Hitting and returning to rare events for all alpha-mixing processes

DOI10.1016/J.SPA.2010.11.001zbMATH Open1222.60032arXiv1003.4856OpenAlexW2593200176WikidataQ105583762 ScholiaQ105583762MaRDI QIDQ550135FDOQ550135

Authors: Miguel Abadi, Benoit Saussol 

Publication date: 8 July 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We prove that for any $alpha$-mixing stationnary process the hitting time of any $n$-string $A_n$ converges, when suitably normalized, to an exponential law. We identify the normalization constant $lambda(A_n)$. A similar statement holds also for the return time. To establish this result we prove two other results of independent interest. First, we show a relation between the rescaled hitting time and the rescaled return time, generalizing a theorem by Haydn, Lacroix and Vaienti. Second, we show that for positive entropy systems, the probability of observing any $n$-string in $n$ consecutive observations, goes to zero as $n$ goes to infinity.

Full work available at URL: https://arxiv.org/abs/1003.4856

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zbMATH Keywords

hitting timesrare eventexponential approximationmixing processesreturn timesrepetition times

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Ergodicity, mixing, rates of mixing (37A25) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Cites Work

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• Basic properties of strong mixing conditions. A survey and some open questions
• Hitting, returning and the short correlation function
• Hitting and return times in ergodic dynamical systems
• Title not available (Why is that?)
• Return times in a process generated by a typical partition

Cited In (33)

• Entry and return times distribution
• Convergence of recurrence of blocks for mixing processes
• Geometric law for multiple returns until a hazard
• Hitting and returning to non-rare events in mixing dynamical systems
• Entry time statistics to different shrinking sets
• Hitting times and positions in rare events
• Context trees, variable length Markov chains and dynamical sources
• The general asymptotic return-time process
• Entry times distribution for mixing systems
• Return times at periodic points in random dynamics
• Poisson and compound Poisson approximations in conventional and nonconventional setups
• Return- and hitting-time limits for rare events of null-recurrent Markov maps
• Limit theorems for numbers of returns in arrays under \(\phi\)-mixing
• 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
• Entry and return times for semi-flows
• Clustering indices and decay of correlations in non-Markovian models
• Extreme value laws in dynamical systems for non-smooth observations
• Matching of observations of dynamical systems, with applications to sequence matching
• Geometric law for numbers of returns until a hazard under \(\varphi\)-mixing
• Sharp error terms and necessary conditions for exponential hitting times in mixing processes.
• Exponential return times in a zero-entropy process
• Rare events, exponential hitting times and extremal indices via spectral perturbation
• Return-time statistics, hitting-time statistics and inducing
• Return times in a process generated by a typical partition
• Speed of convergence for laws of rare events and escape rates
• Exponential approximation for hitting times in mixing processes
• Nonconventional Poisson limit theorems
• Almost sure convergence of the clustering factor in \(\alpha\)-mixing processes
• A version of Maurer's conjecture for stationary  -mixing processes
• Universal hitting time statistics for integrable flows

Uses Software

• CDNA

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