon}}(x)\mathds{1}_{S_{n,\frac{\xi}{\varepsilon},\omega}>0}(x)\,d\mathrm{Leb}(x)=\frac{CS}{\Lambda-1}(\Lambda^{-M_{0}}-\xi+\Lambda\xi)

which tends to zero by taking ξ0\xi\to 0 and M0M_{0} large. ∎

We may now prove the main result of this section.

Proof of Theorem 1.2.

The result follows by induction on pp. We divide the proof into several steps. We begin with Step 1 and Step 2, which allow us to prove the base case when p=1p=1.

Step 1.

Fix j,r1{1,,m}j,r_{1}\in\{1,\cdots,m\} and let [a1,b1][a_{1},b_{1}] be an interval. Then for \mathbb{P}-a.e. ωΩ\omega\in\Omega, the function

Bj,r1,ωε:=νj,ωε(ϕj)Oε0(esssupωΩsupxHj,r1,ωε|ϕj,ωε(x)ϕj(x)|)n=a1εb1ελj,ωε(n)Lebj(Hj,r1,σnωε)B_{j,r_{1},\omega}^{\varepsilon}:=\nu_{j,\omega}^{\varepsilon}(\phi_{j})O_{\varepsilon\to 0}\left(\operatorname*{ess\,sup}_{\omega\in\Omega}\sup_{x\in H_{j,r_{1},\omega}^{\varepsilon}}|\phi_{j,\omega}^{\varepsilon}(x)-\phi_{j}(x)|\right)\sum_{n=\frac{a_{1}}{\varepsilon}}^{\frac{b_{1}}{\varepsilon}}\lambda_{j,\omega}^{\varepsilon\,(n)}\operatorname{\mathrm{Leb}}_{j}({H_{j,r_{1},\sigma^{n}\omega}^{\varepsilon}}) (27)

satisfies

limε0Bj,r1,ωε=0.\lim_{\varepsilon\to 0}B_{j,r_{1},\omega}^{\varepsilon}=0.
Proof.

Recall by Lemma 4.13, there exists an M>0M>0 such that for \mathbb{P}-a.e. ωΩ\omega\in\Omega, Lebj(Hj,r1,σnωε)Mε+oε0(ε)\operatorname{\mathrm{Leb}}_{j}(H_{j,r_{1},\sigma^{n}\omega}^{\varepsilon})\leq M\varepsilon+o_{\varepsilon\to 0}(\varepsilon). In turn, for \mathbb{P}-a.e. ωΩ\omega\in\Omega, due to Lemma 4.13 and Theorem 1.1(a)

Bj,r1,ωε\displaystyle B_{j,r_{1},\omega}^{\varepsilon} νj,ωε(ϕj)Oε0(esssupωΩsupxHj,r1,ωε|ϕj,ωε(x)ϕj(x)|)(Mε+oε0(ε))n=a1εb1ελj,ωε(n)\displaystyle\leq\nu_{j,\omega}^{\varepsilon}(\phi_{j})O_{\varepsilon\to 0}\left(\operatorname*{ess\,sup}_{\omega\in\Omega}\sup_{x\in H_{j,r_{1},\omega}^{\varepsilon}}|\phi_{j,\omega}^{\varepsilon}(x)-\phi_{j}(x)|\right)(M\varepsilon+o_{\varepsilon\to 0}(\varepsilon))\sum_{n=\frac{a_{1}}{\varepsilon}}^{\frac{b_{1}}{\varepsilon}}\lambda_{j,\omega}^{\varepsilon\,({n}{})}
νj,ωε(ϕj)Oε0(esssupωΩsupxHj,r1,ωε|ϕj,ωε(x)ϕj(x)|)(M+oε0(1))(b1a1+ε).\displaystyle\leq\nu_{j,\omega}^{\varepsilon}(\phi_{j})O_{\varepsilon\to 0}\left(\operatorname*{ess\,sup}_{\omega\in\Omega}\sup_{x\in H_{j,r_{1},\omega}^{\varepsilon}}|\phi_{j,\omega}^{\varepsilon}(x)-\phi_{j}(x)|\right)(M+o_{\varepsilon\to 0}(1))\left({b_{1}-a_{1}}+{\varepsilon}\right).

Observe that Theorem 1.1(b) asserts that limε0esssupωΩ|νj,ωε(ϕj)Lebj(ϕj)|=0\lim_{\varepsilon\to 0}\operatorname*{ess\,sup}_{\omega\in\Omega}|\nu_{j,\omega}^{\varepsilon}(\phi_{j})-\operatorname{\mathrm{Leb}}_{j}(\phi_{j})|=0 where Lebj(ϕj)=1\operatorname{\mathrm{Leb}}_{j}(\phi_{j})=1 since esssupωΩνj,ωεLebjBV(Ij)esssupωΩ|νj,ωε(ϕj)Lebj(ϕj)|\operatorname*{ess\,sup}_{\omega\in\Omega}||\nu_{j,\omega}^{\varepsilon}-\operatorname{\mathrm{Leb}}_{j}||_{\operatorname*{BV}^{*}(I_{j})}\geq\operatorname*{ess\,sup}_{\omega\in\Omega}|\nu_{j,\omega}^{\varepsilon}(\phi_{j})-\operatorname{\mathrm{Leb}}_{j}(\phi_{j})|. Thus, by applying Theorem 1.1(d), the result follows. ∎

Step 2.

Fix j,r1{1,,m}j,r_{1}\in\{1,\cdots,m\} and let [a1,b1][a_{1},b_{1}] be an interval. Then for \mathbb{P}-a.e. ωΩ\omega\in\Omega, the function

Aj,r1,ωε:=νj,ωε(ϕj)n=a1εb1ελj,ωε(n)μj(Hj,r1,σnωε)A_{j,r_{1},\omega}^{\varepsilon}:=\nu_{j,\omega}^{\varepsilon}(\phi_{j})\sum_{n=\frac{a_{1}}{\varepsilon}}^{\frac{b_{1}}{\varepsilon}}\lambda_{j,\omega}^{\varepsilon\,(n)}\mu_{j}(H_{j,r_{1},\sigma^{n}\omega}^{\varepsilon}) (28)

satisfies

limε0Aj,r1,ωε=Ωβj,r1,ω𝑑(ω)a1b1etΩβj,j1,ω+βj,j+1,ωd(ω)𝑑t.\lim_{\varepsilon\to 0}A_{j,r_{1},\omega}^{\varepsilon}=\int_{\Omega}\beta_{j,r_{1},\omega}\,d\mathbb{P}(\omega)\int_{a_{1}}^{b_{1}}e^{-t\int_{\Omega}\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega}\,d\mathbb{P}(\omega)}\,dt.
Proof.

Due to Theorem 1.1(a) and (P4) we find that

Aj,r1,ωε\displaystyle A_{j,r_{1},\omega}^{\varepsilon} =νj,ωε(ϕj)n=a1εb1ε(εβj,r1,σnω+oε0(ε))k=0n1(1ε(βj,j1,σkω+βj,j+1,σkω)+oε0(ε))\displaystyle=\nu_{j,\omega}^{\varepsilon}(\phi_{j})\sum_{n=\frac{a_{1}}{\varepsilon}}^{{\frac{b_{1}}{\varepsilon}}{}}(\varepsilon\beta_{j,r_{1},\sigma^{n}\omega}+o_{\varepsilon\to 0}(\varepsilon))\prod_{k=0}^{n-1}(1-\varepsilon(\beta_{j,j-1,\sigma^{k}\omega}+\beta_{j,j+1,\sigma^{k}\omega})+o_{\varepsilon\to 0}(\varepsilon))
=νj,ωε(ϕj)λj,ωε(a1ε)n=0b1a1ε(εβj,r1,σn+a1εω+oε0(ε))k=0n1(1ε(βj,j1,σk+a1εω\displaystyle=\nu_{j,\omega}^{\varepsilon}(\phi_{j})\lambda_{j,\omega}^{\varepsilon\,(\frac{a_{1}}{\varepsilon})}\sum_{n=0}^{{\frac{b_{1}-a_{1}}{\varepsilon}}{}}(\varepsilon\beta_{j,r_{1},\sigma^{n+\frac{a_{1}}{\varepsilon}}\omega}+o_{\varepsilon\to 0}(\varepsilon))\prod_{k=0}^{n-1}(1-\varepsilon(\beta_{j,j-1,\sigma^{k+\frac{a_{1}}{\varepsilon}}\omega}
+βj,j+1,σk+a1εω)+oε0(ε)).\displaystyle\qquad+\beta_{j,j+1,\sigma^{k+\frac{a_{1}}{\varepsilon}}\omega})+o_{\varepsilon\to 0}(\varepsilon)).

As in Step 1, we know that due to Theorem 1.1(b), limε0esssupωΩ|νj,ωε(ϕj)1|=0\lim_{\varepsilon\to 0}\operatorname*{ess\,sup}_{\omega\in\Omega}|\nu_{j,\omega}^{\varepsilon}(\phi_{j})-1|=0. Further, Corollary 4.17 asserts that λj,ωε(a1ε)=exp(a1(Ωβj,j1,s+βj,j+1,sd(s)+oω,ε0(1)))\lambda_{j,\omega}^{\varepsilon\,(\frac{a_{1}}{\varepsilon})}=\exp(-a_{1}(\int_{\Omega}\beta_{j,j-1,s}+\beta_{j,j+1,s}\,d\mathbb{P}(s)+o_{\omega,\varepsilon\to 0}(1))). Thus, recalling Remark 5.3 and applying Lemma 5.2 with t=b1a1εt=b_{1}-a_{1}-\varepsilon,

limε0Aj,r1,ωε\displaystyle\lim_{\varepsilon\to 0}A_{j,r_{1},\omega}^{\varepsilon} =Ωβj,r1,ω𝑑(ω)a1b1etΩβj,j1,ω+βj,j+1,ωd(ω)𝑑t.\displaystyle=\int_{\Omega}\beta_{j,r_{1},\omega}\,d\mathbb{P}(\omega)\int_{a_{1}}^{b_{1}}e^{-t\int_{\Omega}\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega}\,d\mathbb{P}(\omega)}\,dt.

We may now prove the base case.

Step 3 (The base case).

Fix j{1,,m}j\in\{1,\cdots,m\}. Take an interval Δ1=[a1,b1]\Delta_{1}=[a_{1},b_{1}] and a number r1{1,,m}r_{1}\in\{1,\cdots,m\}. Then for \mathbb{P}-a.e. ωΩ\omega\in\Omega,

limε0μj({xI|ε𝒯1,ωε(x)Δ1andz(Tωε(t1,ωε(x))(x))=r1})\displaystyle\lim_{\varepsilon\to 0}\mu_{j}\left(\left\{x\in I\ \big{|}\ \varepsilon\mathcal{T}_{1,\omega}^{\varepsilon}(x)\in\Delta_{1}\ \mathrm{and}\ z(T_{\omega}^{\varepsilon\,(t_{1,\omega}^{\varepsilon}(x))}(x))=r_{1}\right\}\right)
=Ωβj,r1,ω𝑑(ω)a1b1etΩβj,j1,ω+βj,j+1,ωd(ω)𝑑t.\displaystyle\qquad=\int_{\Omega}\beta_{j,r_{1},\omega}\,d\mathbb{P}(\omega)\int_{a_{1}}^{b_{1}}e^{-t\int_{\Omega}\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega}\,d\mathbb{P}(\omega)}\,dt.
Proof.

Fix p=1p=1 and nn\in\mathbb{N}. Take an interval Δ1=[a1,b1]\Delta_{1}=[a_{1},b_{1}] and a number r1{1,,m}r_{1}\in\{1,\cdots,m\}, then

μj({xI|𝒯1,ωε(x)=nandz(Tωε(t1,ωε(x))(x))=r1})\displaystyle\mu_{j}\left(\left\{x\in I\ \big{|}\ \mathcal{T}_{1,\omega}^{\varepsilon}(x)=n\ \mathrm{and}\ z(T_{\omega}^{\varepsilon\,(t_{1,\omega}^{\varepsilon}(x))}(x))=r_{1}\right\}\right)
={yI|t1,ωε(y)=nandz(Tωε(t1,ωε(y))(y))=r1}ϕj(x)𝑑Leb(x)\displaystyle\qquad=\int_{\left\{y\in I\ \big{|}\ {t}_{1,\omega}^{\varepsilon}(y)=n\ \mathrm{and}\ z(T_{\omega}^{\varepsilon\,(t_{1,\omega}^{\varepsilon}(y))}(y))=r_{1}\right\}}\phi_{j}(x)\,d\mathrm{Leb}(x)
=Hj,r1,σnωεj,ωε(n)(ϕj)(x)𝑑Leb(x).\displaystyle\qquad=\int_{H_{j,r_{1},\sigma^{n}\omega}^{\varepsilon}}\mathcal{L}_{j,\omega}^{\varepsilon\,(n)}(\phi_{j})(x)\,d\mathrm{Leb}(x).

By Theorem 1.1(e),

Hj,r1,σnωεj,ωε(n)(ϕj)(x)𝑑Leb(x)\displaystyle\int_{H_{j,r_{1},\sigma^{n}\omega}^{\varepsilon}}\mathcal{L}_{j,\omega}^{\varepsilon\,(n)}(\phi_{j})(x)\,d\mathrm{Leb}(x) =λj,ωε(n)νj,ωε(ϕj)Hj,r1,σnωεϕj,σnωε(x)𝑑Leb(x)+Oε0(θn).\displaystyle=\lambda_{j,\omega}^{\varepsilon\,(n)}\nu_{j,\omega}^{\varepsilon}(\phi_{j})\int_{H_{j,r_{1},\sigma^{n}\omega}^{\varepsilon}}\phi_{j,\sigma^{n}\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)+O_{\varepsilon\to 0}(\theta^{n}).

Summing over nΔ1/εn\in\Delta_{1}/\varepsilon, we find that

n=a1εb1εHj,r1,σnωεj,ωε(n)(ϕj)(x)𝑑Leb(x)\displaystyle\sum_{n=\frac{a_{1}}{\varepsilon}}^{\frac{b_{1}}{\varepsilon}}\int_{H_{j,r_{1},\sigma^{n}\omega}^{\varepsilon}}\mathcal{L}_{j,\omega}^{\varepsilon\,(n)}(\phi_{j})(x)\,d\mathrm{Leb}(x) =νj,ωε(ϕj)n=a1εb1ελj,ωε(n)Hj,r1,σnωεϕj,σnωε(x)𝑑Leb(x)\displaystyle=\nu_{j,\omega}^{\varepsilon}(\phi_{j})\sum_{n=\frac{a_{1}}{\varepsilon}}^{\frac{b_{1}}{\varepsilon}}\lambda_{j,\omega}^{\varepsilon\,(n)}\int_{H_{j,r_{1},\sigma^{n}\omega}^{\varepsilon}}\phi_{j,\sigma^{n}\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)\phantom{sdf} (29)
+Oε0(θa1εθb1ε+11θ)\displaystyle\quad+O_{\varepsilon\to 0}\left(\frac{\theta^{\frac{a_{1}}{\varepsilon}}-\theta^{\frac{b_{1}}{\varepsilon}+1}}{1-\theta}\right)
=Aj,r1,ωε+Bj,r1,ωε+Oε0(θa1εθb1ε+11θ)\displaystyle=A_{j,r_{1},\omega}^{\varepsilon}+B_{j,r_{1},\omega}^{\varepsilon}+O_{\varepsilon\to 0}\left(\frac{\theta^{\frac{a_{1}}{\varepsilon}}-\theta^{\frac{b_{1}}{\varepsilon}+1}}{1-\theta}\right)

where Aj,r1,ωεA_{j,r_{1},\omega}^{\varepsilon} and Bj,r1,ωεB_{j,r_{1},\omega}^{\varepsilon} are given by (28) and (27), respectively. In the last line, we have added and subtracted ϕjBV(Ij)\phi_{j}\in\operatorname*{BV}(I_{j}) under the integral appearing in (29). One can verify that limε0Oε0(θa1εθb1ε+11θ)=0\lim_{\varepsilon\to 0}O_{\varepsilon\to 0}\left(\frac{\theta^{\frac{a_{1}}{\varepsilon}}-\theta^{\frac{b_{1}}{\varepsilon}+1}}{1-\theta}\right)=0, and thus, by Step 1 and Step 2,

limε0μj({xI|ε𝒯1,ωε(x)Δ1andz(Tωε(t1,ωε(x))(x))=r1})\displaystyle\lim_{\varepsilon\to 0}\mu_{j}\left(\left\{x\in I\ \big{|}\ \varepsilon\mathcal{T}_{1,\omega}^{\varepsilon}(x)\in\Delta_{1}\ \mathrm{and}\ z(T_{\omega}^{\varepsilon\,(t_{1,\omega}^{\varepsilon}(x))}(x))=r_{1}\right\}\right)
=Ωβj,r1,ω𝑑(ω)a1b1etΩβj,j1,ω+βj,j+1,ωd(ω)𝑑t.\displaystyle\qquad=\int_{\Omega}\beta_{j,r_{1},\omega}\,d\mathbb{P}(\omega)\int_{a_{1}}^{b_{1}}e^{-t\int_{\Omega}\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega}\,d\mathbb{P}(\omega)}\,dt.

For the inductive step, let pp\in\mathbb{N} and suppose Theorem 1.2 holds for k=1,,pk=1,\dots,p and define the sets

Γp,ωε:={xI|ε𝒯k,ωε(x)Δkandz(Tωε(tk,ωε(x))(x))=rkfork=1,,p}\Gamma_{p,\omega}^{\varepsilon}:=\left\{x\in I\ |\ \varepsilon\mathcal{T}_{k,\omega}^{\varepsilon}(x)\in\Delta_{k}\ \mathrm{and}\ z(T_{\omega}^{\varepsilon\,(t_{k,\omega}^{\varepsilon}(x))}(x))=r_{k}\ \mathrm{for}\ k=1,\cdots,p\right\} (30)

and operators Γp,ωε:BV(I)BV(I)\mathcal{L}_{\Gamma_{p,\omega}^{\varepsilon}}:\operatorname*{BV}(I)\to\operatorname*{BV}(I) as

Γp,ωε(f)(x):=Tωε(tp,ωε(x))(y)=x,yΓp,ωεf(y)|(Tωε(tp,ωε(y)))(y)|.\mathcal{L}_{\Gamma_{p,\omega}^{\varepsilon}}(f)(x):=\sum_{\begin{subarray}{c}T_{\omega}^{\varepsilon\,(t_{p,\omega}^{\varepsilon}(x))}(y)=x,\\ y\in\Gamma_{p,\omega}^{\varepsilon}\end{subarray}}\frac{f(y)}{|(T_{\omega}^{\varepsilon\,(t_{p,\omega}^{\varepsilon}(y))})^{\prime}(y)|}. (31)

It remains to show that Theorem 1.2 holds for k=p+1k=p+1, that is, for a fixed j{1,,m}j\in\{1,\cdots,m\}, an interval Δp+1=[ap+1,bp+1]\Delta_{p+1}=[a_{p+1},b_{p+1}], and a number rp+1{1,,m}r_{p+1}\in\{1,\cdots,m\},

limε0μj({xI|ε𝒯p+1,ωε(x)Δp+1andz(Tωε(tp+1,ωε(x))(x))=rp+1}Γp,ωε)\displaystyle\lim_{\varepsilon\to 0}\mu_{j}\left(\left\{x\in I\ |\ \varepsilon\mathcal{T}_{p+1,\omega}^{\varepsilon}(x)\in\Delta_{p+1}\ \mathrm{and}\ z(T_{\omega}^{\varepsilon\,(t_{p+1,\omega}^{\varepsilon}(x))}(x))=r_{p+1}\right\}\cap\Gamma_{p,\omega}^{\varepsilon}\right)
=Ωβrp,rp+1,ω𝑑(ω)ap+1bp+1etΩβrp,rp1,ω+βrp,rp+1,ωd(ω)𝑑tlimε0μj(Γp,ωε).\displaystyle\quad=\int_{\Omega}\beta_{r_{p},r_{p+1},\omega}\,d\mathbb{P}(\omega)\int_{a_{p+1}}^{b_{p+1}}e^{-t\int_{\Omega}\beta_{r_{p},r_{p}-1,\omega}+\beta_{r_{p},r_{p}+1,\omega}\,d\mathbb{P}(\omega)}\,dt\lim_{\varepsilon\to 0}\mu_{j}(\Gamma_{p,\omega}^{\varepsilon}). (32)

Fix ξ>0\xi>0 and take yIy\in I. In what follows, consider the function

γξ,j,rp,ωε:=rp,σtp,ωε(y)ωε(ξε)(𝟙IrpΓp,ωε(ϕj))\gamma_{\xi,j,r_{p},\omega}^{\varepsilon}:=\mathcal{L}_{r_{p},\sigma^{t_{p,\omega}^{\varepsilon}(y)}\omega}^{\varepsilon\,(\frac{\xi}{\varepsilon})}(\mathds{1}_{I_{r_{p}}}\cdot\mathcal{L}_{\Gamma_{p,\omega}^{\varepsilon}}(\phi_{j})) (33)

and its extension

γ^ξ,j,rp,ωε:=γξ,j,rp,ωε𝟙Irp.\hat{\gamma}_{\xi,j,r_{p},\omega}^{\varepsilon}:=\gamma_{\xi,j,r_{p},\omega}^{\varepsilon}\cdot\mathds{1}_{I_{r_{p}}}. (34)

In Step 4 we show that for \mathbb{P}-a.e. ωΩ\omega\in\Omega, γ^ξ,j,rp,ωεBV(I)||\hat{\gamma}_{\xi,j,r_{p},\omega}^{\varepsilon}||_{\operatorname*{BV}(I)} is uniformly bounded over ε>0\varepsilon>0 sufficiently small, crucial to obtain (32).

