English

Hitting and return times in ergodic dynamical systems

Dynamical Systems 2007-05-23 v1 Probability

Abstract

Given an ergodic dynamical system (X,T,μ)(X,T,\mu), and UXU\subset X measurable with μ(U)>0\mu (U)>0, let μ(U)τU(x)\mu (U)\tau_U(x) denote the normalized hitting time of xXx\in X to UU. We prove that given a sequence (Un)(U_n) with μ(Un)0\mu (U_n)\to 0, the distribution function of the normalized hitting times to UnU_n converges weakly to some sub-probability distribution FF if and only if the distribution function of the normalized return time converges weakly to some distribution function F~\tilde F, and that in the converging case, F(t)=\int_0^t(1-\tilde F(s))ds, t\ge 0.\tag$\diamondsuit$ This in particular characterizes asymptotics for hitting times, and shows that the asymptotics for return times is exponential if and only if the one for hitting times is too.

Keywords

Cite

@article{arxiv.math/0410384,
  title  = {Hitting and return times in ergodic dynamical systems},
  author = {N. Haydn and Y. Lacroix and S. Vaienti},
  journal= {arXiv preprint arXiv:math/0410384},
  year   = {2007}
}

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8 pages