Limit theorems for numbers of multiple returns in non-conventional arrays

Abstract: For a

p s i

-mixing process

x i_{0}, x i_{1}, x i_{2}, ...

we consider the number

m a t h c a l N_{N}

of multiple returns

x i_{q_{i, N} (n)} i n G a m m a_{N},, i = 1, ..., e l l

to a set

G a m m a_{N}

for

n

until either a fixed number

N

or until the moment

a u_{N}

when another multiple return

x i_{q_{i, N} (n)} i n D e l t a_{N},, i = 1, ..., e l l

takes place for the first time where

G a m m a_{N} c a p D e l t a_{N} = e m p t y s e t

and

q_{i, N},, i = 1, ..., e l l

are certain functions of

n

taking on nonnegative integer values when

n

runs from 0 to

N

. The dependence of

q_{i, N} (n)

's on both

n

and

N

is the main novelty of the paper. Under some restrictions on the functions

q_{i, N}

we obtain Poisson distributions limits of

m a t h c a l N_{N}

when counting is until

N

as

N o i n f t y

and geometric distributions limits when counting is until

a u_{N}

as

N o i n f t y

. We obtain also similar results in the dynamical systems setup considering a

p s i

-mixing shift

T

on a sequence space

O m e g a

and studying the number of multiple returns

T^{q_{i, N} (n)} o m e g a i n A_{n}^{a},, i = 1, ..., e l l

until the first occurrence of another multiple return

T^{q_{i, N} (n)} o m e g a i n A_{m}^{b},, i = 1, ..., e l l

where

A_{n}^{a},, A_{m}^{b}

are cylinder sets of length

n

and

m

constructed by sequences

a, b i n O m e g a

, respectively, and chosen so that their probabilities have the same order.

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