Step 4.

Fix ξ>0,p\xi>0,\,p\in\mathbb{N} and j,rp{1,,m}j,r_{p}\in\{1,\cdots,m\}. Then for all ε>0\varepsilon>0 sufficiently small and \mathbb{P}-a.e. ωΩ\omega\in\Omega, there exists Cω>0C_{\omega}>0 such that

γ^ξ,j,rp,ωεBV(I)Cω,||\hat{\gamma}_{\xi,j,r_{p},\omega}^{\varepsilon}||_{\operatorname*{BV}(I)}\leq C_{\omega},

where γ^ξ,j,rp,ωε\hat{\gamma}_{\xi,j,r_{p},\omega}^{\varepsilon} is as in (34).

Proof.

The result follows by induction on pp\in\mathbb{N}. When p=1p=1, observe that

Γ1,ωε(ϕj)\displaystyle\mathcal{L}_{\Gamma_{1,\omega}^{\varepsilon}}(\phi_{j}) =n=a1εb1εσn1ωε(j,ωε(n1)(ϕj)𝟙Hj,r1,σn1ωε).\displaystyle=\sum_{n=\frac{a_{1}}{\varepsilon}}^{\frac{b_{1}}{\varepsilon}}\mathcal{L}_{\sigma^{n-1}\omega}^{\varepsilon}\left(\mathcal{L}_{j,\omega}^{\varepsilon\,(n-1)}(\phi_{j})\cdot\mathds{1}_{H_{j,r_{1},\sigma^{n-1}\omega}^{\varepsilon}}\right). (35)

Therefore, due to (P3), (P5), Lemma 9 and (35), there exists C>0C>0 such that for \mathbb{P}-a.e. ωΩ\omega\in\Omega,

γ^ξ,j,r1,ωεBV(I)\displaystyle||\hat{\gamma}_{\xi,j,r_{1},\omega}^{\varepsilon}||_{\operatorname*{BV}(I)} C(n=a1εb1ε(rξεj,ωε(n1)(ϕj)BV(I)+j,ωε(n1)(ϕj)𝟙Hj,r1,σn1ωεL1(Leb))).\displaystyle\leq C\left(\sum_{n=\frac{a_{1}}{\varepsilon}}^{\frac{b_{1}}{\varepsilon}}\left(r^{\frac{\xi}{\varepsilon}}||\mathcal{L}_{j,\omega}^{\varepsilon\,(n-1)}(\phi_{j})||_{\operatorname*{BV}(I)}+||\mathcal{L}_{j,\omega}^{\varepsilon\,(n-1)}(\phi_{j})\cdot\mathds{1}_{H_{j,r_{1},\sigma^{n-1}\omega}^{\varepsilon}}||_{L^{1}(\operatorname{\mathrm{Leb}})}\right)\right). (36)

From Step 3, observe that by (29)

n=a1εb1εj,ωε(n1)(ϕj)𝟙Hj,r1,σn1ωεL1(Leb)\displaystyle\sum_{n=\frac{a_{1}}{\varepsilon}}^{\frac{b_{1}}{\varepsilon}}||\mathcal{L}_{j,\omega}^{\varepsilon\,(n-1)}(\phi_{j})\cdot\mathds{1}_{H_{j,r_{1},\sigma^{n-1}\omega}^{\varepsilon}}||_{L^{1}(\operatorname{\mathrm{Leb}})}
=νj,ωε(ϕj)n=a1εb1ελj,ωε(n1)Hj,r1,σn1ωεϕj,σn1ωε(x)𝑑Leb(x)+Oε0(θa1ε1θb1ε1θ).\displaystyle\qquad=\nu_{j,\omega}^{\varepsilon}(\phi_{j})\sum_{n=\frac{a_{1}}{\varepsilon}}^{\frac{b_{1}}{\varepsilon}}\lambda_{j,\omega}^{\varepsilon\,(n-1)}\int_{H_{j,r_{1},\sigma^{n-1}\omega}^{\varepsilon}}\phi_{j,\sigma^{n-1}\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)+O_{\varepsilon\to 0}\left(\frac{\theta^{\frac{a_{1}}{\varepsilon}-1}-\theta^{\frac{b_{1}}{\varepsilon}}}{1-\theta}\right).

Therefore, following the same argument from Step 3, we find that for \mathbb{P}-a.e. ωΩ\omega\in\Omega,

n=a1εb1εj,ωε(n1)(ϕj)𝟙Hj,r1,σn1ωεL1(Leb)\displaystyle\sum_{n=\frac{a_{1}}{\varepsilon}}^{\frac{b_{1}}{\varepsilon}}||\mathcal{L}_{j,\omega}^{\varepsilon\,(n-1)}(\phi_{j})\cdot\mathds{1}_{H_{j,r_{1},\sigma^{n-1}\omega}^{\varepsilon}}||_{L^{1}(\operatorname{\mathrm{Leb}})}
=Ωβj,r1,ω𝑑(ω)a1b1etΩβj,j1,ω+βj,j+1,ωd(ω)𝑑t+oω,ε0(1).\displaystyle\qquad=\int_{\Omega}\beta_{j,r_{1},\omega}\,d\mathbb{P}(\omega)\int_{a_{1}}^{b_{1}}e^{-t\int_{\Omega}\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega}\,d\mathbb{P}(\omega)}\,dt+o_{\omega,\varepsilon\to 0}(1). (37)

Due to Theorem 1.1, for all ε>0\varepsilon>0 sufficiently small and \mathbb{P}-a.e. ωΩ\omega\in\Omega, there exists K>0K>0 such that νj,ωεBV(Ij),ϕj,ωεBV(Ij)K||\nu_{j,\omega}^{\varepsilon}||_{\operatorname*{BV}^{*}(I_{j})},||\phi_{j,\omega}^{\varepsilon}||_{\operatorname*{BV}(I_{j})}\leq K. Set β¯j,ωε:=Ωβj,j1,ω+βj,j+1,ωd(ω)+oω,ε0(1)\bar{\beta}_{j,\omega}^{\varepsilon}:=\int_{\Omega}\beta_{j,j-1,\omega}+\beta_{j,j+1,\omega}\,d\mathbb{P}(\omega)+o_{\omega,\varepsilon\to 0}(1). Using Theorem 1.1(e) and Corollary 4.17, for \mathbb{P}-a.e. ωΩ\omega\in\Omega,

n=a1εb1εrξεj,ωε(n1)(ϕj)BV(I)\displaystyle\sum_{n=\frac{a_{1}}{\varepsilon}}^{\frac{b_{1}}{\varepsilon}}r^{\frac{\xi}{\varepsilon}}||\mathcal{L}_{j,\omega}^{\varepsilon\,(n-1)}(\phi_{j})||_{\operatorname*{BV}(I)} (38)
=rξενj,ωε(ϕj)n=a1εb1ελj,ωε(n1)ϕj,σn1ωεBV(Ij)+rξεOε0(θa1ε1θb1ε1θ)\displaystyle\qquad=r^{\frac{\xi}{\varepsilon}}\nu_{j,\omega}^{\varepsilon}(\phi_{j})\sum_{n=\frac{a_{1}}{\varepsilon}}^{\frac{b_{1}}{\varepsilon}}\lambda_{j,\omega}^{\varepsilon\,(n-1)}||\phi_{j,\sigma^{n-1}\omega}^{\varepsilon}||_{\operatorname*{BV}(I_{j})}+r^{\frac{\xi}{\varepsilon}}O_{\varepsilon\to 0}\left(\frac{\theta^{\frac{a_{1}}{\varepsilon}-1}-\theta^{\frac{b_{1}}{\varepsilon}}}{1-\theta}\right)
Krξεe(a1+ε)β¯j,ωε(eεβ¯j,ωεe(b1a1)β¯j,ωεeεβ¯j,ωε1)+rξεOε0(θa1ε1θb1ε1θ)\displaystyle\qquad\leq Kr^{\frac{\xi}{\varepsilon}}e^{-(a_{1}+\varepsilon)\bar{\beta}_{j,\omega}^{\varepsilon}}\left(\frac{e^{\varepsilon\bar{\beta}_{j,\omega}^{\varepsilon}}-e^{-(b_{1}-a_{1})\bar{\beta}_{j,\omega}^{\varepsilon}}}{e^{\varepsilon\bar{\beta}_{j,\omega}^{\varepsilon}}-1}\right)+r^{\frac{\xi}{\varepsilon}}O_{\varepsilon\to 0}\left(\frac{\theta^{\frac{a_{1}}{\varepsilon}-1}-\theta^{\frac{b_{1}}{\varepsilon}}}{1-\theta}\right)
=oω,ε0(1)\displaystyle\qquad=o_{\omega,\varepsilon\to 0}(1) (39)

since ξ>0\xi>0 is fixed and 0<r<10<r<1. Returning to (36) and applying (37) and (39), for all ε>0\varepsilon>0 sufficiently small, the p=1p=1 case holds. Next, suppose that there exists Cω>0C_{\omega}>0 such that γ^ξ,j,rp,ωεBV(I)Cω||\hat{\gamma}_{\xi,j,r_{p},\omega}^{\varepsilon}||_{\operatorname*{BV}(I)}\leq C_{\omega}. We aim to prove that there exists C~ω>0\tilde{C}_{\omega}>0 such that γ^ξ,j,rp+1,ωεBV(I)C~ω||\hat{\gamma}_{\xi,j,r_{p+1},\omega}^{\varepsilon}||_{\operatorname*{BV}(I)}\leq\tilde{C}_{\omega}. Indeed, observe that for pp\in\mathbb{N},

Γp+1,ωε(ϕj)=n=ap+1εbp+1εσtp,ωε(y)+n1ωε(rp,σtp,ωε(y)ωε(n1)(Γp,ωε(ϕj))𝟙Hrp,rp+1,σtp,ωε(y)+n1ωε).\mathcal{L}_{\Gamma_{p+1,\omega}^{\varepsilon}}(\phi_{j})=\sum_{n=\frac{a_{p+1}}{\varepsilon}}^{\frac{b_{p+1}}{\varepsilon}}\mathcal{L}_{\sigma^{t_{p,\omega}^{\varepsilon}(y)+n-1}\omega}^{\varepsilon}\left(\mathcal{L}_{r_{p},\sigma^{t_{p,\omega}^{\varepsilon}(y)}\omega}^{\varepsilon\,(n-1)}(\mathcal{L}_{\Gamma_{p,\omega}^{\varepsilon}}(\phi_{j}))\cdot\mathds{1}_{H_{r_{p},r_{p+1},\sigma^{t_{p,\omega}^{\varepsilon}(y)+n-1}\omega}^{\varepsilon}}\right). (40)

Thus, following (36), for ξ>0\xi>0,

γ^ξ,j,rp+1,ωεBV(I)\displaystyle||\hat{\gamma}_{\xi,j,r_{p+1},\omega}^{\varepsilon}||_{\operatorname*{BV}(I)} C(n=ap+1εbp+1ε(rξε||rp,σtp,ωε(y)ωε(n1)(Γp,ωε(ϕj))||BV(I)\displaystyle\leq C\Bigg{(}\sum_{n=\frac{a_{p+1}}{\varepsilon}}^{\frac{b_{p+1}}{\varepsilon}}\Bigg{(}r^{\frac{\xi}{\varepsilon}}||\mathcal{L}_{r_{p},\sigma^{t_{p,\omega}^{\varepsilon}(y)}\omega}^{\varepsilon\,(n-1)}(\mathcal{L}_{\Gamma_{p,\omega}^{\varepsilon}}(\phi_{j}))||_{\operatorname*{BV}(I)}
+||rp,σtp,ωε(y)ωε(n1)(Γp,ωε(ϕj))𝟙Hrp,rp+1,σtp,ωε(y)+n1ωε||L1(Leb)))\displaystyle\qquad+||\mathcal{L}_{r_{p},\sigma^{t_{p,\omega}^{\varepsilon}(y)}\omega}^{\varepsilon\,(n-1)}(\mathcal{L}_{\Gamma_{p,\omega}^{\varepsilon}}(\phi_{j}))\cdot\mathds{1}_{H_{r_{p},r_{p+1},\sigma^{t_{p,\omega}^{\varepsilon}(y)+n-1}\omega}^{\varepsilon}}||_{L^{1}(\operatorname{\mathrm{Leb}})}\Bigg{)}\Bigg{)} (41)
=C(n=ap+1εbp+1ε(rξε||rp,σtp,ωε(y)+ξεωε(n1ξε)(γ^ξ,j,rp,ωε)||BV(I)\displaystyle=C\Bigg{(}\sum_{n=\frac{a_{p+1}}{\varepsilon}}^{\frac{b_{p+1}}{\varepsilon}}\Bigg{(}r^{\frac{\xi}{\varepsilon}}||\mathcal{L}_{r_{p},\sigma^{t_{p,\omega}^{\varepsilon}(y)+\frac{\xi}{\varepsilon}}\omega}^{\varepsilon\,(n-1-\frac{\xi}{\varepsilon})}(\hat{\gamma}_{\xi,j,r_{p},\omega}^{\varepsilon})||_{\operatorname*{BV}(I)}
+||rp,σtp,ωε(y)+ξεωε(n1ξε)(γ^ξ,j,rp,ωε)𝟙Hrp,rp+1,σtp,ωε(y)+n1ωε||L1(Leb))).\displaystyle\qquad+||\mathcal{L}_{r_{p},\sigma^{t_{p,\omega}^{\varepsilon}(y)+\frac{\xi}{\varepsilon}}\omega}^{\varepsilon\,(n-1-\frac{\xi}{\varepsilon})}(\hat{\gamma}_{\xi,j,r_{p},\omega}^{\varepsilon})\cdot\mathds{1}_{H_{r_{p},r_{p+1},\sigma^{t_{p,\omega}^{\varepsilon}(y)+n-1}\omega}^{\varepsilon}}||_{L^{1}(\operatorname{\mathrm{Leb}})}\Bigg{)}\Bigg{)}. (42)

Through a similar computation to that made in the p=1p=1 case (which is made more explicit in Step 7), by the inductive hypothesis and Theorem 1.1, for \mathbb{P}-a.e. ωΩ\omega\in\Omega,

n=ap+1εbp+1εrp,σtp,ωε(y)+ξεωε(n1ξε)(γ^ξ,j,rp,ωε)𝟙Hrp,rp+1,σtp,ωε(y)+n1ωεL1(Leb)\displaystyle\sum_{n=\frac{a_{p+1}}{\varepsilon}}^{\frac{b_{p+1}}{\varepsilon}}||\mathcal{L}_{r_{p},\sigma^{t_{p,\omega}^{\varepsilon}(y)+\frac{\xi}{\varepsilon}}\omega}^{\varepsilon\,(n-1-\frac{\xi}{\varepsilon})}(\hat{\gamma}_{\xi,j,r_{p},\omega}^{\varepsilon})\cdot\mathds{1}_{H_{r_{p},r_{p+1},\sigma^{t_{p,\omega}^{\varepsilon}(y)+n-1}\omega}^{\varepsilon}}||_{L^{1}(\operatorname{\mathrm{Leb}})}
=νrp,ωε(γ^ξ,j,rp,ωε)n=ap+1εbp+1ελrp,σtp,ωε(y)+ξεωε(nξε1)Hrp,rp+1,σn+tp,ωε(y)1ωεϕrp,σn+tp,ωε(y)1ωε(x)𝑑Leb(x)\displaystyle=\nu_{{r_{p}},\omega}^{\varepsilon}(\hat{\gamma}_{\xi,j,r_{p},\omega}^{\varepsilon})\sum_{n=\frac{a_{p+1}}{\varepsilon}}^{\frac{b_{p+1}}{\varepsilon}}\lambda_{{r_{p}},\sigma^{t_{p,\omega}^{\varepsilon}(y)+\frac{\xi}{\varepsilon}}\omega}^{\varepsilon\,(n-\frac{\xi}{\varepsilon}-1)}\int_{H_{r_{p},r_{p+1},\sigma^{n+t_{p,\omega}^{\varepsilon}(y)-1}\omega}^{\varepsilon}}\phi_{{r_{p}},\sigma^{n+t_{p,\omega}^{\varepsilon}(y)-1}\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)
+Oε0(θξε(θap+1ε1θbp+1ε)1θ)\displaystyle\qquad\quad+O_{\varepsilon\to 0}\left(\frac{\theta^{-\frac{\xi}{\varepsilon}}(\theta^{\frac{a_{p+1}}{\varepsilon}-1}-\theta^{\frac{b_{p+1}}{\varepsilon}})}{1-\theta}\right) (43)
Cω((1+oξ0(1))Ωβrp,rp+1,ω𝑑(ω)ap+1bp+1etΩβrp,rp1,ω+βrp,rp+1,ωd(ω)𝑑t+oω,ε0(1)).\displaystyle\leq C_{\omega}^{\prime}\left((1+o_{\xi\to 0}(1))\int_{\Omega}\beta_{r_{p},r_{p+1},\omega}\,d\mathbb{P}(\omega)\int_{a_{p+1}}^{b_{p+1}}e^{-t\int_{\Omega}\beta_{r_{p},r_{p}-1,\omega}+\beta_{r_{p},r_{p}+1,\omega}\,d\mathbb{P}(\omega)}\,dt+o_{\omega,\varepsilon\to 0}(1)\right). (44)

