Hitting and return times in ergodic dynamical systems
Dynamical Systems
2007-05-23 v1 Probability
Abstract
Given an ergodic dynamical system , and measurable with , let denote the normalized hitting time of to . We prove that given a sequence with , the distribution function of the normalized hitting times to converges weakly to some sub-probability distribution if and only if the distribution function of the normalized return time converges weakly to some distribution function , 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