English

Nonconventional Poisson Limit Theorems

Probability 2011-10-11 v1

Abstract

The classical Poisson theorem says that if ξ1,ξ2,...\xi_1,\xi_2,... are i.i.d. 0--1 Bernoulli random variables taking on 1 with probability pn\la/np_n\equiv \la/n then the sum Sn=i=1nξiS_n=\sum_{i=1}^n\xi_i is asymptotically in nn Poisson distributed with the parameter \la\la. It turns out that this result can be extended to sums of the form Sn=i=1nξq1(i)...ξq(i)S_n=\sum_{i=1}^n\xi_{q_1(i)}... \xi_{q_\ell(i)} where now pn(\la/n)1/p_n\equiv(\la/n)^{1/\ell} and 1q1(i)<...<q(i)1\leq q_1(i) <... <q_\ell(i) are integer valued increasing functions. We obtain also Poissonian limit for numbers of arrivals to small sets of \ell-tuples Xq1(i),...,Xq(i)X_{q_1(i)},...,X_{q_\ell(i)} for some Markov chains XnX_n and for numbers of arrivals of Tq1(i)x,...,Tq(i)xT^{q_1(i)}x,...,T^{q_\ell(i)}x to small cylinder sets for typical points xx of a subshift of finite type TT.

Keywords

Cite

@article{arxiv.1110.2155,
  title  = {Nonconventional Poisson Limit Theorems},
  author = {Yuri Kifer},
  journal= {arXiv preprint arXiv:1110.2155},
  year   = {2011}
}

Comments

14 pages

R2 v1 2026-06-21T19:18:06.936Z