Here, Cω:=γ^ξ,j,rp,ωεBV(I)νrp,ωεBV(Irp)Cωνrp,ωεBV(Irp)C_{\omega}^{\prime}:=||\hat{\gamma}_{\xi,j,r_{p},\omega}^{\varepsilon}||_{\operatorname*{BV}(I)}||\nu_{{r_{p}},\omega}^{\varepsilon}||_{\operatorname*{BV}^{*}(I_{r_{p}})}\leq C_{\omega}||\nu_{{r_{p}},\omega}^{\varepsilon}||_{\operatorname*{BV}^{*}(I_{r_{p}})} where, by Theorem 1.1, νrp,ωεBV(Irp)||\nu_{{r_{p}},\omega}^{\varepsilon}||_{\operatorname*{BV}^{*}(I_{r_{p}})} is uniformly bounded over ε>0\varepsilon>0 sufficiently small. Finally, by a similar argument to the p=1p=1 case, and by following (43), for \mathbb{P}-a.e. ωΩ\omega\in\Omega,

n=ap+1εbp+1εrξεrp,σtp,ωε(y)+ξεωε(n1ξε)(γ^ξ,j,rp,ωε)BV(I)\displaystyle\sum_{n=\frac{a_{p+1}}{\varepsilon}}^{\frac{b_{p+1}}{\varepsilon}}r^{\frac{\xi}{\varepsilon}}||\mathcal{L}_{r_{p},\sigma^{t_{p,\omega}^{\varepsilon}(y)+\frac{\xi}{\varepsilon}}\omega}^{\varepsilon\,(n-1-\frac{\xi}{\varepsilon})}(\hat{\gamma}_{\xi,j,r_{p},\omega}^{\varepsilon})||_{\operatorname*{BV}(I)} (45)
=rξενrp,ωε(γ^ξ,j,rp,ωε)n=ap+1εbp+1ελrp,σtp,ωε(y)+ξεωε(nξε1)ϕrp,σn+tp,ωε(y)1ωεBV(Irp)\displaystyle\qquad=r^{\frac{\xi}{\varepsilon}}\nu_{{r_{p}},\omega}^{\varepsilon}(\hat{\gamma}_{\xi,j,r_{p},\omega}^{\varepsilon})\sum_{n=\frac{a_{p+1}}{\varepsilon}}^{\frac{b_{p+1}}{\varepsilon}}\lambda_{{r_{p}},\sigma^{t_{p,\omega}^{\varepsilon}(y)+\frac{\xi}{\varepsilon}}\omega}^{\varepsilon\,(n-\frac{\xi}{\varepsilon}-1)}||\phi_{{r_{p}},\sigma^{n+t_{p,\omega}^{\varepsilon}(y)-1}\omega}^{\varepsilon}||_{\operatorname*{BV}(I_{r_{p}})}
+rξεOε0(θξε(θap+1ε1θbp+1ε)1θ)\displaystyle\qquad\quad+r^{\frac{\xi}{\varepsilon}}O_{\varepsilon\to 0}\left(\frac{\theta^{-\frac{\xi}{\varepsilon}}(\theta^{\frac{a_{p+1}}{\varepsilon}-1}-\theta^{\frac{b_{p+1}}{\varepsilon}})}{1-\theta}\right) (46)
=oω,ε0(1).\displaystyle\qquad=o_{\omega,\varepsilon\to 0}(1). (47)

Returning to (42) and applying (44) and (47), the result follows. ∎

We use Step 4, Step 5 and Step 6 to perform the inductive step.

Step 5.

Fix ξ>0\xi>0, take an interval [ap+1,bp+1][a_{p+1},b_{p+1}] and numbers rp,rp+1{1,,m}r_{p},r_{p+1}\in\{1,\cdots,m\}. Then for \mathbb{P}-a.e. ωΩ\omega\in\Omega, the function

Dξ,rp,rp+1,ωε\displaystyle D_{\xi,r_{p},r_{p+1},\omega}^{\varepsilon} :=νrp,ωε(γξ,j,rp,ωε)Oε0(esssupωΩsupxHrp,rp+1,ωε|ϕrp,ωε(x)ϕrp(x)|)\displaystyle:=\nu_{{r_{p}},\omega}^{\varepsilon}(\gamma_{\xi,j,r_{p},\omega}^{\varepsilon})O_{\varepsilon\to 0}\left(\operatorname*{ess\,sup}_{\omega\in\Omega}\sup_{x\in H_{r_{p},r_{p+1},\omega}^{\varepsilon}}|\phi_{r_{p},\omega}^{\varepsilon}(x)-\phi_{r_{p}}(x)|\right)
×n=ap+1εbp+1ελrp,σtp,ωε(y)+ξεωε(nξε)Lebrp(Hrp,rp+1,σn+tp,ωε(y)ωε)\displaystyle\qquad\times\sum_{n=\frac{a_{p+1}}{\varepsilon}}^{\frac{b_{p+1}}{\varepsilon}}\lambda_{{r_{p}},\sigma^{t_{p,\omega}^{\varepsilon}(y)+\frac{\xi}{\varepsilon}}\omega}^{\varepsilon\,(n-\frac{\xi}{\varepsilon})}\operatorname{\mathrm{Leb}}_{r_{p}}(H_{r_{p},r_{p+1},\sigma^{n+t_{p,\omega}^{\varepsilon}(y)}\omega}^{\varepsilon}) (48)

satisfies

limε0Dξ,rp,rp+1,ωε=0.\lim_{\varepsilon\to 0}D_{\xi,r_{p},r_{p+1},\omega}^{\varepsilon}=0.
Proof.

This follows in a similar manner to Step 1. Indeed, for \mathbb{P}-a.e. ωΩ\omega\in\Omega, due to Lemma 4.13 and Theorem 1.1(a), there exists M>0M>0 such that

Dξ,rp,rp+1,ωε\displaystyle D_{\xi,r_{p},r_{p+1},\omega}^{\varepsilon} νrp,ωε(γξ,j,rp,ωε)Oε0(esssupωΩsupxHrp,rp+1,ωε|ϕrp,ωε(x)ϕrp(x)|)(M+oε0(1))\displaystyle\leq\nu_{{r_{p}},\omega}^{\varepsilon}(\gamma_{\xi,j,r_{p},\omega}^{\varepsilon})O_{\varepsilon\to 0}\left(\operatorname*{ess\,sup}_{\omega\in\Omega}\sup_{x\in H_{r_{p},r_{p+1},\omega}^{\varepsilon}}|\phi_{r_{p},\omega}^{\varepsilon}(x)-\phi_{r_{p}}(x)|\right)(M+o_{\varepsilon\to 0}(1))
×(bp+1ap+1+ε).\displaystyle\qquad\times(b_{p+1}-a_{p+1}+\varepsilon). (49)

It remains to estimate limε0νrp,ωε(γξ,j,rp,ωε)\lim_{\varepsilon\to 0}\nu_{{r_{p}},\omega}^{\varepsilon}(\gamma_{\xi,j,r_{p},\omega}^{\varepsilon}). By Step 4, for ε>0\varepsilon>0 sufficiently small and \mathbb{P}-a.e. ωΩ\omega\in\Omega, there exists Cω>0C_{\omega}>0 such that

Lebrp(γξ,j,rp,ωε)\displaystyle\operatorname{\mathrm{Leb}}_{r_{p}}(\gamma_{\xi,j,r_{p},\omega}^{\varepsilon}) =Irprp,σtp,ωε(y)ωε(ξε)(𝟙IrpΓp,ωε(ϕj))(x)𝑑Leb(x)Cω.\displaystyle=\int_{I_{r_{p}}}\mathcal{L}_{r_{p},\sigma^{t_{p,\omega}^{\varepsilon}(y)}\omega}^{\varepsilon\,(\frac{\xi}{\varepsilon})}(\mathds{1}_{I_{r_{p}}}\cdot\mathcal{L}_{\Gamma_{p,\omega}^{\varepsilon}}(\phi_{j}))(x)\,d\mathrm{Leb}(x)\leq C_{\omega}. (50)

Further, by Step 4, since γξ,j,rp,ωε\gamma_{\xi,j,r_{p},\omega}^{\varepsilon} has has uniformly bounded BV(Irp)\operatorname*{BV}(I_{r_{p}}) norm over ε>0\varepsilon>0, due to Theorem 1.1(b) and (50),

limε0νrp,ωε(γξ,j,rp,ωε)=limε0Lebrp(γξ,j,rp,ωε)Cω.\lim_{\varepsilon\to 0}\nu_{{r_{p}},\omega}^{\varepsilon}(\gamma_{\xi,j,r_{p},\omega}^{\varepsilon})=\lim_{\varepsilon\to 0}\operatorname{\mathrm{Leb}}_{r_{p}}(\gamma_{\xi,j,r_{p},\omega}^{\varepsilon})\leq C_{\omega}. (51)

Therefore, taking ε0\varepsilon\to 0 in (49) and applying Theorem 1.1(d) and (51), the result follows. ∎

Step 6.

Fix ξ>0\xi>0, take an interval [ap+1,bp+1][a_{p+1},b_{p+1}] and numbers rp,rp+1{1,,m}r_{p},r_{p+1}\in\{1,\cdots,m\}. Then for \mathbb{P}-a.e. ωΩ\omega\in\Omega, the function

Cξ,rp,rp+1,ωε:=νrp,ωε(γξ,j,rp,ωε)n=ap+1εbp+1ελrp,σtp,ωε(y)+ξεωε(nξε)μj(Hrp,rp+1,σn+tp,ωε(y)ωε)C_{\xi,r_{p},r_{p+1},\omega}^{\varepsilon}:=\nu_{{r_{p}},\omega}^{\varepsilon}(\gamma_{\xi,j,r_{p},\omega}^{\varepsilon})\sum_{n=\frac{a_{p+1}}{\varepsilon}}^{\frac{b_{p+1}}{\varepsilon}}\lambda_{{r_{p}},\sigma^{t_{p,\omega}^{\varepsilon}(y)+\frac{\xi}{\varepsilon}}\omega}^{\varepsilon\,(n-\frac{\xi}{\varepsilon})}\mu_{j}(H_{r_{p},r_{p+1},\sigma^{n+t_{p,\omega}^{\varepsilon}(y)}\omega}^{\varepsilon}) (52)

satisfies

limε0Cξ,rp,rp+1,ωε\displaystyle\lim_{\varepsilon\to 0}C_{\xi,r_{p},r_{p+1},\omega}^{\varepsilon} =(1+oξ0(1))Ωβrp,rp+1,ω𝑑(ω)ap+1bp+1etΩβrp,rp1,ω+βrp,rp+1,ωd(ω)𝑑t\displaystyle=(1+o_{\xi\to 0}(1))\int_{\Omega}\beta_{r_{p},r_{p+1},\omega}\,d\mathbb{P}(\omega)\int_{a_{p+1}}^{b_{p+1}}e^{-t\int_{\Omega}\beta_{r_{p},r_{p}-1,\omega}+\beta_{r_{p},r_{p}+1,\omega}\,d\mathbb{P}(\omega)}\,dt
×limε0Lebrp(γξ,j,rp,ωε).\displaystyle\qquad\times\lim_{\varepsilon\to 0}\operatorname{\mathrm{Leb}}_{r_{p}}(\gamma_{\xi,j,r_{p},\omega}^{\varepsilon}).
Proof.

This follows by a similar argument to that made in Step 2. Through Theorem 1.1(a) and (P4), we find that

Cξ,rp,rp+1,ωε\displaystyle{C}_{\xi,r_{p},r_{p+1},\omega}^{\varepsilon} =νrp,ωε(γξ,j,rp,ωε)n=ap+1εbp+1ελrp,σtp,ωε(y)+ξεωε(nξε)μj(Hrp,rp+1,σn+tp,ωε(y)ωε)\displaystyle=\nu_{{r_{p}},\omega}^{\varepsilon}(\gamma_{\xi,j,r_{p},\omega}^{\varepsilon})\sum_{n=\frac{a_{p+1}}{\varepsilon}}^{\frac{b_{p+1}}{\varepsilon}}\lambda_{{r_{p}},\sigma^{t_{p,\omega}^{\varepsilon}(y)+\frac{\xi}{\varepsilon}}\omega}^{\varepsilon\,(n-\frac{\xi}{\varepsilon})}\mu_{j}(H_{r_{p},r_{p+1},\sigma^{n+t_{p,\omega}^{\varepsilon}(y)}\omega}^{\varepsilon})
=νrp,ωε(γξ,j,rp,ωε)λrp,σtp,ωε(y)+ξεωε(ap+1ξε)n=0bp+1ap+1ε(εβrp,rp+1,σn+tp,ωε(y)+ap+1εω+oε0(ε))\displaystyle=\nu_{{r_{p}},\omega}^{\varepsilon}(\gamma_{\xi,j,r_{p},\omega}^{\varepsilon})\lambda_{{r_{p}},\sigma^{t_{p,\omega}^{\varepsilon}(y)+\frac{\xi}{\varepsilon}}\omega}^{\varepsilon\,(\frac{a_{p+1}-\xi}{\varepsilon})}\sum_{n=0}^{\frac{b_{p+1}-a_{p+1}}{\varepsilon}}(\varepsilon\beta_{r_{p},r_{p+1},\sigma^{n+t_{p,\omega}^{\varepsilon}(y)+\frac{a_{p+1}}{\varepsilon}}\omega}+o_{\varepsilon\to 0}(\varepsilon))
×k=0n1(1ε(βrp,rp1,σk+tp,ωε(y)+ap+1ε+βrp,rp+1,σk+tp,ωε(y)+ap+1ε)+oε0(ε)).\displaystyle\quad\times\prod_{k=0}^{n-1}(1-\varepsilon(\beta_{r_{p},r_{p}-1,\sigma^{k+t_{p,\omega}^{\varepsilon}(y)+\frac{a_{p+1}}{\varepsilon}}}+\beta_{r_{p},r_{p}+1,\sigma^{k+t_{p,\omega}^{\varepsilon}(y)+\frac{a_{p+1}}{\varepsilon}}})+o_{\varepsilon\to 0}(\varepsilon)).

As in Step 2, applying Theorem 1.1(b), Corollary 4.17, Lemma 5.2 and Step 4, for \mathbb{P}-a.e. ωΩ\omega\in\Omega

limε0Cξ,rp,rp+1,ωε\displaystyle\lim_{\varepsilon\to 0}{C}_{\xi,r_{p},r_{p+1},\omega}^{\varepsilon} =eξΩβrp,rp1,ω+βrp,rp+1,ωd(ω)Ωβrp,rp+1,ω𝑑(ω)\displaystyle=e^{\xi\int_{\Omega}\beta_{r_{p},r_{p}-1,\omega}+\beta_{r_{p},r_{p}+1,\omega}\,d\mathbb{P}(\omega)}\int_{\Omega}\beta_{r_{p},r_{p+1},\omega}\,d\mathbb{P}(\omega)
×ap+1bp+1etΩβrp,rp1,ω+βrp,rp+1,ωd(ω)dtlimε0Lebrp(γξ,j,rp,ωε)\displaystyle\quad\times\int_{a_{p+1}}^{b_{p+1}}e^{-t\int_{\Omega}\beta_{r_{p},r_{p}-1,\omega}+\beta_{r_{p},r_{p}+1,\omega}\,d\mathbb{P}(\omega)}\,dt\lim_{\varepsilon\to 0}\operatorname{\mathrm{Leb}}_{r_{p}}(\gamma_{\xi,j,r_{p},\omega}^{\varepsilon})
=(1+oξ0(1))Ωβrp,rp+1,ω𝑑(ω)ap+1bp+1etΩβrp,rp1,ω+βrp,rp+1,ωd(ω)𝑑t\displaystyle=(1+o_{\xi\to 0}(1))\int_{\Omega}\beta_{r_{p},r_{p+1},\omega}\,d\mathbb{P}(\omega)\int_{a_{p+1}}^{b_{p+1}}e^{-t\int_{\Omega}\beta_{r_{p},r_{p}-1,\omega}+\beta_{r_{p},r_{p}+1,\omega}\,d\mathbb{P}(\omega)}\,dt
×limε0Lebrp(γξ,j,rp,ωε).\displaystyle\qquad\times\lim_{\varepsilon\to 0}\operatorname{\mathrm{Leb}}_{r_{p}}(\gamma_{\xi,j,r_{p},\omega}^{\varepsilon}).

We may now continue towards the inductive step.

Step 7 (Towards the inductive step).

Fix j{1,,m}j\in\{1,\cdots,m\} and ξ>0\xi>0. Take an interval Δp+1=[ap+1,bp+1]\Delta_{p+1}=[a_{p+1},b_{p+1}] and numbers rp,rp+1{1,,m}r_{p},r_{p+1}\in\{1,\cdots,m\}. Then, for \mathbb{P}-a.e. ωΩ\omega\in\Omega,

limε0μj({xI|ε𝒯p+1,ωε(x)Δp+1andz(Tωε(tp+1,ωε(x))(x))=rp+1}Γp,ωε)\displaystyle\lim_{\varepsilon\to 0}\mu_{j}\left(\left\{x\in I\ |\ \varepsilon\mathcal{T}_{p+1,\omega}^{\varepsilon}(x)\in\Delta_{p+1}\ \mathrm{and}\ z(T_{\omega}^{\varepsilon\,(t_{p+1,\omega}^{\varepsilon}(x))}(x))=r_{p+1}\right\}\cap\Gamma_{p,\omega}^{\varepsilon}\right)
=(1+oξ0(1))Ωβrp,rp+1,ω𝑑(ω)ap+1bp+1etΩβrp,rp1,ω+βrp,rp+1,ωd(ω)𝑑t\displaystyle\qquad=(1+o_{\xi\to 0}(1))\int_{\Omega}\beta_{r_{p},r_{p+1},\omega}\,d\mathbb{P}(\omega)\int_{a_{p+1}}^{b_{p+1}}e^{-t\int_{\Omega}\beta_{r_{p},r_{p}-1,\omega}+\beta_{r_{p},r_{p}+1,\omega}\,d\mathbb{P}(\omega)}\,dt
×limε0(μj(Γp,ωε)+oξ0(1))\displaystyle\qquad\qquad\times\lim_{\varepsilon\to 0}(\mu_{j}\left(\Gamma_{p,\omega}^{\varepsilon}\right)+o_{\xi\to 0}(1))

where Γp,ωε\Gamma_{p,\omega}^{\varepsilon} is as in (30).

Proof.

