Quantitative recurrence in two-dimensional extended processes

DOI10.1214/08-AIHP195zbMATH Open1230.37017arXiv0709.2597OpenAlexW2012440868MaRDI QIDQ985344FDOQ985344

Authors: Françoise Pène, Benoit Saussol 

Publication date: 21 July 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: Under some mild condition, a random walk in the plane is recurrent. In particular each trajectory is dense, and a natural question is how much time one needs to approach a given small neighborhood of the origin. We address this question in the case of some extended dynamical systems similar to planar random walks, including $$-extension of hyperbolic dynamics. We define a pointwise recurrence rate and relate it to the dimension of the process, and establish a convergence in distribution of the rescaled return times near the origin.

Full work available at URL: https://arxiv.org/abs/0709.2597

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zbMATH Keywords

random walklocal limit theoremrecurrencereturn timesubshift of finite type

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Notions of recurrence and recurrent behavior in topological dynamical systems (37B20)

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Cited In (12)

• Infinite measure mixing for some mechanical systems
• Quantitative recurrence results for random walks
• Recurrence times in quasi-periodic motion: Statistical properties, role of cell size, parameter dependence
• Return- and hitting-time distributions of small sets in infinite measure preserving systems
• Sur un critère de récurrence en dimension 2 pour les marches stationnaires, applications
• Recurrence rates and hitting-time distributions for random walks on the line
• Return- and hitting-time limits for rare events of null-recurrent Markov maps
• Recurrent lines in two-parameter isotropic stable Lévy sheets
• Quantitative recurrence of some dynamical systems preserving an infinite measure in dimension one
• Back to balls in billiards
• New 2D models and a transition matrix for discrete linear repetitive processes
• Application of the convergence of the spatio-temporal processes for visits to small sets

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