Related papers: Entry time statistics to different shrinking sets
In this paper we study the distribution of hitting and return times for observations of dynamical systems. We apply this results to get an exponential law for the distribution of hitting and return times for rapidly mixing random dynamical…
We show that the entry and return times for dynamic balls (Bowen balls) is exponential for systems that have an $\alpha$-mixing invariant measure with certain regularities. We also show that systems modeled by Young's tower has exponential…
We consider the return times dynamics to Bowen balls for continuous maps on metric spaces which have invariant probability measures with certain mixing properties. These mixing properties are satisfied for instance by systems that allow…
There is a natural connection between two types of recurrence law: hitting times to shrinking targets, and hitting times to a fixed target (usually seen as escape through a hole). We show that for systems which mix exponentially fast, one…
The family of U-statistics plays a fundamental role in statistics. This paper proves a novel exponential inequality for U-statistics under the time series setting. Explicit mixing conditions are given for guaranteeing fast convergence, the…
Given an ergodic dynamical system $(X,T,\mu)$, and $U\subset X$ measurable with $\mu (U)>0$, let $\mu (U)\tau_U(x)$ denote the normalized hitting time of $x\in X$ to $U$. We prove that given a sequence $(U_n)$ with $\mu (U_n)\to 0$, the…
We prove that if a system has superpolynomial (faster than any power law) decay of correlations (with respect to Lipschitz observables) then the time $\tau (x,S_{r})$ needed for a typical point $x$ to enter for the first time a set…
The perceived randomness in the time evolution of "chaotic" dynamical systems can be characterized by universal probabilistic limit laws, which do not depend on the fine features of the individual system. One important example is the…
At least one unusual event appears in some count datasets. It will lead to a more concentrated (or dispersed) distribution than the Poisson, the gamma, the Weibull, and the Conway-Maxwell-Poisson (CMP) can accommodate. These well-known…
We study the asymptotic hitting time $\tau^{(n)}$ of a family of Markov processes $X^{(n)}$ to a target set $G^{(n)}$ when the process starts from a trap defined by very general properties. We give an explicit description of the law of…
We prove that for a sequence of nested sets $\{U_n\}$ with $\Lambda = \cap_n U_n$ a measure zero set, the localized escape rate converges to the extremal index of $\Lambda$, provided that the dynamical system is $\phi$-mixing at polynomial…
We study the behavior of West's stack-sorting map $s$ on permutations whose last entry is also their least. Let $S_{n}':=\{\pi0\mid \pi\in S_n\}$ where $\pi0$ denotes the concatenation of $\pi$ and $0$. For each permutation $\pi\in S_n'$,…
In this paper we study the distribution of hitting times for a class of random dynamical systems. We prove that for invariant measures with super-polynomial decay of correlations hitting times to dynamically defined cylinders satisfy…
In this note we discuss limit distribution of normalized return times for shrinking targets and draw a necessary and sufficient condition using sweep-out sequence in order for the limit distribution to be exponential with parameter $1$. The…
We consider time-dependent dynamical systems arising as sequential compositions of self-maps of a probability space. We establish conditions under which the Birkhoff sums for multivariate observations, given a centering and a general…
For ergodic systems with generating partitions, the well known result of Ornstein and Weiss shows that the exponential growth rate of the recurrence time is almost surely equal to the metric entropy. Here we look at the exponential growth…
Systems where time evolution follows a multiplicative process are ubiquitous in physics. We study a toy model for such systems where each time step is given by multiplication with an independent random $N\times N$ matrix with complex…
We prove that if a system has superpolynomial (faster than any power law) decay of correlations then the time $\tau_{r}(x,x_{0})$ needed for a typical point $x$ to enter for the first time a ball $B(x_{0},r)$ centered in $x_{0},$ with small…
We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…
Using the combinatorial properties of subsets of integers, a classification of metric dynamical systems was given in [V. Bergelson and T. Downarowicz, Large sets of integers and hierarchy of mixing properties of measure-preserving systems,…