For a fixed nn\in\mathbb{N} and ξ>0\xi>0, observe that by using (31),

μj({xI|𝒯p+1,ωε(x)=nandz(Tωε(tp+1,ωε(x))(x))=rp+1}Γp,ωε)\displaystyle\mu_{j}\left(\left\{x\in I\ |\ \mathcal{T}_{p+1,\omega}^{\varepsilon}(x)=n\ \mathrm{and}\ z(T_{\omega}^{\varepsilon\,(t_{p+1,\omega}^{\varepsilon}(x))}(x))=r_{p+1}\right\}\cap\Gamma_{p,\omega}^{\varepsilon}\right)
={yI|𝒯p+1,ωε(y)=nandz(Tωε(tp+1,ωε(y))(y))=rp+1}Γp,ωε(ϕj)(x)𝑑Leb(x)\displaystyle\qquad=\int_{\left\{y\in I\ |\ \mathcal{T}_{p+1,\omega}^{\varepsilon}(y)=n\ \mathrm{and}\ z(T_{\omega}^{\varepsilon\,(t_{p+1,\omega}^{\varepsilon}(y))}(y))=r_{p+1}\right\}}\mathcal{L}_{\Gamma_{p,\omega}^{\varepsilon}}(\phi_{j})(x)\,d\mathrm{Leb}(x)
=Hrp,rp+1,σn+tp,ωε(y)ωεrp,σtp,ωε(y)ωε(n)(𝟙IrpΓp,ωε(ϕj))(x)𝑑Leb(x)\displaystyle\qquad=\int_{H_{r_{p},r_{p+1},\sigma^{n+t_{p,\omega}^{\varepsilon}(y)}\omega}^{\varepsilon}}\mathcal{L}_{r_{p},\sigma^{t_{p,\omega}^{\varepsilon}(y)}\omega}^{\varepsilon\,(n)}(\mathds{1}_{I_{r_{p}}}\cdot\mathcal{L}_{\Gamma_{p,\omega}^{\varepsilon}}(\phi_{j}))(x)\,d\mathrm{Leb}(x)
=Hrp,rp+1,σn+tp,ωε(y)ωεrp,σtp,ωε(y)+ξεωε(nξε)(rp,σtp,ωε(y)ωε(ξε)(𝟙IrpΓp,ωε(ϕj)))(x)𝑑Leb(x).\displaystyle\qquad=\int_{H_{r_{p},r_{p+1},\sigma^{n+t_{p,\omega}^{\varepsilon}(y)}\omega}^{\varepsilon}}\mathcal{L}_{r_{p},\sigma^{t_{p,\omega}^{\varepsilon}(y)+\frac{\xi}{\varepsilon}}\omega}^{\varepsilon\,(n-\frac{\xi}{\varepsilon})}(\mathcal{L}_{r_{p},\sigma^{t_{p,\omega}^{\varepsilon}(y)}\omega}^{\varepsilon\,(\frac{\xi}{\varepsilon})}(\mathds{1}_{I_{r_{p}}}\cdot\mathcal{L}_{\Gamma_{p,\omega}^{\varepsilon}}(\phi_{j})))(x)\,d\mathrm{Leb}(x).

Recall that thanks to Step 4, γξ,j,rp,ωε=rp,σtp,ωε(y)ωε(ξε)(𝟙IrpΓp,ωε(ϕj))\gamma_{\xi,j,r_{p},\omega}^{\varepsilon}=\mathcal{L}_{r_{p},\sigma^{t_{p,\omega}^{\varepsilon}(y)}\omega}^{\varepsilon\,(\frac{\xi}{\varepsilon})}(\mathds{1}_{I_{r_{p}}}\cdot\mathcal{L}_{\Gamma_{p,\omega}^{\varepsilon}}(\phi_{j})) has uniformly bounded BV(Irp)\operatorname*{BV}(I_{r_{p}}) norm over ε>0\varepsilon>0. Thus, we may apply Theorem 1.1(e) so that

Hrp,rp+1,σn+tp,ωε(y)ωεrp,σtp,ωε(y)+ξεωε(nξε)(γξ,j,rp,ωε)(x)𝑑Leb(x)\displaystyle\int_{H_{r_{p},r_{p+1},\sigma^{n+t_{p,\omega}^{\varepsilon}(y)}\omega}^{\varepsilon}}\mathcal{L}_{r_{p},\sigma^{t_{p,\omega}^{\varepsilon}(y)+\frac{\xi}{\varepsilon}}\omega}^{\varepsilon\,(n-\frac{\xi}{\varepsilon})}(\gamma_{\xi,j,r_{p},\omega}^{\varepsilon})(x)\,d\mathrm{Leb}(x)
=λrp,σtp,ωε(y)+ξεωε(nξε)νrp,ωε(γξ,j,rp,ωε)Hrp,rp+1,σn+tp,ωε(y)ωεϕrp,σn+tp,ωε(y)ωε(x)𝑑Leb(x)+Oε0(θnξε).\displaystyle\quad=\lambda_{{r_{p}},\sigma^{t_{p,\omega}^{\varepsilon}(y)+\frac{\xi}{\varepsilon}}\omega}^{\varepsilon\,(n-\frac{\xi}{\varepsilon})}\nu_{{r_{p}},\omega}^{\varepsilon}(\gamma_{\xi,j,r_{p},\omega}^{\varepsilon})\int_{H_{r_{p},r_{p+1},\sigma^{n+t_{p,\omega}^{\varepsilon}(y)}\omega}^{\varepsilon}}\phi_{{r_{p}},\sigma^{n+t_{p,\omega}^{\varepsilon}(y)}\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)+O_{\varepsilon\to 0}(\theta^{n-\frac{\xi}{\varepsilon}}).

As in Step 3, we sum over nΔp+1/εn\in\Delta_{p+1}/\varepsilon and find that

n=ap+1εbp+1εHrp,rp+1,σn+tp,ωε(y)ωεrp,σtp,ωε(y)+ξεωε(nξε)(γξ,j,rp,ωε)(x)𝑑Leb(x)\displaystyle\sum_{n=\frac{a_{p+1}}{\varepsilon}}^{\frac{b_{p+1}}{\varepsilon}}\int_{H_{r_{p},r_{p+1},\sigma^{n+t_{p,\omega}^{\varepsilon}(y)}\omega}^{\varepsilon}}\mathcal{L}_{r_{p},\sigma^{t_{p,\omega}^{\varepsilon}(y)+\frac{\xi}{\varepsilon}}\omega}^{\varepsilon\,(n-\frac{\xi}{\varepsilon})}(\gamma_{\xi,j,r_{p},\omega}^{\varepsilon})(x)\,d\mathrm{Leb}(x)
=νrp,ωε(γξ,j,rp,ωε)n=ap+1εbp+1ελrp,σtp,ωε(y)+ξεωε(nξε)Hrp,rp+1,σn+tp,ωε(y)ωεϕrp,σn+tp,ωε(y)ωε(x)𝑑Leb(x)\displaystyle\qquad=\nu_{{r_{p}},\omega}^{\varepsilon}(\gamma_{\xi,j,r_{p},\omega}^{\varepsilon})\sum_{n=\frac{a_{p+1}}{\varepsilon}}^{\frac{b_{p+1}}{\varepsilon}}\lambda_{{r_{p}},\sigma^{t_{p,\omega}^{\varepsilon}(y)+\frac{\xi}{\varepsilon}}\omega}^{\varepsilon\,(n-\frac{\xi}{\varepsilon})}\int_{H_{r_{p},r_{p+1},\sigma^{n+t_{p,\omega}^{\varepsilon}(y)}\omega}^{\varepsilon}}\phi_{{r_{p}},\sigma^{n+t_{p,\omega}^{\varepsilon}(y)}\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)
+Oε0(θξε(θap+1εθbp+1ε+1)1θ)\displaystyle\qquad\quad+O_{\varepsilon\to 0}\left(\frac{\theta^{-\frac{\xi}{\varepsilon}}(\theta^{\frac{a_{p+1}}{\varepsilon}}-\theta^{\frac{b_{p+1}}{\varepsilon}+1})}{1-\theta}\right)
=Cξ,rp,rp+1,ωε+Dξ,rp,rp+1,ωε+Oε0((θap+1ξεθbp+1ξε+1)1θ)\displaystyle\qquad={C}_{\xi,r_{p},r_{p+1},\omega}^{\varepsilon}+{D}_{\xi,r_{p},r_{p+1},\omega}^{\varepsilon}+O_{\varepsilon\to 0}\left(\frac{(\theta^{\frac{a_{p+1}-\xi}{\varepsilon}}-\theta^{\frac{b_{p+1}-\xi}{\varepsilon}+1})}{1-\theta}\right)

where Cξ,rp,rp+1,ωεC_{\xi,r_{p},r_{p+1},\omega}^{\varepsilon} and Dξ,rp,rp+1,ωε{D}_{\xi,r_{p},r_{p+1},\omega}^{\varepsilon} are given by (52) and (48), respectively. One can check that since θ(0,1)\theta\in(0,1). limε0Oε0((θap+1ξεθbp+1ξε+1)1θ)=0\lim_{\varepsilon\to 0}O_{\varepsilon\to 0}\left(\frac{(\theta^{\frac{a_{p+1}-\xi}{\varepsilon}}-\theta^{\frac{b_{p+1}-\xi}{\varepsilon}+1})}{1-\theta}\right)=0 for ξ\xi small enough. So, by Step 5 and Step 6,

limε0μj({xI|ε𝒯p+1,ωε(x)Δp+1andz(Tωε(tp+1,ωε(x))(x))=rp+1}Γp,ωε)\displaystyle\lim_{\varepsilon\to 0}\mu_{j}\left(\left\{x\in I\ |\ \varepsilon\mathcal{T}_{p+1,\omega}^{\varepsilon}(x)\in\Delta_{p+1}\ \mathrm{and}\ z(T_{\omega}^{\varepsilon\,(t_{p+1,\omega}^{\varepsilon}(x))}(x))=r_{p+1}\right\}\cap\Gamma_{p,\omega}^{\varepsilon}\right)
=(1+oξ0(1))Ωβrp,rp+1,ω𝑑(ω)ap+1bp+1etΩβrp,rp1,ω+βrp,rp+1,ωd(ω)𝑑t\displaystyle\qquad=(1+o_{\xi\to 0}(1))\int_{\Omega}\beta_{r_{p},r_{p+1},\omega}\,d\mathbb{P}(\omega)\int_{a_{p+1}}^{b_{p+1}}e^{-t\int_{\Omega}\beta_{r_{p},r_{p}-1,\omega}+\beta_{r_{p},r_{p}+1,\omega}\,d\mathbb{P}(\omega)}\,dt
×limε0Lebrp(γξ,j,rp,ωε).\displaystyle\qquad\qquad\times\lim_{\varepsilon\to 0}\operatorname{\mathrm{Leb}}_{r_{p}}(\gamma_{\xi,j,r_{p},\omega}^{\varepsilon}).

By an inductive argument,

limε0Lebrp(γξ,j,rp,ωε)\displaystyle\lim_{\varepsilon\to 0}\operatorname{\mathrm{Leb}}_{r_{p}}(\gamma_{\xi,j,r_{p},\omega}^{\varepsilon}) =limε0Irprp,σtp,ωε(y)ωε(ξε)(𝟙IrpΓp,ωε(ϕj))(x)𝑑Leb(x)\displaystyle=\lim_{\varepsilon\to 0}\int_{I_{r_{p}}}\mathcal{L}_{r_{p},\sigma^{t_{p,\omega}^{\varepsilon}(y)}\omega}^{\varepsilon\,(\frac{\xi}{\varepsilon})}(\mathds{1}_{I_{r_{p}}}\cdot\mathcal{L}_{\Gamma_{p,\omega}^{\varepsilon}}(\phi_{j}))(x)\,d\mathrm{Leb}(x)
=limε0μj({xI|𝒯p+1,ωε(x)>ξε}Γp,ωε).\displaystyle=\lim_{\varepsilon\to 0}\mu_{j}\left(\left\{x\in I\ |\ \mathcal{T}_{p+1,\omega}^{\varepsilon}(x)>\frac{\xi}{\varepsilon}\right\}\cap\Gamma_{p,\omega}^{\varepsilon}\right).

It remains to show that

limε0μj({xI|𝒯p+1,ωε(x)>ξε}Γp,ωε)=limε0μj(Γp,ωε)+oξ0(1).\lim_{\varepsilon\to 0}\mu_{j}\left(\left\{x\in I\ |\ \mathcal{T}_{p+1,\omega}^{\varepsilon}(x)>\frac{\xi}{\varepsilon}\right\}\cap\Gamma_{p,\omega}^{\varepsilon}\right)=\lim_{\varepsilon\to 0}\mu_{j}\left(\Gamma_{p,\omega}^{\varepsilon}\right)+o_{\xi\to 0}(1).

However, this follows immediately from Lemma 5.8 as {xI|𝒯p+1,ωε(x)>ξε}\left\{x\in I\ |\ \mathcal{T}_{p+1,\omega}^{\varepsilon}(x)>\frac{\xi}{\varepsilon}\right\} is contained in the complement of the set appearing in the statement of Lemma 5.8. ∎

To complete the inductive step, we wish to obtain (32), however, this follows immediately from Step 7 by taking ξ0\xi\to 0.

6 The diffusion coefficient

In this section, we show that in the setting of Theorem 1.1, if ε>0\varepsilon>0 is fixed, then the collection of random dynamical systems {(Ω,,,σ,BV(I),ε)}ε>0\{(\Omega,\mathcal{F},\mathbb{P},\sigma,\operatorname*{BV}(I),\mathcal{L}^{\varepsilon})\}_{\varepsilon>0} associated with metastable maps Tωε:IIT_{\omega}^{\varepsilon}:I\to I satisfies a quenched version of the Central Limit Theorem (CLT) [14, Theorem B]. Additionally, we provide an approximation for the diffusion coefficient (the variance of the limiting normal distribution in the CLT) when ε>0\varepsilon>0 is small. This approximation is expressed in terms of the averaged Markov jump process introduced in Section 5.1.

We begin by introducing the class of observables for which our results apply. This class is similar to that considered in [14]. In what follows, let ϕω0:=j=1mpjϕj\phi_{\omega}^{0}:=\sum_{j=1}^{m}p_{j}\phi_{j} be the limiting invariant measure admitted by [30, Theorem 7.2].

Definition 6.1.

We call the measurable map ψ:Ω×I\psi:\Omega\times I\to\mathbb{R} a regular, fibrewise centered observable if:

  • (a)

    Regularity.

    esssupωΩψωBV(I)=C<.\operatorname*{ess\,sup}_{\omega\in\Omega}\|\psi_{\omega}\|_{\operatorname*{BV}(I)}=C<\infty. (53)
  • (b)

    Fibrewise centering.

    Iψω(x)𝑑μω0(x)=Iψω(x)ϕω0(x)𝑑Leb(x)=j=1mpjIjψω(x)ϕj(x)𝑑Leb(x)=0\int_{I}\psi_{\omega}(x)\,d\mu_{\omega}^{0}(x)=\int_{I}\psi_{\omega}(x)\phi_{\omega}^{0}(x)\,d\mathrm{Leb}(x)=\sum_{j=1}^{m}p_{j}\int_{I_{j}}\psi_{\omega}(x)\phi_{j}(x)\,d\mathrm{Leb}(x)=0 (54)

    for \mathbb{P}-a.e. ωΩ\omega\in\Omega.

For all ε>0\varepsilon>0 we define the ε\varepsilon-centered observable

ψ~ωε:=ψωμωε(ψω)\tilde{\psi}_{\omega}^{\varepsilon}:=\psi_{\omega}-\mu_{\omega}^{\varepsilon}(\psi_{\omega}) (55)

and consider

(Σε(ψ~ε))2\displaystyle(\Sigma^{\varepsilon}(\tilde{\psi}^{\varepsilon}))^{2} :=ΩIψ~ωε(x)2ϕωε(x)𝑑Leb(x)𝑑(ω)\displaystyle:=\int_{\Omega}\int_{I}\tilde{\psi}_{\omega}^{\varepsilon}(x)^{2}\phi_{\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)\,d\mathbb{P}(\omega)
+2n=1ΩIωε(n)(ψ~ωε(x)ϕωε(x))ψ~σnωε(x)𝑑Leb(x)𝑑(ω).\displaystyle\qquad+2\sum_{n=1}^{\infty}\int_{\Omega}\int_{I}\mathcal{L}_{\omega}^{\varepsilon\,(n)}(\tilde{\psi}_{\omega}^{\varepsilon}(x)\phi_{\omega}^{\varepsilon}(x))\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(x)\,\,d\mathrm{Leb}(x)\,d\mathbb{P}(\omega). (56)

Let Ψω(j):=Ijψω(x)ϕj(x)𝑑Leb(x)\Psi_{\omega}(j):=\int_{I_{j}}\psi_{\omega}(x)\phi_{j}(x)\,d\mathrm{Leb}(x).

Remark 6.2.

Note that due to (53), for a fixed ε>0\varepsilon>0, each xIx\in I and \mathbb{P}-a.e. ωΩ\omega\in\Omega, the ε\varepsilon-centered observable defined in (55) satisfies

|ψ~ωε(x)|\displaystyle|\tilde{\psi}_{\omega}^{\varepsilon}(x)| ψωBV(I)+I|ψω||ϕωε|𝑑Leb(x)ψωBV(I)+ψωBV(I)μωε(I)2C.\displaystyle\leq||{\psi}_{\omega}||_{\operatorname*{BV}(I)}+\int_{I}|\psi_{\omega}||\phi_{\omega}^{\varepsilon}|\,d\mathrm{Leb}(x)\leq||{\psi}_{\omega}||_{\operatorname*{BV}(I)}+||{\psi}_{\omega}||_{\operatorname*{BV}(I)}\mu_{\omega}^{\varepsilon}(I)\leq 2C.

The main result of this section is Theorem 1.3. We proceed by proving a sequence of lemmata. Let BV0(I):={fBV(I)|If(x)𝑑Leb(x)=0}\operatorname*{BV}_{0}(I):=\{f\in\operatorname*{BV}(I)\ |\ \int_{I}f(x)\,d\mathrm{Leb}(x)=0\}. The following results allow us to control the tail end of the series appearing in (56).

Lemma 6.3.

Fix t>0t>0 and let ε>0\varepsilon>0 be sufficiently small. In the setting of Theorem 1.1, if there exists α>0\alpha>0 such that for all fBV0(I)f\in\operatorname*{BV}_{0}(I) and \mathbb{P}-a.e. ωΩ\omega\in\Omega

ωε(t2ε)fL1(Leb)αfBV0(I),\|\mathcal{L}_{\omega}^{\varepsilon\,(\frac{t}{2\varepsilon})}f\|_{L^{1}(\operatorname{\mathrm{Leb}})}\leq\alpha{\|f\|_{\operatorname*{BV}_{0}(I)}}, (57)

then

ωε(tε)fBV0(I)fBV0(I)2\|\mathcal{L}_{\omega}^{\varepsilon\,(\frac{t}{\varepsilon})}f\|_{\operatorname*{BV}_{0}(I)}\leq\frac{\|f\|_{\operatorname*{BV}_{0}(I)}}{2}

for \mathbb{P}-a.e. ωΩ\omega\in\Omega.

Proof.

