Multiray generalization of the arcsine laws for occupation times of infinite ergodic transformations

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Publication:5227982

DOI10.1090/TRAN/7755zbMATH Open1481.60029arXiv1711.03260OpenAlexW2963054677WikidataQ114848701 ScholiaQ114848701MaRDI QIDQ5227982FDOQ5227982


Authors: Toru Sera, Kouji Yano Edit this on Wikidata


Publication date: 7 August 2019

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Abstract: We prove that the joint distribution of the occupation time ratios for ergodic transformations preserving an infinite measure converges to a multidimensional version of Lamperti's generalized arcsine distribution, in the sense of strong distributional convergence. Our results can be applied to interval maps and Markov chains. We adopt the double Laplace transform method, which has been utilized in the study of occupation times of diffusions on multiray. We also discuss the inverse problem.


Full work available at URL: https://arxiv.org/abs/1711.03260




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