English

Hitting Times and Positions in Rare Events

Dynamical Systems 2022-01-04 v4

Abstract

We establish abstract limit theorems which provide sufficient conditions for a sequence (Al)(A_{l}) of rare events in an ergodic probability preserving dynamical system to exhibit Poisson asymptotics, and for the consecutive positions inside the AlA_{l} to be asymptotically iid (spatiotemporal Poisson limits). The limit theorems only use information on what happens to AlA_{l} before some time τl\tau_{l} which is of order o(1/μ(Al))o(1/\mu(A_{l})). 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