Thanks to (P5), there exist constants K,r>0K,r>0 with r<1r<1 such that for all nn\in\mathbb{N}, fBV0(I)f\in\operatorname*{BV}_{0}(I) and \mathbb{P}-a.e. ωΩ\omega\in\Omega,

varI(ωε(n)f)\displaystyle\operatorname*{var}_{I}(\mathcal{L}_{\omega}^{\varepsilon\,(n)}f) K(rnvarI(f)+fL1(Leb))\displaystyle\leq K(r^{n}\operatorname*{var}_{I}(f)+||f||_{L^{1}(\operatorname{\mathrm{Leb}})}) (58)

and

ωε(n)fL1(Leb)KfL1(Leb).\displaystyle||\mathcal{L}_{\omega}^{\varepsilon\,(n)}f||_{L^{1}(\operatorname{\mathrm{Leb}})}\leq K||f||_{L^{1}(\operatorname{\mathrm{Leb}})}. (59)

Thus, with (58) and (59), for \mathbb{P}-a.e. ωΩ\omega\in\Omega,

ωε(tε)fBV0(I)\displaystyle||\mathcal{L}_{\omega}^{\varepsilon\,(\frac{t}{\varepsilon})}f||_{\operatorname*{BV}_{0}(I)} =σt2εωε(t2ε)(ωε(t2ε)f)BV0(I)\displaystyle=||\mathcal{L}^{\varepsilon\,(\frac{t}{2\varepsilon})}_{\sigma^{\frac{t}{2\varepsilon}}\omega}(\mathcal{L}_{\omega}^{\varepsilon\,(\frac{t}{2\varepsilon})}f)||_{\operatorname*{BV}_{0}(I)}
=σt2εωε(t2ε)(ωε(t2ε)f)L1(Leb)+varI(σt2εωε(t2ε)(ωε(t2ε)f))\displaystyle=||\mathcal{L}^{\varepsilon\,(\frac{t}{2\varepsilon})}_{\sigma^{\frac{t}{2\varepsilon}}\omega}(\mathcal{L}_{\omega}^{\varepsilon\,(\frac{t}{2\varepsilon})}f)||_{L^{1}(\operatorname{\mathrm{Leb}})}+\operatorname*{var}_{I}(\mathcal{L}^{\varepsilon\,(\frac{t}{2\varepsilon})}_{\sigma^{\frac{t}{2\varepsilon}}\omega}(\mathcal{L}_{\omega}^{\varepsilon\,(\frac{t}{2\varepsilon})}f))
Kωε(t2ε)fL1(Leb)+K(rt2εvarI(ωε(t2ε)f)+ωε(t2ε)fL1(Leb))\displaystyle\leq K||\mathcal{L}_{\omega}^{\varepsilon\,(\frac{t}{2\varepsilon})}f||_{L^{1}(\operatorname{\mathrm{Leb}})}+K(r^{\frac{t}{2\varepsilon}}\operatorname*{var}_{I}(\mathcal{L}_{\omega}^{\varepsilon\,(\frac{t}{2\varepsilon})}f)+||\mathcal{L}_{\omega}^{\varepsilon\,(\frac{t}{2\varepsilon})}f||_{L^{1}(\operatorname{\mathrm{Leb}})})
()2αKfBV0(I)+Krt2εvarI(ωε(t2ε)f)\displaystyle\stackrel{{\scriptstyle(\star)}}{{\leq}}2\alpha K{||f||_{\operatorname*{BV}_{0}(I)}}{}+Kr^{\frac{t}{2\varepsilon}}\operatorname*{var}_{I}(\mathcal{L}_{\omega}^{\varepsilon\,(\frac{t}{2\varepsilon})}f)
2αKfBV0(I)+K2rtεvarI(f)+K2rt2εfL1(Leb).\displaystyle\leq 2\alpha K{||f||_{\operatorname*{BV}_{0}(I)}}+K^{2}r^{\frac{t}{\varepsilon}}\operatorname*{var}_{I}(f)+K^{2}r^{\frac{t}{2\varepsilon}}||f||_{L^{1}(\operatorname{\mathrm{Leb}})}.

Note that at ()(\star), we have used (57). Choose α14K\alpha\leq\frac{1}{4K}. Since 0<r<10<r<1, taking ε>0\varepsilon>0 sufficiently small, the result follows. ∎

We aim to control ωε(t2ε)fL1(Leb)\|\mathcal{L}_{\omega}^{\varepsilon\,(\frac{t}{2\varepsilon})}f\|_{L^{1}(\operatorname{\mathrm{Leb}})} so that we can apply Lemma 6.3. This may be achieved due to the following.

Lemma 6.4.

Fix δ>0\delta>0. In the setting of Theorem 1.1, if there exists ε0,δ1>0\varepsilon_{0},\delta_{1}>0 such that εε0\varepsilon\leq\varepsilon_{0}, and for any fBV(I)f\in\operatorname*{BV}(I) with fBV(I)=1\|f\|_{\operatorname*{BV}(I)}=1, 0|Ikf(x)𝑑Leb(x)|δ10\leq|\int_{I_{k}}f(x)\,d\mathrm{Leb}(x)|\leq\delta_{1} for each k{1,,m}k\in\{1,\cdots,m\}, then for \mathbb{P}-a.e. ωΩ\omega\in\Omega and n0n_{0}\in\mathbb{N} sufficiently large

ωε(n0)fL1(Leb)<δ.||\mathcal{L}_{\omega}^{\varepsilon\,(n_{0})}f||_{L^{1}(\operatorname{\mathrm{Leb}})}<\delta.
Proof.

Thanks to (P1) and Remark 3.3,

supfBV(I)=1(ωε0)fL1(Leb)=oε0(1).\displaystyle\sup_{||f||_{\operatorname*{BV}(I)}=1}||(\mathcal{L}_{\omega}^{\varepsilon}-\mathcal{L}^{0})f||_{L^{1}(\operatorname{\mathrm{Leb}})}=o_{\varepsilon\to 0}(1). (60)

However, for n>1n>1, due to the identity that

ωε(n)0(n)=j=0n1σnjωε(j)(σnj1ωε0)0(nj1),\mathcal{L}_{\omega}^{\varepsilon\,(n)}-\mathcal{L}^{0\,(n)}=\sum_{j=0}^{n-1}\mathcal{L}_{\sigma^{n-j}\omega}^{\varepsilon\,(j)}(\mathcal{L}_{\sigma^{n-j-1}\omega}^{\varepsilon}-\mathcal{L}^{0})\mathcal{L}^{0\,(n-j-1)}, (61)

through (60), it follows that for each nn\in\mathbb{N}

supfBV(I)=1(ωε(n)0(n))fL1(Leb)=oε0(1).\displaystyle\sup_{||f||_{\operatorname*{BV}(I)}=1}||(\mathcal{L}_{\omega}^{\varepsilon\,(n)}-\mathcal{L}^{0\,(n)})f||_{L^{1}(\operatorname{\mathrm{Leb}})}=o_{\varepsilon\to 0}(1). (62)

From (62) we apply the reverse triangle inequality so that

oε0(1)\displaystyle o_{\varepsilon\to 0}(1) =supfBV(I)=1(ωε(n)0(n))fL1(Leb)\displaystyle=\sup_{||f||_{\operatorname*{BV}(I)}=1}||(\mathcal{L}_{\omega}^{\varepsilon\,(n)}-\mathcal{L}^{0\,(n)})f||_{L^{1}(\operatorname{\mathrm{Leb}})}
supfBV(I)=1|ωε(n)fL1(Leb)0(n)fL1(Leb)|.\displaystyle\geq\sup_{||f||_{\operatorname*{BV}(I)}=1}\left|||\mathcal{L}_{\omega}^{\varepsilon\,(n)}f||_{L^{1}(\operatorname{\mathrm{Leb}})}-||\mathcal{L}^{0\,(n)}f||_{L^{1}(\operatorname{\mathrm{Leb}})}\right|. (63)

We conclude by arguing that supfBV(I)=10(n)fL1(Leb)\sup_{||f||_{\operatorname*{BV}(I)}=1}||\mathcal{L}^{0\,(n)}f||_{L^{1}(\operatorname{\mathrm{Leb}})} is small. Indeed, setting ε=0\varepsilon=0 in (4), observe that 0(n)=j=1mj0(n)\mathcal{L}^{0\,(n)}=\sum_{j=1}^{m}\mathcal{L}^{0\,(n)}_{j}. Further, since Tj0:IjIjT^{0}_{j}:I_{j}\to I_{j} is mixing,161616Recall that for each j{1,,m}j\in\{1,\cdots,m\}, Tj0:IjIjT^{0}_{j}:I_{j}\to I_{j} denotes the map associated with the Perron-Frobenius operator j0\mathcal{L}^{0}_{j}. there exist constants C>0C>0 and κ(0,1)\kappa\in(0,1) such that for each j{1,,m}j\in\{1,\cdots,m\}, nn\in\mathbb{N} and fBV(Ij)f\in\operatorname*{BV}(I_{j}),

j0(n)fLeb(f𝟙Ij)ϕjL1(Leb)CκnfBV(Ij).\left\|\mathcal{L}_{j}^{0\,(n)}f-\operatorname{\mathrm{Leb}}(f\cdot\mathds{1}_{I_{j}})\phi_{j}\right\|_{L^{1}(\operatorname{\mathrm{Leb}})}\leq C\kappa^{n}||f||_{\operatorname*{BV}(I_{j})}. (64)

Therefore, by assumption, if 0|Ikf(x)𝑑Leb(x)|δ10\leq|\int_{I_{k}}f(x)\,d\mathrm{Leb}(x)|\leq\delta_{1} for each k{1,,m}k\in\{1,\cdots,m\}, using (64)

0(n)fL1(Leb)\displaystyle||\mathcal{L}^{0\,(n)}f||_{L^{1}(\operatorname{\mathrm{Leb}})} j=1mj0(n)(f𝟙Ij)L1(Leb)\displaystyle\leq\sum_{j=1}^{m}\|\mathcal{L}_{j}^{0\,(n)}(f\cdot\mathds{1}_{I_{j}})\|_{L^{1}(\operatorname{\mathrm{Leb}})}
j=1m|Leb(f𝟙Ij)|ϕjL1(Leb)+On(κn)\displaystyle\leq\sum_{j=1}^{m}|\operatorname{\mathrm{Leb}}(f\cdot\mathds{1}_{I_{j}})|||\phi_{j}||_{L^{1}(\operatorname{\mathrm{Leb}})}+O_{n\to\infty}(\kappa^{n})
mδ1+On(κn).\displaystyle\leq m\delta_{1}+O_{n\to\infty}(\kappa^{n}). (65)

Applying (65) to (63) it follows that for all δ>0\delta>0, if there exists ε0,δ1>0\varepsilon_{0},\delta_{1}>0 such that εε0\varepsilon\leq\varepsilon_{0}, and for any fBV(I)f\in\operatorname*{BV}(I) with fBV(I)=1\|f\|_{\operatorname*{BV}(I)}=1, 0|Ikf(x)𝑑Leb(x)|δ10\leq|\int_{I_{k}}f(x)\,d\mathrm{Leb}(x)|\leq\delta_{1} for each k{1,,m}k\in\{1,\cdots,m\}, then for \mathbb{P}-a.e. ωΩ\omega\in\Omega and n0n_{0} large

ωε(n0)fL1(Leb)0(n0)fL1(Leb)+oε0(1)mδ1+On0(κn0)+oε0(1)<δ.||\mathcal{L}_{\omega}^{\varepsilon\,(n_{0})}f||_{L^{1}(\operatorname{\mathrm{Leb}})}\leq||\mathcal{L}^{0\,(n_{0})}f||_{L^{1}(\operatorname{\mathrm{Leb}})}+o_{\varepsilon\to 0}(1)\leq m\delta_{1}+O_{n_{0}\to\infty}(\kappa^{n_{0}})+o_{\varepsilon\to 0}(1)<\delta.

The following lemma relies on Lemma 6.3 and Lemma 6.4. In particular, we use Lemma 6.4 to obtain (57), from which we apply Lemma 6.3.

Lemma 6.5.

In the setting of Theorem 1.1, for all ε>0\varepsilon>0 sufficiently small there exist ρ(0,1)\rho\in(0,1) and t>0t>0 such that for all fBV0(I)f\in\operatorname*{BV}_{0}(I) with fBV(I)=1||f||_{\operatorname*{BV}(I)}=1, nn\in\mathbb{N}, and \mathbb{P}-a.e. ωΩ\omega\in\Omega

ωε(ntε)fBV0(I)ρnfBV0(I).||\mathcal{L}_{\omega}^{\varepsilon\,(\frac{nt}{\varepsilon})}f||_{\operatorname*{BV}_{0}(I)}\leq\rho^{n}||f||_{\operatorname*{BV}_{0}(I)}. (66)
Proof.

Fix δ>0\delta>0. Let δ1,ε0>0\delta_{1},\varepsilon_{0}>0 and n0n_{0}\in\mathbb{N} be as in Lemma 6.4. Set n¯tε:=t2εn0\bar{n}_{t}^{\varepsilon}:=\frac{t}{2\varepsilon}-n_{0}. If εε0\varepsilon\leq\varepsilon_{0}, and for any fBV(I)f\in\operatorname*{BV}(I) with fBV(I)=1||f||_{\operatorname*{BV}(I)}=1,

0|Ikωε(n¯tε)(f)(x)𝑑Leb(x)|δ10\leq\left|\int_{I_{k}}\mathcal{L}_{\omega}^{\varepsilon\,(\bar{n}_{t}^{\varepsilon})}(f)(x)\,d\mathrm{Leb}(x)\right|\leq\delta_{1} (67)

for each k{1,,m}k\in\{1,\cdots,m\} and \mathbb{P}-a.e. ωΩ\omega\in\Omega, then Lemma 6.4 asserts that for \mathbb{P}-a.e. ωΩ\omega\in\Omega,

σn¯tεωε(n0)(ωε(n¯tε))(f)L1(Leb)=ωε(t2ε)fL1(Leb)<δ.||\mathcal{L}_{\sigma^{\bar{n}_{t}^{\varepsilon}}\omega}^{\varepsilon\,(n_{0})}(\mathcal{L}_{\omega}^{\varepsilon\,(\bar{n}_{t}^{\varepsilon})})(f)||_{L^{1}(\operatorname{\mathrm{Leb}})}=||\mathcal{L}_{\omega}^{\varepsilon\,(\frac{t}{2\varepsilon})}f||_{L^{1}(\operatorname{\mathrm{Leb}})}<\delta. (68)

Due to the above, it remains to show that (67) holds. By applying Lemma 6.3, the result follows. Through similar estimates to (63) and (64), for any nn\in\mathbb{N} and fBV(I)f\in\operatorname*{BV}(I) with fBV(I)=1||f||_{\operatorname*{BV}(I)}=1,

|Leb(ωε(n)f)|=|Leb(j=1mLeb(f𝟙Ij)ϕj)|+On(κn)+oε0(1).\left|\operatorname{\mathrm{Leb}}(\mathcal{L}_{\omega}^{\varepsilon\,(n)}f)\right|=\left|\operatorname{\mathrm{Leb}}\left(\sum_{j=1}^{m}\operatorname{\mathrm{Leb}}(f\cdot\mathds{1}_{I_{j}})\phi_{j}\right)\right|+O_{n\to\infty}(\kappa^{n})+o_{\varepsilon\to 0}(1). (69)

Fix n1n_{1}\in\mathbb{N}, then by the duality relation of the Perron-Frobenius operator, (69) implies that

|Leb(ωε(n¯tε)f)|\displaystyle\left|\operatorname{\mathrm{Leb}}(\mathcal{L}_{\omega}^{\varepsilon\,(\bar{n}_{t}^{\varepsilon})}f)\right| =|Leb(σn1ωε(n¯tεn1)(ωε(n1))(f))|\displaystyle=\left|\operatorname{\mathrm{Leb}}(\mathcal{L}_{\sigma^{n_{1}}\omega}^{\varepsilon\,(\bar{n}_{t}^{\varepsilon}-n_{1})}(\mathcal{L}_{\omega}^{\varepsilon\,({n}_{1})})(f))\right|
=|Leb(σn1ωε(n¯tεn1)(j=1mLeb(f𝟙Ij)ϕj))|+On1(θn1)+oε0(1).\displaystyle=\left|\operatorname{\mathrm{Leb}}\left(\mathcal{L}_{\sigma^{n_{1}}\omega}^{\varepsilon\,(\bar{n}_{t}^{\varepsilon}-n_{1})}\left(\sum_{j=1}^{m}\operatorname{\mathrm{Leb}}(f\cdot\mathds{1}_{I_{j}})\phi_{j}\right)\right)\right|+O_{n_{1}\to\infty}(\theta^{n_{1}})+o_{\varepsilon\to 0}(1).\phantom{asasfdsdf} (70)

Given the above, to obtain (67) we need to show that

Ikσn1ωε(n¯tεn1)(j=1mLeb(f𝟙Ij)ϕj)(x)𝑑Leb(x)=j=1mLeb(f𝟙Ij)Ikσn1ωε(n¯tεn1)(ϕj)(x)𝑑Leb(x)\int_{I_{k}}\mathcal{L}_{\sigma^{n_{1}}\omega}^{\varepsilon\,(\bar{n}_{t}^{\varepsilon}-n_{1})}\left(\sum_{j=1}^{m}\operatorname{\mathrm{Leb}}(f\cdot\mathds{1}_{I_{j}})\phi_{j}\right)(x)\,d\mathrm{Leb}(x)=\sum_{j=1}^{m}\operatorname{\mathrm{Leb}}(f\cdot\mathds{1}_{I_{j}})\int_{I_{k}}\mathcal{L}_{\sigma^{n_{1}}\omega}^{\varepsilon\,(\bar{n}_{t}^{\varepsilon}-n_{1})}\left(\phi_{j}\right)(x)\,d\mathrm{Leb}(x) (71)

is small for each k{1,,m}k\in\{1,\cdots,m\}. However, by Theorem 1.2, for \mathbb{P}-a.e. ωΩ\omega\in\Omega

limε0Ikσn1ωε(n¯tεn1)(ϕj)(x)𝑑Leb(x)\displaystyle\lim_{\varepsilon\to 0}\int_{I_{k}}\mathcal{L}_{\sigma^{n_{1}}\omega}^{\varepsilon\,(\bar{n}_{t}^{\varepsilon}-n_{1})}\left(\phi_{j}\right)(x)\,d\mathrm{Leb}(x) =limε0μj((Tσn1ωε(t2εn0n1))1(Ik))=pjk(t2)\displaystyle=\lim_{\varepsilon\to 0}\mu_{j}\left((T_{\sigma^{n_{1}}\omega}^{\varepsilon\,(\frac{t}{2\varepsilon}-{n}_{0}-n_{1})})^{-1}(I_{k})\right)=p_{jk}\left(\frac{t}{2}\right)

where pjk(t2):=(et2G¯)jkp_{jk}\left(\frac{t}{2}\right):=(e^{\frac{t}{2}\bar{G}})_{jk} denotes the transition probability of an initial condition starting in state IjI_{j} , and jumping to state IkI_{k} at time t2\frac{t}{2} for the averaged Markov jump process introduced in Section 5.1.171717Recall that G¯\bar{G} is the generator of the averaged Markov jump process defined in Section 5.1. But, limtpjk(t2)=pk\lim_{t\to\infty}p_{jk}\left(\frac{t}{2}\right)=p_{k}, where pkp_{k} is as in (54). So, from (71), for \mathbb{P}-a.e. ωΩ\omega\in\Omega,

limtlimε0|j=1mLeb(f𝟙Ij)Ikσn1ωε(n¯tεn1)(ϕj(x))𝑑Leb(x)|\displaystyle\lim_{t\to\infty}\lim_{\varepsilon\to 0}\left|\sum_{j=1}^{m}\operatorname{\mathrm{Leb}}(f\cdot\mathds{1}_{I_{j}})\int_{I_{k}}\mathcal{L}_{\sigma^{n_{1}}\omega}^{\varepsilon\,(\bar{n}_{t}^{\varepsilon}-n_{1})}\left(\phi_{j}(x)\right)\,d\mathrm{Leb}(x)\right| =0\displaystyle=0

since fBV0(I){f}\in\operatorname*{BV}_{0}(I). Therefore, taking n1n_{1} large in (70), we obtain (67). ∎

We may now prove the main result of this section.

Proof of Theorem 1.3.

The proof of Theorem 1.3 is divided into several steps. In Step 1, we apply [14, Theorem B] to show that (2) holds. The remaining steps concern the computation of (3). Step 2 and Step 3 show that various terms in ε(Σε(ψ~ε))\varepsilon(\Sigma^{\varepsilon}(\tilde{\psi}^{\varepsilon})) tend to zero with ε\varepsilon. In Step 4 and Step 5, we compute estimates for the remaining terms, which we use in Step 6 and Step 78 to obtain (3).

Step 1.

