Hitting Times and Positions in Rare Events
Abstract
We establish abstract limit theorems which provide sufficient conditions for a sequence of rare events in an ergodic probability preserving dynamical system to exhibit Poisson asymptotics, and for the consecutive positions inside the to be asymptotically iid (spatiotemporal Poisson limits). The limit theorems only use information on what happens to before some time which is of order . In particular, no assumptions on the asymptotic behavior of the system akin to classical mixing conditions are used. We also discuss some general questions about the asymptotic behaviour of spatial and spatiotemporal processes, and illustrate our results in a setup of simple prototypical systems.
Keywords
Cite
@article{arxiv.1810.10381,
title = {Hitting Times and Positions in Rare Events},
author = {Roland Zweimüller},
journal= {arXiv preprint arXiv:1810.10381},
year = {2022}
}
Comments
v2: inducing principle added; relation to tail-sigma-algebra added; v3: some typos corrected; remarks about point process convergence added; 48 pages; v4: some smaller clarifications following the referee's comments; 49 pages