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

DOI10.1016/j.spa.2010.11.001zbMath1222.60032arXiv1003.4856OpenAlexW2593200176WikidataQ105583762 ScholiaQ105583762MaRDI QIDQ550135

Benoît Saussol, Miguel Abadi

Publication date: 8 July 2011

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

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

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)

Related Items

Entry times distribution for mixing systems, The general asymptotic return-time process, Rare events, exponential hitting times and extremal indices via spectral perturbation†, Context Trees, Variable Length Markov Chains and Dynamical Sources, Rare events for the Manneville-Pomeau map, Nonconventional Poisson limit theorems, Potential well spectrum and hitting time in renewal processes, Hitting times and positions in rare events, Return times at periodic points in random dynamics, Extreme value laws in dynamical systems for non-smooth observations, Entry and return times for semi-flows, Entry time statistics to different shrinking sets, Return- and hitting-time limits for rare events of null-recurrent Markov maps, Geometric law for multiple returns until a hazard, Poisson and compound Poisson approximations in conventional and nonconventional setups, Extremal behaviour of chaotic dynamics, Entry and return times distribution, Universal hitting time statistics for integrable flows, Speed of convergence for laws of rare events and escape rates, The extremal index, hitting time statistics and periodicity, Almost sure convergence of the clustering factor in α-mixing processes, Limit theorems for numbers of returns in arrays under ϕ-mixing, Geometric law for numbers of returns until a hazard under \(\varphi\)-mixing, Clustering indices and decay of correlations in non-Markovian models, Matching of observations of dynamical systems, with applications to sequence matching, Return-Time Statistics, Hitting-Time Statistics and Inducing

Uses Software

• CDNA

Cites Work

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• Hitting, returning and the short correlation function
• Basic properties of strong mixing conditions. A survey and some open questions
• Hitting and return times in ergodic dynamical systems
• Return times in a process generated by a typical partition