In the setting of Theorem 1.3, for every bounded and continuous function f:f:\mathbb{R}\to\mathbb{R} and \mathbb{P}-a.e. ωΩ\omega\in\Omega, we have

limnf(1nk=0n1(ψ~σkωεTωε(k)))(x)𝑑μωε(x)=f(x)𝑑𝒩(0,(Σε(ψ~ε))2)(x).\lim_{n\to\infty}\int_{\mathbb{R}}f\left(\frac{1}{\sqrt{n}}\sum_{k=0}^{n-1}(\tilde{\psi}^{\varepsilon}_{\sigma^{k}\omega}\circ T_{\omega}^{\varepsilon\,(k)})\right)(x)\,d\mu_{\omega}^{\varepsilon}(x)=\int_{\mathbb{R}}f(x)\,d\mathcal{N}(0,(\Sigma^{\varepsilon}(\tilde{\psi}^{\varepsilon}))^{2})(x).
Proof.

It suffices to check that for each ε>0\varepsilon>0 sufficiently small, [14, Theorem B] applies to the sequence of random dynamical systems {(Ω,,,σ,BV(I),ε)}ε>0\{(\Omega,\mathcal{F},\mathbb{P},\sigma,\operatorname*{BV}(I),\mathcal{L}^{\varepsilon})\}_{\varepsilon>0} of metastable maps Tωε:IIT_{\omega}^{\varepsilon}:I\to I. Due to [14, Section 2.3.1], for a fixed ε>0\varepsilon>0, if (P1)-(P7) hold, and (Tωε)ωΩ(T_{\omega}^{\varepsilon})_{\omega\in\Omega} is uniformly (over ωΩ\omega\in\Omega) covering, then [14, Theorem B] applies. By assumption, (P1)-(P7) hold, and thus it remains to show that (Tωε)ωΩ(T_{\omega}^{\varepsilon})_{\omega\in\Omega} is uniformly (over ωΩ\omega\in\Omega) covering. However, thanks to (P4), particularly the fact that the measure of the holes for TωεT_{\omega}^{\varepsilon} are bounded uniformly over ωΩ\omega\in\Omega away from zero, this is satisfied. ∎

Step 2.

In the setting of Theorem 1.3,

limε0εΩIψ~ωε(x)2ϕωε(x)𝑑Leb(x)𝑑(ω)=0.\lim_{\varepsilon\to 0}\varepsilon\int_{\Omega}\int_{I}\tilde{\psi}_{\omega}^{\varepsilon}(x)^{2}\phi_{\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)\,d\mathbb{P}(\omega)=0.
Proof.

Due to (53), there exists a constant C>0C>0 such that esssupωΩψωBV(I)C\operatorname*{ess\,sup}_{\omega\in\Omega}||\psi_{\omega}||_{\operatorname*{BV}(I)}\leq C. Therefore, recalling Remark 6.2,

ε|ΩIψ~ωε(x)2ϕωε(x)𝑑Leb(x)𝑑(ω)|\displaystyle\varepsilon\left|\int_{\Omega}\int_{I}\tilde{\psi}_{\omega}^{\varepsilon}(x)^{2}\phi_{\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)\,d\mathbb{P}(\omega)\right| 4εC2.\displaystyle\leq 4\varepsilon C^{2}.

Taking ε0\varepsilon\to 0, the result follows. ∎

Step 3.

In the setting of Theorem 1.3,

limtlimε0𝒯tε:=limtlimε02εn=tε+1ΩIωε(n)(ψ~ωε(x)ϕωε(x))ψ~σnωε(x)𝑑Leb(x)𝑑(ω)=0.\displaystyle\lim_{t\to\infty}\lim_{\varepsilon\to 0}\mathcal{T}^{\varepsilon}_{t}:=\lim_{t\to\infty}\lim_{\varepsilon\to 0}2\varepsilon\sum_{n=\frac{t}{\varepsilon}+1}^{\infty}\int_{\Omega}\int_{I}\mathcal{L}_{\omega}^{\varepsilon\,(n)}(\tilde{\psi}_{\omega}^{\varepsilon}(x)\phi_{\omega}^{\varepsilon}(x))\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(x)\,\,d\mathrm{Leb}(x)\,d\mathbb{P}(\omega)=0.
Proof.

Recall that due to Remark 6.2, for \mathbb{P}-a.e. ωΩ\omega\in\Omega,

|𝒯tε|\displaystyle\left|\mathcal{T}^{\varepsilon}_{t}\right| 4Cεn=tε+1ΩI|ωε(n)(ψ~ωε(x)ϕωε(x))|𝑑Leb(x)𝑑(ω)\displaystyle\leq 4C\varepsilon\ \sum_{n=\frac{t}{\varepsilon}+1}^{\infty}\int_{\Omega}\int_{I}|\mathcal{L}_{\omega}^{\varepsilon\,(n)}(\tilde{\psi}_{\omega}^{\varepsilon}(x)\phi_{\omega}^{\varepsilon}(x))|\,\,d\mathrm{Leb}(x)\,d\mathbb{P}(\omega)
4Cεn=tε+1esssupωΩωε(n)(ψ~ωεϕωε)BV(I).\displaystyle\leq 4C\varepsilon\sum_{n=\frac{t}{\varepsilon}+1}^{\infty}\operatorname*{ess\,sup}_{\omega\in\Omega}||\mathcal{L}_{\omega}^{\varepsilon\,(n)}(\tilde{\psi}_{\omega}^{\varepsilon}\phi_{\omega}^{\varepsilon})||_{\operatorname*{BV}(I)}. (72)

Observe that

n=tε+1esssupωΩωε(n)(ψ~ωεϕωε)BV(I)\displaystyle\sum_{n=\frac{t}{\varepsilon}+1}^{\infty}\operatorname*{ess\,sup}_{\omega\in\Omega}||\mathcal{L}_{\omega}^{\varepsilon\,(n)}(\tilde{\psi}_{\omega}^{\varepsilon}\phi_{\omega}^{\varepsilon})||_{\operatorname*{BV}(I)} =j=1k=0tε1esssupωΩωε(k+jtε+1)(ψ~ωεϕωε)BV(I)\displaystyle=\sum_{j=1}^{\infty}\sum_{k=0}^{\frac{t}{\varepsilon}-1}\operatorname*{ess\,sup}_{\omega\in\Omega}||\mathcal{L}_{\omega}^{\varepsilon\,(k+\frac{jt}{\varepsilon}+1)}(\tilde{\psi}_{\omega}^{\varepsilon}\phi_{\omega}^{\varepsilon})||_{\operatorname*{BV}(I)}
=j=1k=0tε1esssupωΩσjtεωε(k+1)(ωε(jtε)(ψ~ωεϕωε))BV(I).\displaystyle=\sum_{j=1}^{\infty}\sum_{k=0}^{\frac{t}{\varepsilon}-1}\operatorname*{ess\,sup}_{\omega\in\Omega}||\mathcal{L}_{\sigma^{\frac{jt}{\varepsilon}}\omega}^{\varepsilon\,(k+1)}(\mathcal{L}_{\omega}^{\varepsilon\,(\frac{jt}{\varepsilon})}(\tilde{\psi}_{\omega}^{\varepsilon}\phi_{\omega}^{\varepsilon}))||_{\operatorname*{BV}(I)}.

By (P5), there exists a constant M>0M>0 such that for \mathbb{P}-a.e. ωΩ\omega\in\Omega

j=1k=0tε1\displaystyle\sum_{j=1}^{\infty}\sum_{k=0}^{\frac{t}{\varepsilon}-1} esssupωΩσjtεωε(k+1)(ωε(jtε)(ψ~ωεϕωε))BV(I)\displaystyle\operatorname*{ess\,sup}_{\omega\in\Omega}||\mathcal{L}_{\sigma^{\frac{jt}{\varepsilon}}\omega}^{\varepsilon\,(k+1)}(\mathcal{L}_{\omega}^{\varepsilon\,(\frac{jt}{\varepsilon})}(\tilde{\psi}_{\omega}^{\varepsilon}\phi_{\omega}^{\varepsilon}))||_{\operatorname*{BV}(I)}
Mj=1k=0tε1esssupωΩωε(jtε)(ψ~ωεϕωε)BV(I)\displaystyle\leq M\sum_{j=1}^{\infty}\sum_{k=0}^{\frac{t}{\varepsilon}-1}\operatorname*{ess\,sup}_{\omega\in\Omega}||\mathcal{L}_{\omega}^{\varepsilon\,(\frac{jt}{\varepsilon})}(\tilde{\psi}_{\omega}^{\varepsilon}\phi_{\omega}^{\varepsilon})||_{\operatorname*{BV}(I)}
=Mtψ~ωεϕωεBV(I)εj=1esssupωΩωε(jtε)(ψ~ωεϕωεψ~ωεϕωεBV(I))BV(I).\displaystyle=\frac{Mt\|\tilde{\psi}_{\omega}^{\varepsilon}\phi_{\omega}^{\varepsilon}\|_{\operatorname*{BV}(I)}}{\varepsilon}\sum_{j=1}^{\infty}\operatorname*{ess\,sup}_{\omega\in\Omega}\Bigg{\|}\mathcal{L}_{\omega}^{\varepsilon\,(\frac{jt}{\varepsilon})}\Bigg{(}\frac{\tilde{\psi}_{\omega}^{\varepsilon}\phi_{\omega}^{\varepsilon}}{\|\tilde{\psi}_{\omega}^{\varepsilon}\phi_{\omega}^{\varepsilon}\|_{\operatorname*{BV}(I)}}\Bigg{)}\Bigg{\|}_{\operatorname*{BV}(I)}.

Due to Remark 6.2 and [30, Lemma 4.2], ψ~ωεϕωε\tilde{\psi}_{\omega}^{\varepsilon}\phi_{\omega}^{\varepsilon} has uniformly bounded BV(I)\operatorname*{BV}(I) norm over ε>0\varepsilon>0 sufficiently small, and over ωΩ\omega\in\Omega away from a \mathbb{P}-null set. Thus, applying Lemma 66 with f=ψ~ωεϕωεψ~ωεϕωεBV(I)f=\frac{\tilde{\psi}_{\omega}^{\varepsilon}\phi_{\omega}^{\varepsilon}}{\|\tilde{\psi}_{\omega}^{\varepsilon}\phi_{\omega}^{\varepsilon}\|_{\operatorname*{BV}(I)}}, there exist constants ρ(0,1)\rho\in(0,1) and M~>0\tilde{M}>0 such that for ε>0\varepsilon>0 sufficiently small and \mathbb{P}-a.e. ωΩ\omega\in\Omega

Mtεj=1esssupωΩωε(jtε)(ψ~ωεϕωεψ~ωεϕωεBV(I))BV(I)ψ~ωεϕωεBV(I)\displaystyle\frac{Mt}{\varepsilon}\sum_{j=1}^{\infty}\operatorname*{ess\,sup}_{\omega\in\Omega}\left\|\mathcal{L}_{\omega}^{\varepsilon\,(\frac{jt}{\varepsilon})}\left(\frac{\tilde{\psi}_{\omega}^{\varepsilon}\phi_{\omega}^{\varepsilon}}{\|\tilde{\psi}_{\omega}^{\varepsilon}\phi_{\omega}^{\varepsilon}\|_{\operatorname*{BV}(I)}}\right)\right\|_{\operatorname*{BV}(I)}\|\tilde{\psi}_{\omega}^{\varepsilon}\phi_{\omega}^{\varepsilon}\|_{\operatorname*{BV}(I)} M~tεj=1(ρt)j\displaystyle\leq\frac{\tilde{M}t}{\varepsilon}\sum_{j=1}^{\infty}(\rho^{t})^{j}
=M~tρtε(1ρt).\displaystyle=\frac{\tilde{M}t\rho^{t}}{\varepsilon(1-\rho^{t})}. (73)

In turn, combining (72) and (73), we find that there exists a constant C~>0\tilde{C}>0 such that

limε0|𝒯tε|C~tρt1ρt,\lim_{\varepsilon\to 0}|\mathcal{T}_{t}^{\varepsilon}|\leq\tilde{C}\frac{t\rho^{t}}{1-\rho^{t}},

which is small for tt large.

From Step 2 and Step 3,

limε0ε(Σε(ψ~ε))2=limtlimε02εn=1tεΩIωε(n)(ψ~ωε(x)ϕωε(x))ψ~σnωε(x)𝑑Leb(x)𝑑(ω).\lim_{\varepsilon\to 0}\varepsilon(\Sigma^{\varepsilon}(\tilde{\psi}^{\varepsilon}))^{2}=\lim_{t\to\infty}\lim_{\varepsilon\to 0}2\varepsilon\sum_{n=1}^{\frac{t}{\varepsilon}}\int_{\Omega}\int_{I}\mathcal{L}_{\omega}^{\varepsilon\,(n)}(\tilde{\psi}_{\omega}^{\varepsilon}(x)\phi_{\omega}^{\varepsilon}(x))\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(x)\,\,d\mathrm{Leb}(x)\,d\mathbb{P}(\omega). (74)

The following steps allow us to compute (74).

Step 4.

Fix n0n_{0}\in\mathbb{N}. In the setting of Theorem 1.3, let

χn,ωε:=j=1m(Ijψ~ωε(x)ϕωε(x)𝑑Leb(x))σn0ωε(n2n0)(ϕj).\chi_{n,\omega}^{\varepsilon}:=\sum_{j=1}^{m}\left(\int_{I_{j}}\tilde{\psi}_{\omega}^{\varepsilon}(x)\phi_{\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)\right)\mathcal{L}_{\sigma^{n_{0}}\omega}^{\varepsilon\,(n-2n_{0})}(\phi_{j}). (75)

Then for \mathbb{P}-a.e. ωΩ\omega\in\Omega,

Iσnn0ωε(n0)(χn,ωε)(x)ψ~σnωε(x)𝑑Leb(x)\displaystyle\int_{I}\mathcal{L}_{\sigma^{n-n_{0}}\omega}^{\varepsilon\,(n_{0})}(\chi_{n,\omega}^{\varepsilon})(x)\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(x)\,\,d\mathrm{Leb}(x) =k=1mIkϕk(x)ψ~σnωε(x)𝑑Leb(x)(Ikχn,ωε(x)𝑑Leb(x))\displaystyle=\sum_{k=1}^{m}\int_{I_{k}}\phi_{k}(x)\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)\left(\int_{I_{k}}\chi_{n,\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)\right)
+On0(κn0)+oε0(1).\displaystyle\quad+O_{n_{0}\to\infty}(\kappa^{n_{0}})+o_{\varepsilon\to 0}(1).
Proof.

Observe that

Iσnn0ωε(n0)(χn,ωε)(x)ψ~σnωε(x)𝑑Leb(x)=k=1mIkσnn0ωε(n0)(χn,ωε)(x)ψ~σnωε(x)𝑑Leb(x).\displaystyle\int_{I}\mathcal{L}_{\sigma^{n-n_{0}}\omega}^{\varepsilon\,(n_{0})}(\chi_{n,\omega}^{\varepsilon})(x)\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(x)\,\,d\mathrm{Leb}(x)=\sum_{k=1}^{m}\int_{I_{k}}\mathcal{L}_{\sigma^{n-n_{0}}\omega}^{\varepsilon\,(n_{0})}(\chi_{n,\omega}^{\varepsilon})(x)\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(x)\,\,d\mathrm{Leb}(x). (76)

For each k{1,,m}k\in\{1,\cdots,m\}, due to (64),

Ik0(n0)(χn,ωε)(x)ψ~σnωε(x)𝑑Leb(x)\displaystyle\int_{I_{k}}\mathcal{L}^{0\,(n_{0})}(\chi_{n,\omega}^{\varepsilon})(x)\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(x)\,\,d\mathrm{Leb}(x) =Ikk0(n0)(χn,ωε)(x)ψ~σnωε(x)𝑑Leb(x)\displaystyle=\int_{I_{k}}\mathcal{L}_{k}^{0\,(n_{0})}(\chi_{n,\omega}^{\varepsilon})(x)\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(x)\,\,d\mathrm{Leb}(x)
=Leb(χn,ωε𝟙Ik)Ikϕk(x)ψ~σnωε(x)𝑑Leb(x)\displaystyle=\operatorname{\mathrm{Leb}}(\chi_{n,\omega}^{\varepsilon}\cdot\mathds{1}_{I_{k}})\int_{I_{k}}\phi_{k}(x)\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)
+On0(κn0)χn,ωεBV(I).\displaystyle\qquad+O_{n_{0}\to\infty}(\kappa^{n_{0}})||\chi_{n,\omega}^{\varepsilon}||_{\operatorname*{BV}(I)}. (77)

Due to (P5) and (53), χn,ωεBV(I)||\chi_{n,\omega}^{\varepsilon}||_{\operatorname*{BV}(I)} is bounded uniformly over ωΩ\omega\in\Omega, ε>0\varepsilon>0 and nn\in\mathbb{N}. Thus, for each k{1,,m}k\in\{1,\cdots,m\}, due to Remark 6.2, since n0n_{0}\in\mathbb{N} is fixed,

Ik(σnn0ωε(n0)0(n0))(χn,ωε)(x)ψ~σnωε(x)𝑑Leb(x)\displaystyle\int_{I_{k}}(\mathcal{L}_{\sigma^{n-n_{0}}\omega}^{\varepsilon\,(n_{0})}-\mathcal{L}^{0\,(n_{0})})(\chi_{n,\omega}^{\varepsilon})(x)\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(x)\,\,d\mathrm{Leb}(x)
2Cχn,ωεBV(I)(σnn0ωε(n0)0(n0))(𝟙I)L1(Leb)=oε0(1).\displaystyle\quad\leq 2C||\chi_{n,\omega}^{\varepsilon}||_{\operatorname*{BV}(I)}||(\mathcal{L}_{\sigma^{n-n_{0}}\omega}^{\varepsilon\,(n_{0})}-\mathcal{L}^{0\,(n_{0})})(\mathds{1}_{I})||_{L^{1}(\operatorname{\mathrm{Leb}})}=o_{\varepsilon\to 0}(1).

In the last line we have used (53), (61) and Remark 3.3. Due to (77), and recalling that χn,ωεBV(I)||\chi_{n,\omega}^{\varepsilon}||_{\operatorname*{BV}(I)} is bounded uniformly over ωΩ\omega\in\Omega, ε>0\varepsilon>0 and nn\in\mathbb{N}, we find that for each k{1,,m}k\in\{1,\cdots,m\},

Ikσnn0ωε(n0)(χn,ωε)(x)ψ~σnωε(x)𝑑Leb(x)\displaystyle\int_{I_{k}}\mathcal{L}_{\sigma^{n-n_{0}}\omega}^{\varepsilon\,(n_{0})}(\chi_{n,\omega}^{\varepsilon})(x)\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)
=Ik0(n0)(χn,ωε)(x)ψ~σnωε(x)𝑑Leb(x)+oε0(1)\displaystyle\quad=\int_{I_{k}}\mathcal{L}^{0\,(n_{0})}(\chi_{n,\omega}^{\varepsilon})(x)\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)+o_{\varepsilon\to 0}(1)
=Leb(χn,ωε𝟙Ik)Ikϕk(x)ψ~σnωε(x)𝑑Leb(x)+On0(κn0)+oε0(1).\displaystyle\quad=\operatorname{\mathrm{Leb}}(\chi_{n,\omega}^{\varepsilon}\cdot\mathds{1}_{I_{k}})\int_{I_{k}}\phi_{k}(x)\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)+O_{n_{0}\to\infty}(\kappa^{n_{0}})+o_{\varepsilon\to 0}(1).

Summing over k{1,,m}k\in\{1,\cdots,m\}, the result follows. ∎

In the remainder of the proof, we will make use of Theorem 1.2. It is crucial that we study the average (over ωΩ\omega\in\Omega) speed of convergence of the distribution of jumps for TωεT_{\omega}^{\varepsilon} as ε0\varepsilon\to 0.

