Sharp error terms for return time statistics under mixing conditions
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Publication:1014064
DOI10.1007/S10959-008-0199-XzbMATH Open1170.60014arXiv0812.1016OpenAlexW2041888229WikidataQ105468577 ScholiaQ105468577MaRDI QIDQ1014064FDOQ1014064
Publication date: 24 April 2009
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Abstract: We describe the statistics of repetition times of a string of symbols in a stochastic process. Denote by T(A) the time elapsed until the process spells the finite string A and by S(A) the number of consecutive repetitions of A. We prove that, if the length of the string grows unbondedly, (1) the distribution of T(A), when the process starts with A, is well aproximated by a certain mixture of the point measure at the origin and an exponential law, and (2) S(A) is approximately geometrically distributed. We provide sharp error terms for each of these approximations. The errors we obtain are point-wise and allow to get also approximations for all the moments of T(A) and S(A). To obtain (1) we assume that the process is phi-mixing while to obtain (2) we assume the convergence of certain contidional probabilities.
Full work available at URL: https://arxiv.org/abs/0812.1016
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Cited In (14)
- Poisson approximations and convergence rates for hyperbolic dynamical systems
- Return-time -spectrum for equilibrium states with potentials of summable variation
- Return times at periodic points in random dynamics
- Potential well spectrum and hitting time in renewal processes
- Rare events for the Manneville-Pomeau map
- Extremal behaviour of chaotic dynamics
- The extremal index, hitting time statistics and periodicity
- Clustering indices and decay of correlations in non-Markovian models
- Estimating entropy rate from censored symbolic time series: A test for time-irreversibility
- Sharp error terms and necessary conditions for exponential hitting times in mixing processes.
- Recurrence times, waiting times and universal entropy production estimators
- Discontinuity of Lyapunov exponents near fiber bunched cocycles
- Speed of convergence for laws of rare events and escape rates
- Local escape rates for -mixing dynamical systems
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