Hitting time statistics for observations of dynamical systems

DOI10.1088/0951-7715/27/9/2377MaRDI QIDQ2924852zbMATH OpenOpenAlexFDO

Authors Jérôme Rousseau

Publication date 17 October 2014

Published in Nonlinearity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1404.0295

zbMATH Keywords

decay of correlationsPoincaré recurrencerandom dynamical systems

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Notions of recurrence and recurrent behavior in topological dynamical systems (37B20) Generation, random and stochastic difference and differential equations (37H10)

Abstract: In this paper we study the distribution of hitting and return times for observations of dynamical systems. We apply this results to get an exponential law for the distribution of hitting and return times for rapidly mixing random dynamical systems. In particular, it allows us to obtain an exponential law for random expanding maps, random circle maps expanding in average and randomly perturbed dynamical systems.

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Cited in

(27)

• Hitting and escaping statistics: mixing, targets and holes
• Asymptotics for hitting times
• Numerical determination of hitting time distributions from their Laplace transforms: simple cases
• Generalized Fibonacci numbers and extreme value laws for the Rényi map
• Shortest distance between multiple orbits and generalized fractal dimensions
• Longest common substring for random subshifts of finite type
• Multiple Borel-Cantelli lemma in dynamics and multilog law for recurrence
• Matching strings in encoded sequences
• Hitting and return times in ergodic dynamical systems
• Point processes of non stationary sequences generated by sequential and random dynamical systems
• On fluctuations and the exponential statistics of return times
• Rare events, exponential hitting times and extremal indices via spectral perturbation
• Entry and return times for semi-flows
• scientific article; zbMATH DE number 4157564 (Why is no real title available?)
• Return times in a process generated by a typical partition
• Exponential law for random subshifts of finite type
• scientific article; zbMATH DE number 1048085 (Why is no real title available?)
• Exponential law for random maps on compact manifolds
• Thin annuli property and exponential distribution of return times for weakly Markov systems
• Long hitting times for expanding systems
• Universal hitting time statistics for integrable flows
• Hitting times for random dynamical systems
• Maximum hitting frequency and fastest mean return time
• Quenched Poisson processes for random subshifts of finite type
• Compound Poisson distributions for random dynamical systems using probabilistic approximations
• Return times distribution of expanding maps
• Hitting times and periodicity in random dynamics

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