Step 5.

In the setting of Theorem 1.2, set

Ej,ωε\displaystyle E_{j,\omega}^{\varepsilon} :=|μj({xI|ε𝒯k,ωε(x)Δkandz(Tωε(tk,ωε(x))(x))=rkfork=1,,p})\displaystyle:=\Bigg{|}\mu_{j}\left(\left\{x\in I\ \big{|}\ \varepsilon\mathcal{T}_{k,\omega}^{\varepsilon}(x)\in\Delta_{k}\ \mathrm{and}\ z(T_{\omega}^{\varepsilon\,(t_{k,\omega}^{\varepsilon}(x))}(x))=r_{k}\ \mathrm{for}\ k=1,\dots,p\right\}\right)
j(𝒯kMΔkandzkM=rkfork=1,,p)|.\displaystyle\quad-\mathbb{P}^{j}(\mathcal{T}_{k}^{M}\in\Delta_{k}\ \mathrm{and}\ z_{k}^{M}=r_{k}\ \mathrm{for}\,k=1,\dots,p)\Bigg{|}.

Then,

limε0ΩEj,ωε𝑑(ω)=0.\displaystyle\lim_{\varepsilon\to 0}\int_{\Omega}E_{j,\omega}^{\varepsilon}\,d\mathbb{P}(\omega)=0.
Proof.

Observe that for all ε>0\varepsilon>0 sufficiently small and each ωΩ\omega\in\Omega, |Ej,ωε|2|E_{j,\omega}^{\varepsilon}|\leq 2. Thus, by Theorem 1.2 and the dominated convergence theorem, the result follows.

Step 6.

In the setting of Theorem 1.3, for a fixed n0n_{0}\in\mathbb{N} and \mathbb{P}-a.e. ωΩ\omega\in\Omega

Σn,ωε\displaystyle\Sigma_{n,\omega}^{\varepsilon} :=Iωε(n)(ψ~ωε(x)ϕωε(x))ψ~σnωε(x)𝑑Leb(x)\displaystyle:=\int_{I}\mathcal{L}_{\omega}^{\varepsilon\,(n)}(\tilde{\psi}_{\omega}^{\varepsilon}(x)\phi_{\omega}^{\varepsilon}(x))\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(x)\,\,d\mathrm{Leb}(x)
=j,k=1mpj(Ψσnω(k)+oε0(1))(Ψω(j)+oε0(1))μj(Tσn0ωε(n2n0)(x)Ik)\displaystyle=\sum_{j,k=1}^{m}p_{j}(\Psi_{\sigma^{n}\omega}(k)+o_{\varepsilon\to 0}(1))\left(\Psi_{\omega}(j)+o_{\varepsilon\to 0}(1)\right)\mu_{j}(T_{\sigma^{n_{0}}\omega}^{\varepsilon\,(n-2n_{0})}(x)\in I_{k})
+On0(κn0)+oε0(1).\displaystyle\quad+O_{n_{0}\to\infty}(\kappa^{n_{0}})+o_{\varepsilon\to 0}(1).
Proof.

Due to (69), observe that for \mathbb{P}-a.e. ωΩ\omega\in\Omega

Σn,ωε\displaystyle\Sigma_{n,\omega}^{\varepsilon} :=Iωε(n)(ψ~ωε(x)ϕωε(x))ψ~σnωε(x)𝑑Leb(x)\displaystyle:=\int_{I}\mathcal{L}_{\omega}^{\varepsilon\,(n)}(\tilde{\psi}_{\omega}^{\varepsilon}(x)\phi_{\omega}^{\varepsilon}(x))\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(x)\,\,d\mathrm{Leb}(x)
=Iσn0ωε(n2n0)(ωε(n0)(ψ~ωε(x)ϕωε(x)))ψ~σnωε(Tσnn0ωε(n0)(x))𝑑Leb(x)\displaystyle=\int_{I}\mathcal{L}_{\sigma^{n_{0}}\omega}^{\varepsilon\,(n-2n_{0})}(\mathcal{L}_{\omega}^{\varepsilon\,(n_{0})}(\tilde{\psi}_{\omega}^{\varepsilon}(x)\phi_{\omega}^{\varepsilon}(x)))\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(T_{\sigma^{n-n_{0}}\omega}^{\varepsilon\,(n_{0})}(x))\,\,d\mathrm{Leb}(x)
=Iχn,ωε(x)ψ~σnωε(Tσnn0ωε(n0)(x))𝑑Leb(x)+On0(κn0)+oε0(1)\displaystyle=\int_{I}\chi_{n,\omega}^{\varepsilon}(x)\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(T_{\sigma^{n-n_{0}}\omega}^{\varepsilon\,(n_{0})}(x))\,d\mathrm{Leb}(x)+O_{n_{0}\to\infty}(\kappa^{n_{0}})+o_{\varepsilon\to 0}(1)

where χn,ωε\chi_{n,\omega}^{\varepsilon} is as in (75). Now, thanks to Step 4,

Σn,ωε\displaystyle\Sigma_{n,\omega}^{\varepsilon} =Iσnn0ωε(n0)(χn,ωε)(x)ψ~σnωε(x)𝑑Leb(x)+On0(κn0)+oε0(1)\displaystyle=\int_{I}\mathcal{L}_{\sigma^{n-n_{0}}\omega}^{\varepsilon\,(n_{0})}(\chi_{n,\omega}^{\varepsilon})(x)\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)+O_{n_{0}\to\infty}(\kappa^{n_{0}})+o_{\varepsilon\to 0}(1)
=k=1mIkψ~σnωε(x)ϕk(x)𝑑Leb(x)(Ikχn,ωε(x)𝑑Leb(x))+On0(κn0)+oε0(1)\displaystyle=\sum_{k=1}^{m}\int_{I_{k}}\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(x)\phi_{k}(x)\,d\mathrm{Leb}(x)\left(\int_{I_{k}}\chi_{n,\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)\right)+O_{n_{0}\to\infty}(\kappa^{n_{0}})+o_{\varepsilon\to 0}(1)
=j,k=1m(Ikψ~σnωε(x)ϕk(x)𝑑Leb(x))(Ijψ~ωε(x)ϕωε(x)𝑑Leb(x))\displaystyle=\sum_{j,k=1}^{m}\left(\int_{I_{k}}\tilde{\psi}_{\sigma^{n}\omega}^{\varepsilon}(x)\phi_{k}(x)\,d\mathrm{Leb}(x)\right)\left(\int_{I_{j}}\tilde{\psi}_{\omega}^{\varepsilon}(x)\phi_{\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)\right)
×Ikσn0ωε(n2n0)(ϕj)(x)dLeb(x)+On0(κn0)+oε0(1)\displaystyle\qquad\times\int_{I_{k}}\mathcal{L}_{\sigma^{n_{0}}\omega}^{\varepsilon\,(n-2n_{0})}(\phi_{j})(x)\,d\mathrm{Leb}(x)+O_{n_{0}\to\infty}(\kappa^{n_{0}})+o_{\varepsilon\to 0}(1)

Recall from the statement of Theorem 1.3 that Ψω(k):=Ikϕk(x)ψω(x)𝑑Leb(x)\Psi_{\omega}(k):=\int_{I_{k}}\phi_{k}(x){\psi}_{\omega}(x)\,d\mathrm{Leb}(x). Thus, using (55)

Σn,ωε\displaystyle\Sigma_{n,\omega}^{\varepsilon} =j,k=1m(Ψσnω(k)μσnωε(ψσnω))(Ij(ψω(x)μωε(ψω))ϕωε(x)𝑑Leb(x))\displaystyle=\sum_{j,k=1}^{m}\left(\Psi_{\sigma^{n}\omega}(k)-\mu_{\sigma^{n}\omega}^{\varepsilon}(\psi_{\sigma^{n}\omega})\right)\left(\int_{I_{j}}({\psi}_{\omega}(x)-\mu_{\omega}^{\varepsilon}(\psi_{\omega}))\phi_{\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)\right)
×Ikσn0ωε(n2n0)(ϕj)(x)dLeb(x)+On0(κn0)+oε0(1).\displaystyle\qquad\times\int_{I_{k}}\mathcal{L}_{\sigma^{n_{0}}\omega}^{\varepsilon\,(n-2n_{0})}(\phi_{j})(x)\,d\mathrm{Leb}(x)+O_{n_{0}\to\infty}(\kappa^{n_{0}})+o_{\varepsilon\to 0}(1).

Now, by [30, Theorem 7.2],

Ijψω(x)ϕωε(x)𝑑Leb(x)=pjIjψω(x)ϕj(x)𝑑Leb(x)+oε0(1)=pjΨω(j)+oε0(1).\int_{I_{j}}\psi_{\omega}(x)\phi_{\omega}^{\varepsilon}(x)\,d\mathrm{Leb}(x)=p_{j}\int_{I_{j}}\psi_{\omega}(x)\phi_{j}(x)\,d\mathrm{Leb}(x)+o_{\varepsilon\to 0}(1)=p_{j}\Psi_{\omega}(j)+o_{\varepsilon\to 0}(1).

So, recalling that for \mathbb{P}-a.e. ωΩ\omega\in\Omega, μωε(ψω)=i=1mpiΨω(i)+oε0(1)\mu_{\omega}^{\varepsilon}(\psi_{\omega})=\sum_{i=1}^{m}p_{i}\Psi_{\omega}(i)+o_{\varepsilon\to 0}(1), the result follows since

Σn,ωε\displaystyle\Sigma_{n,\omega}^{\varepsilon} =j,k=1m(Ψσnω(k)i=1mpiΨσnω(i)+oε0(1))(pj(Ψω(j)i=1mpiΨω(i))+oε0(1))\displaystyle=\sum_{j,k=1}^{m}\left(\Psi_{\sigma^{n}\omega}(k)-\sum_{i=1}^{m}p_{i}\Psi_{\sigma^{n}\omega}(i)+o_{\varepsilon\to 0}(1)\right)\left(p_{j}\left(\Psi_{\omega}(j)-\sum_{i=1}^{m}p_{i}\Psi_{\omega}(i)\right)+o_{\varepsilon\to 0}(1)\right)
×Ikσn0ωε(n2n0)(ϕj)(x)dLeb(x)+On0(κn0)+oε0(1)\displaystyle\quad\times\int_{I_{k}}\mathcal{L}_{\sigma^{n_{0}}\omega}^{\varepsilon\,(n-2n_{0})}(\phi_{j})(x)\,d\mathrm{Leb}(x)+O_{n_{0}\to\infty}(\kappa^{n_{0}})+o_{\varepsilon\to 0}(1)
=j,k=1mpj(Ψσnω(k)+oε0(1))(Ψω(j)+oε0(1))μj(Tσn0ωε(n2n0)(x)Ik)\displaystyle=\sum_{j,k=1}^{m}p_{j}(\Psi_{\sigma^{n}\omega}(k)+o_{\varepsilon\to 0}(1))\left(\Psi_{\omega}(j)+o_{\varepsilon\to 0}(1)\right)\mu_{j}(T_{\sigma^{n_{0}}\omega}^{\varepsilon\,(n-2n_{0})}(x)\in I_{k})
+On0(κn0)+oε0(1).\displaystyle\qquad+O_{n_{0}\to\infty}(\kappa^{n_{0}})+o_{\varepsilon\to 0}(1).

In the last line we have used (54) which implies that i=1mpiΨω(i)=0\sum_{i=1}^{m}p_{i}\Psi_{\omega}(i)=0 for \mathbb{P}-a.e. ωΩ\omega\in\Omega.∎

We may now compute (74).

Step 7.

In the setting of Theorem 1.3,

limε0ε(Σε(ψ~ε))2=2j,k=1mpjΩΨω(j)𝑑(ω)ΩΨω(k)𝑑(ω)0pjk(s)𝑑Leb(s).\lim_{\varepsilon\to 0}\varepsilon(\Sigma^{\varepsilon}(\tilde{\psi}^{\varepsilon}))^{2}=2\sum_{j,k=1}^{m}p_{j}\int_{\Omega}\Psi_{\omega}(j)\,d\mathbb{P}(\omega)\int_{\Omega}\Psi_{\omega}(k)\,d\mathbb{P}(\omega)\int_{0}^{\infty}p_{jk}(s)\,d\mathrm{Leb}(s). (78)
Proof.

Due to Step 6, for a fixed n0n_{0}\in\mathbb{N}, (74) becomes

limε0ε(Σε(ψ~ε))2\displaystyle\lim_{\varepsilon\to 0}\varepsilon(\Sigma^{\varepsilon}(\tilde{\psi}^{\varepsilon}))^{2} =j,k=1mlimtlimε0(2pjεΩ(Ψω(j)+oε0(1))n=1tε((Ψσnω(k)+oε0(1))\displaystyle=\sum_{j,k=1}^{m}\lim_{t\to\infty}\lim_{\varepsilon\to 0}\Bigg{(}2p_{j}\varepsilon\int_{\Omega}\left(\Psi_{\omega}(j)+o_{\varepsilon\to 0}(1)\right)\sum_{n=1}^{\frac{t}{\varepsilon}}\Bigg{(}(\Psi_{\sigma^{n}\omega}(k)+o_{\varepsilon\to 0}(1))
×μj(Tσn0ωε(n2n0)(x)Ik))d(ω)+2t(On0(κn0)+oε0(1))).\displaystyle\quad\times\mu_{j}(T_{\sigma^{n_{0}}\omega}^{\varepsilon\,(n-2n_{0})}(x)\in I_{k})\Bigg{)}\,d\mathbb{P}(\omega)+2{t}{}\left(O_{n_{0}\to\infty}(\kappa^{n_{0}})+o_{\varepsilon\to 0}(1)\right)\Bigg{)}. (79)

Fix δ>0\delta>0. From (79), we write

n=1tε(Ψσnω(k)+oε0(1))μj(Tσn0ωε(n2n0)(x)Ik)\displaystyle\sum_{n=1}^{\frac{t}{\varepsilon}}(\Psi_{\sigma^{n}\omega}(k)+o_{\varepsilon\to 0}(1))\mu_{j}(T_{\sigma^{n_{0}}\omega}^{\varepsilon\,(n-2n_{0})}(x)\in I_{k})
=u=0tδ1i=1δε(Ψσi+uδεω(k)+oε0(1))μj(Tσn0ωε(i+uδε2n0)(x)Ik)\displaystyle\qquad=\sum_{u=0}^{\frac{t}{\delta}-1}\sum_{i=1}^{\frac{\delta}{\varepsilon}}(\Psi_{\sigma^{i+\frac{u\delta}{\varepsilon}}\omega}(k)+o_{\varepsilon\to 0}(1))\mu_{j}(T_{\sigma^{n_{0}}\omega}^{\varepsilon\,(i+\frac{u\delta}{\varepsilon}-2n_{0})}(x)\in I_{k})
=u=0tδ1i=1δε(Ψσi+uδεω(k)+oε0(1))(pjk(uδ)+Ej,ωε)\displaystyle\qquad=\sum_{u=0}^{\frac{t}{\delta}-1}\sum_{i=1}^{\frac{\delta}{\varepsilon}}(\Psi_{\sigma^{i+\frac{u\delta}{\varepsilon}}\omega}(k)+o_{\varepsilon\to 0}(1))(p_{jk}(u\delta)+E_{j,\omega}^{\varepsilon}) (80)

where in the last line we have applied Theorem 1.2, and Ej,ωεE_{j,\omega}^{\varepsilon} is the error term appearing in Step 5 satisfying limε0ΩEj,ωεd(ω)=0\lim_{\varepsilon\to 0}\int_{\Omega}E_{j,\omega}^{\varepsilon}\,d\mathbb{P}(\omega)=0. For j,k{1,,m}j,k\in\{1,\cdots,m\}, let

Lj,k,δ,tε\displaystyle L_{j,k,\delta,t}^{\varepsilon} :=2pjεΩΨω(j)u=0tδ1i=1δε(Ψσi+uδεω(k)+oε0(1))pjk(uδ)d(ω)\displaystyle:=2p_{j}\varepsilon\int_{\Omega}\Psi_{\omega}(j)\sum_{u=0}^{\frac{t}{\delta}-1}\sum_{i=1}^{\frac{\delta}{\varepsilon}}(\Psi_{\sigma^{i+\frac{u\delta}{\varepsilon}}\omega}(k)+o_{\varepsilon\to 0}(1))p_{jk}(u\delta)\,d\mathbb{P}(\omega) (81)
Vj,k,δ,tε\displaystyle V_{j,k,\delta,t}^{\varepsilon} :=2pjεΩΨω(j)u=0tδ1i=1δε(Ψσi+uδεω(k)+oε0(1))Ej,ωε\displaystyle:=2p_{j}\varepsilon\int_{\Omega}\Psi_{\omega}(j)\sum_{u=0}^{\frac{t}{\delta}-1}\sum_{i=1}^{\frac{\delta}{\varepsilon}}(\Psi_{\sigma^{i+\frac{u\delta}{\varepsilon}}\omega}(k)+o_{\varepsilon\to 0}(1))E_{j,\omega}^{\varepsilon}
+oε0(1)u=0tδ1i=1δε(Ψσi+uδεω(k)+oε0(1))(pjk(uδ)+Ej,ωε)d(ω).\displaystyle\qquad+o_{\varepsilon\to 0}(1)\sum_{u=0}^{\frac{t}{\delta}-1}\sum_{i=1}^{\frac{\delta}{\varepsilon}}(\Psi_{\sigma^{i+\frac{u\delta}{\varepsilon}}\omega}(k)+o_{\varepsilon\to 0}(1))(p_{jk}(u\delta)+E_{j,\omega}^{\varepsilon})\,d\mathbb{P}(\omega). (82)

In this way, by (80), (79) becomes

limε0ε(Σε(ψ~ε))2\displaystyle\lim_{\varepsilon\to 0}\varepsilon(\Sigma^{\varepsilon}(\tilde{\psi}^{\varepsilon}))^{2} =j,k=1mlimtlimε0(Lj,k,δ,tε+Vj,k,δ,tε+2t(On0(κn0)+oε0(1))).\displaystyle=\sum_{j,k=1}^{m}\lim_{t\to\infty}\lim_{\varepsilon\to 0}\Bigg{(}L_{j,k,\delta,t}^{\varepsilon}+V_{j,k,\delta,t}^{\varepsilon}+2{t}{}\left(O_{n_{0}\to\infty}(\kappa^{n_{0}})+o_{\varepsilon\to 0}(1)\right)\Bigg{)}. (83)

By (53), Ψω(k)=Ikψω(x)ϕk(x)dLeb(x)esssupωΩ||ψω||BV(I)C\Psi_{\omega}(k)=\int_{I_{k}}\psi_{\omega}(x)\phi_{k}(x)\,d\mathrm{Leb}(x)\leq\operatorname*{ess\,sup}_{\omega\in\Omega}||\psi_{\omega}||_{\operatorname*{BV}(I)}\leq C. Thus,

Vj,k,δ,tε\displaystyle V_{j,k,\delta,t}^{\varepsilon} 2pjt((C2+oε0(1))ΩEj,ωεd(ω)+oε0(1))=toε0(1),\displaystyle\leq 2p_{j}t\left({(C^{2}+o_{\varepsilon\to 0}(1))}{}\int_{\Omega}{E_{j,\omega}^{\varepsilon}}{}\,d\mathbb{P}(\omega)+o_{\varepsilon\to 0}(1){}{}\right)=to_{\varepsilon\to 0}(1),

where in the last equality we have used Step 5. Therefore, we can rewrite (83) as

limε0ε(Σε(ψ~ε))2\displaystyle\lim_{\varepsilon\to 0}\varepsilon(\Sigma^{\varepsilon}(\tilde{\psi}^{\varepsilon}))^{2} =j,k=1mlimtlimε0(Lj,k,δ,tε+2t(On0(κn0)+oε0(1))).\displaystyle=\sum_{j,k=1}^{m}\lim_{t\to\infty}\lim_{\varepsilon\to 0}\Bigg{(}L_{j,k,\delta,t}^{\varepsilon}+2{t}{}\left(O_{n_{0}\to\infty}(\kappa^{n_{0}})+o_{\varepsilon\to 0}(1)\right)\Bigg{)}. (84)

Now, observe that for all δ>0\delta>0

limε0Lj,k,δ,tε\displaystyle\lim_{\varepsilon\to 0}L_{j,k,\delta,t}^{\varepsilon} =limε02pjεΩΨω(j)u=0tδ1i=1δε(Ψσi+uδεω(k)+oε0(1))pjk(uδ)d(ω)\displaystyle=\lim_{\varepsilon\to 0}2p_{j}\varepsilon\int_{\Omega}\Psi_{\omega}(j)\sum_{u=0}^{\frac{t}{\delta}-1}\sum_{i=1}^{\frac{\delta}{\varepsilon}}(\Psi_{\sigma^{i+\frac{u\delta}{\varepsilon}}\omega}(k)+o_{\varepsilon\to 0}(1))p_{jk}(u\delta)\,d\mathbb{P}(\omega)
=limε02pjδΩΨω(j)u=0tδ1pjk(uδ)εδi=1δε(Ψσi+uδεω(k)+oε0(1))d(ω)\displaystyle=\lim_{\varepsilon\to 0}2p_{j}\delta\int_{\Omega}\Psi_{\omega}(j)\sum_{u=0}^{\frac{t}{\delta}-1}p_{jk}(u\delta)\frac{\varepsilon}{\delta}\sum_{i=1}^{\frac{\delta}{\varepsilon}}(\Psi_{\sigma^{i+\frac{u\delta}{\varepsilon}}\omega}(k)+o_{\varepsilon\to 0}(1))\,d\mathbb{P}(\omega)
=()2pjΩΨω(j)δu=0tδ1pjk(uδ)d(ω)ΩΨω(k)d(ω)\displaystyle\stackrel{{\scriptstyle(\star)}}{{=}}2p_{j}\int_{\Omega}\Psi_{\omega}(j)\delta\sum_{u=0}^{\frac{t}{\delta}-1}p_{jk}(u\delta)\,d\mathbb{P}(\omega)\int_{\Omega}\Psi_{\omega}(k)\,d\mathbb{P}(\omega)
=()2pjΩΨω(j)d(ω)ΩΨω(k)d(ω)(0tpjk(s)dLeb(s)+oδ0(1)).\displaystyle\stackrel{{\scriptstyle(\star\star)}}{{=}}2p_{j}\int_{\Omega}\Psi_{\omega}(j)\,d\mathbb{P}(\omega)\int_{\Omega}\Psi_{\omega}(k)\,d\mathbb{P}(\omega)\Bigg{(}\int_{0}^{t}p_{jk}(s)\,d\mathrm{Leb}(s)+o_{\delta\to 0}(1)\Bigg{)}. (85)

At ()(\star) we have used the dominated convergence theorem (thanks to (53)) along with Birkhoff’s ergodic theorem, whilst at ()(\star\star) we used the fact that δu=0tδ1pjk(uδ)\delta\sum_{u=0}^{\frac{t}{\delta}-1}p_{jk}(u\delta) is a Riemann sum. Therefore, using (85), since δ>0\delta>0 and n0n_{0}\in\mathbb{N} are fixed, taking limits in (84) in the order of ε0\varepsilon\to 0, δ0\delta\to 0, n0n_{0}\to\infty, and then tt\to\infty, the result follows. ∎

To conclude the proof of Theorem 1.3, since pjk(s):=(esG¯)jkp_{jk}(s):=(e^{s\bar{G}})_{jk},181818Recall that G¯\bar{G} is the generator for the averaged Markov jump process defined in Section 5.1 by computing the sum over j,k{1,,m}j,k\in\{1,\cdots,m\} in (78), we obtain (3).

7 Example: Random paired tent maps

In this section, we show that our results may be used to approximate the diffusion coefficient for random paired tent maps depending on a parameter ε\varepsilon. This class of random dynamical systems was introduced by Horan in [31, 32] and has been investigated as a non-autonomous system that admits metastability [28, 30]. For this reason, we benchmark our results against such a model.

We consider a similar setup to [30, Section 8]. Let I=[1,1]I=[-1,1] and for 0<a,b10<a,b\leq 1 consider the paired tent map Ta,b:IIT_{a,b}:I\to I given by

Ta,b(x):={2(1+b)(x+1)1,x[1,1/2]2(1+b)x1,x[1/2,0)0,x=02(1+a)x+1,x(0,1/2]2(1+a)(x1)+1,x[1/2,1].T_{a,b}(x):=\begin{cases}2(1+b)(x+1)-1,\ \ \ \ \ &x\in[-1,-1/2]\\ -2(1+b)x-1,&x\in[-1/2,0)\\ 0,&x=0\\ -2(1+a)x+1,&x\in(0,1/2]\\ 2(1+a)(x-1)+1,&x\in[1/2,1]\end{cases}. (86)

This map satisfies Ta,b(1)=1T_{a,b}(-1)=-1, Ta,b(1/2)=bT_{a,b}(-1/2)=b and limx0T(x)=1\lim_{x\to 0^{-}}T(x)=-1; limx0+Ta,b(x)=1\lim_{x\to 0^{+}}T_{a,b}(x)=1, Ta,b(1/2)=aT_{a,b}(1/2)=-a and Ta,b(1)=1T_{a,b}(1)=1. The map T0,0T_{0,0} comprises of tent maps on disjoint subintervals IL=[1,0]I_{L}=[-1,0] and IR=[0,1]I_{R}=[0,1]. For small positive aa and bb, there is a small amount of leakage between these subintervals: points near 1/2-1/2 are mapped to IRI_{R} whilst points near 1/21/2 are mapped to ILI_{L}. This behaviour may be seen in Figure 1.

1-1111-111xxT0,0T_{0,0}
1-1111-111bba-axxTa,bT_{a,b}
Figure 1: Paired tent map Ta,bT_{a,b} on I=[1,1]I=[-1,1] with a=b=0a=b=0 (left) and a=b=110a=b=\frac{1}{10} (right)

Now consider a cocycle of paired tent maps driven by an ergodic, measure-preserving and invertible transformation σ:ΩΩ\sigma:\Omega\to\Omega. The ω\omega-dependence is introduced in this system by making the leakage between intervals ILI_{L} and IRI_{R} random. This is guaranteed by considering the evolution of a point xIx\in I under the dynamics Tω:=Taω,bωT_{\omega}:=T_{a_{\omega},b_{\omega}} where for β>0\beta^{*}>0, a,b:Ω[β,1]a,b:\Omega\to[\beta^{*},1] are measurable functions, and thus a,bL()a,b\in L^{\infty}(\mathbb{P}). Since we are interested in the behaviour of such a system when small amounts of leakage can occur, we consider for sufficiently small ε>0\varepsilon>0 the map Tωε:=Tεaω,εbωT_{\omega}^{\varepsilon}:=T_{\varepsilon a_{\omega},\varepsilon b_{\omega}}.191919One can interpret the parameter ε\varepsilon as a leakage controller. The larger ε\varepsilon is, the more likely it is for points to switch between ILI_{L} and IRI_{R}. Here, there is a low probability that a point will be mapped from ILI_{L} to IRI_{R} in one step and vice-versa. When ε=0\varepsilon=0, T0:=T0,0T^{0}:=T_{0,0} and the map consists of tent maps on disjoint subintervals. Furthermore, the dynamics is autonomous with the ε=0\varepsilon=0 perturbation, removing the randomness (ω\omega-dependence) of the system.

The random maps (Tωε)ωΩ:=(Tεaω,εbω)ωΩ(T_{\omega}^{\varepsilon})_{\omega\in\Omega}:=(T_{\varepsilon a_{\omega},\varepsilon b_{\omega}})_{\omega\in\Omega}, driven by σ\sigma, are the primary focus of this section. We verify the conditions of Theorem 1.3 to provide an approximation of the diffusion coefficient for random paired tent maps. These include (I1)-(I6), (P1)-(P7) and (O1).

The main result of this section is the following.

Theorem 7.1.

Let β>0\beta^{*}>0 and suppose that a,b:Ω[β,1]a,b:\Omega\to[\beta^{*},1] are measurable functions. Let {(Ω,,,σ,BV(I),ε)}ε0\{(\Omega,\mathcal{F},\mathbb{P},\sigma,\operatorname*{BV}(I),\mathcal{L}^{\varepsilon})\}_{\varepsilon\geq 0} be a sequence of random dynamical systems of paired tent maps (Tεω)ωΩ:=(Tεaω,εbω)ωΩ(T^{\varepsilon}_{\omega})_{\omega\in\Omega}:=(T_{\varepsilon a_{\omega},\varepsilon b_{\omega}})_{\omega\in\Omega} satisfying (P1). Fix ε>0\varepsilon>0 and take an observable ψ:Ω×I\psi:\Omega\times I\to\mathbb{R} satisfying (53) and (54). Assume that the variance defined in (56) satisfies (Σε(ψ~ε))2>0(\Sigma^{\varepsilon}(\tilde{\psi}^{\varepsilon}))^{2}>0 where ψ~ε:Ω×I\tilde{\psi}^{\varepsilon}:\Omega\times I\to\mathbb{R} is as in (55). Then, for every bounded and continuous function f:f:\mathbb{R}\to\mathbb{R} and \mathbb{P}-a.e. ωΩ\omega\in\Omega, we have

limnf(1nk=0n1(ψ~εσkωTωε(k)))(x)dμωε(x)=f(x)d𝒩(0,(Σε(ψ~ε))2)(x).\lim_{n\to\infty}\int_{\mathbb{R}}f\left(\frac{1}{\sqrt{n}}\sum_{k=0}^{n-1}(\tilde{\psi}^{\varepsilon}_{\sigma^{k}\omega}\circ T_{\omega}^{\varepsilon\,(k)})\right)(x)\,d\mu_{\omega}^{\varepsilon}(x)=\int_{\mathbb{R}}f(x)\,d\mathcal{N}(0,(\Sigma^{\varepsilon}(\tilde{\psi}^{\varepsilon}))^{2})(x).

Furthermore,

limε0ε(Σε(ψ~ε))2=2Ωbωd(ω)Ωaωd(ω)Ωaω+bωd(ω)(ΩIRψω(x)dLeb(x)d(ω))2.\lim_{\varepsilon\to 0}\varepsilon(\Sigma^{\varepsilon}(\tilde{\psi}^{\varepsilon}))^{2}=\frac{2\int_{\Omega}b_{\omega}\,d\mathbb{P}(\omega)}{\int_{\Omega}a_{\omega}\,d\mathbb{P}(\omega)\int_{\Omega}a_{\omega}+b_{\omega}\,d\mathbb{P}(\omega)}\Bigg{(}\int_{\Omega}\int_{I_{R}}\psi_{\omega}(x)\,d\mathrm{Leb}(x)d\mathbb{P}(\omega)\Bigg{)}^{2}. (87)
Remark 7.2.

We will find that due to (54), one can deduce from (87) that

limε0ε(Σε(ψ~ε))2\displaystyle\lim_{\varepsilon\to 0}\varepsilon(\Sigma^{\varepsilon}(\tilde{\psi}^{\varepsilon}))^{2} =2Ωaωd(ω)Ωbωd(ω)Ωaω+bωd(ω)(ΩILψω(x)dLeb(x)d(ω))2\displaystyle=\frac{2\int_{\Omega}a_{\omega}\,d\mathbb{P}(\omega)}{\int_{\Omega}b_{\omega}\,d\mathbb{P}(\omega)\int_{\Omega}a_{\omega}+b_{\omega}\,d\mathbb{P}(\omega)}\left(\int_{\Omega}\int_{I_{L}}\psi_{\omega}(x)\,d\mathrm{Leb}(x)d\mathbb{P}(\omega)\right)^{2}
=2Ωaω+bωd(ω)ΩILψω(x)dLeb(x)d(ω)ΩIRψω(x)dLeb(x)d(ω).\displaystyle=-\frac{2}{\int_{\Omega}a_{\omega}+b_{\omega}\,d\mathbb{P}(\omega)}\int_{\Omega}\int_{I_{L}}\psi_{\omega}(x)\,d\mathrm{Leb}(x)d\mathbb{P}(\omega)\int_{\Omega}\int_{I_{R}}\psi_{\omega}(x)\,d\mathrm{Leb}(x)d\mathbb{P}(\omega).

Due to [30, Section 8], by enforcing (P1), the sequence of random dynamical systems of random paired tent maps (Tεω)ωΩ:=(Tεaω,εbω)ωΩ(T^{\varepsilon}_{\omega})_{\omega\in\Omega}:=(T_{\varepsilon a_{\omega},\varepsilon b_{\omega}})_{\omega\in\Omega} satisfies (I1)-(I6), and (P1)-(P7).

Remark 7.3.

Note that our condition (P4) is stronger than that asked in [30]. In our setting, this is required to ensure the sequence of random paired tent maps, (Tωε)ωΩ(T_{\omega}^{\varepsilon})_{\omega\in\Omega}, is uniformly (over ωΩ\omega\in\Omega) covering.202020See Step 1 in the proof of Theorem 1.3. For this reason, in Theorem 87, we let β>0\beta^{*}>0 and assume that a,b:Ω[β,1]a,b:\Omega\to[\beta^{*},1] are measurable functions, ensuring (P4) holds.

It remains to verify (O1). Observe that (6) is satisfied with n=4n^{\prime}=4 since one can take Λ=2\Lambda=2. Further, (7) follows from the fact that for every ε>0\varepsilon>0 and j{L,R}j\in\{L,R\}, the maps Tεj,ω:IjIjT^{\varepsilon}_{j,\omega}:I_{j}\to I_{j} have all full branches, and ωTj,ωε\omega\mapsto T_{j,\omega}^{\varepsilon} has finite range (by (P1)). We may now prove the main result for this section.

Proof of Theorem 87.

It remains to compute the relevant quantities appearing in (3). Let a¯:=Ωaωd(ω),b¯:=Ωbωd(ω)\bar{a}:=\int_{\Omega}a_{\omega}\,d\mathbb{P}(\omega),\ \bar{b}:=\int_{\Omega}b_{\omega}\,d\mathbb{P}(\omega), and for j{L,R}j\in\{L,R\} let ψ¯j:=ΩIjψω(x)dLeb(x)d(ω)\bar{\psi}_{j}:=\int_{\Omega}\int_{I_{j}}\psi_{\omega}(x)\,d\mathrm{Leb}(x)d\mathbb{P}(\omega). Thanks to [30, Theorem 8.1],

p=(a¯a¯+b¯b¯a¯+b¯)p=\begin{pmatrix}\frac{\bar{a}}{\bar{a}+\bar{b}}\\ \frac{\bar{b}}{\bar{a}+\bar{b}}\end{pmatrix} (88)

and

ΩΨωd(ω)=(ψ¯Lψ¯R).\int_{\Omega}\Psi_{\omega}\,d\mathbb{P}(\omega)=\begin{pmatrix}\bar{\psi}_{L}\\ \bar{\psi}_{R}\end{pmatrix}. (89)

Further, due to [30, Lemma 8.6], the averaged Markov jump process from Section 5.1 is generated by

G¯=(b¯b¯a¯a¯).\bar{G}=\begin{pmatrix}-{\bar{b}}&{\bar{b}}\\ {\bar{a}}&-{\bar{a}}\end{pmatrix}. (90)

Note that due to (54), we require that for \mathbb{P}-a.e. ωΩ\omega\in\Omega,

a¯a¯+b¯ILψω(x)dLeb(x)+b¯a¯+b¯IRψω(x)dLeb(x)=0.\displaystyle\frac{\bar{a}}{\bar{a}+\bar{b}}\int_{I_{L}}\psi_{\omega}(x)\,d\mathrm{Leb}(x)+\frac{\bar{b}}{\bar{a}+\bar{b}}\int_{I_{R}}\psi_{\omega}(x)\,d\mathrm{Leb}(x)=0. (91)

Therefore, substituting (88), (89) and (90) into (3), we find that for random paired tent maps

pΩΨωd(ω)=1a¯+b¯(a¯ψ¯Lb¯ψ¯R)\displaystyle p\odot\int_{\Omega}\Psi_{\omega}\,d\mathbb{P}(\omega)=\frac{1}{\bar{a}+\bar{b}}\begin{pmatrix}{\bar{a}}{}\bar{\psi}_{L}\\ {\bar{b}}\bar{\psi}_{R}\end{pmatrix}

and

0etG¯dtΩΨωd(ω)\displaystyle\int_{0}^{\infty}e^{t\bar{G}}\,dt\int_{\Omega}\Psi_{\omega}\,d\mathbb{P}(\omega) =1a¯+b¯0(a¯b¯a¯b¯)G¯et(a¯+b¯)dt(ψ¯Lψ¯R)\displaystyle=\frac{1}{\bar{a}+\bar{b}}\int_{0}^{\infty}\begin{pmatrix}{{\bar{a}}}&{{\bar{b}}}\\ {{\bar{a}}}&{{\bar{b}}}\end{pmatrix}-\bar{G}e^{-t(\bar{a}+\bar{b})}\,dt\begin{pmatrix}\bar{\psi}_{L}\\ \bar{\psi}_{R}\end{pmatrix}
=()1a¯+b¯0G¯et(a¯+b¯)dt(ψ¯Lψ¯R)\displaystyle\stackrel{{\scriptstyle(\star)}}{{=}}-\frac{1}{\bar{a}+\bar{b}}\int_{0}^{\infty}\bar{G}e^{-t(\bar{a}+\bar{b})}\,dt\begin{pmatrix}\bar{\psi}_{L}\\ \bar{\psi}_{R}\end{pmatrix}
=1(a¯+b¯)2(b¯(ψ¯Lψ¯R)a¯(ψ¯Rψ¯L)).\displaystyle=\frac{1}{(\bar{a}+\bar{b})^{2}}\left(\begin{matrix}\bar{b}\Big{(}\bar{\psi}_{L}-\bar{\psi}_{R}\Big{)}\\ \bar{a}\Big{(}\bar{\psi}_{R}-\bar{\psi}_{L}\Big{)}\end{matrix}\right).

Note that at ()(\star) we have applied (91). Therefore, by Theorem 1.3 and (91),

limε0ε(Σε(ψ~ε))2\displaystyle\lim_{\varepsilon\to 0}\varepsilon(\Sigma^{\varepsilon}(\tilde{\psi}^{\varepsilon}))^{2} =2a¯b¯(a¯+b¯)3(ψ¯Lψ¯R)2=2b¯a¯(a¯+b¯)ψ¯R2.\displaystyle=\frac{2\bar{a}\bar{b}}{(\bar{a}+\bar{b})^{3}}\left(\bar{\psi}_{L}-\bar{\psi}_{R}\right)^{2}=\frac{2\bar{b}}{\bar{a}(\bar{a}+\bar{b})}\bar{\psi}_{R}^{2}.

Acknowledgments

The authors acknowledge support from the Australian Research Council. JP acknowledges the Australian Government Research Training Program for financial support. The authors thank Jason Atnip and Wael Bahsoun for helpful discussions and Dmitry Dolgopyat for suggesting this topic.

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