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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…

动力系统 · 数学 2018-01-08 Henk Bruin , Mark F. Demers , Mike Todd

We consider the superposition of symmetric simple exclusion dynamics speeded-up in time, with spin-flip dynamics in a one-dimensional interval with periodic boundary conditions. We show that the mixing time has an exponential lower bound in…

概率论 · 数学 2021-05-28 Kenkichi Tsunoda

We study the escape dynamics in the presence of a hole of a standard family of intermittent maps of the unit interval with neutral fixed point at the origin (and finite absolutely continuous invariant measure). Provided that the hole (is a…

动力系统 · 数学 2014-10-21 Mark Demers , Bastien Fernandez

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…

动力系统 · 数学 2015-06-19 Jerome Rousseau

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…

动力系统 · 数学 2021-08-04 Connor Davis , Nicolai Haydn , Fan Yang

We describe an approach that allows us to deduce the limiting return times distribution for arbitrary sets to be compound Poisson distributed. We establish a relation between the limiting return times distribution and the probability of the…

动力系统 · 数学 2020-08-26 N. Haydn , S. Vaienti

We investigate the statistics of recurrences to finite size intervals for chaotic dynamical systems. We find that the typical distribution presents an exponential decay for almost all recurrence times except for a few short times affected…

混沌动力学 · 物理学 2007-05-23 E. G. Altmann , E. C. da Silva , I. L. Caldas

This paper discusses possible approaches to the escape rate in infinite lattices of weakly coupled maps with uniformly expanding repeller. It is proved that computed-via-volume rates of spatially periodic approximations grow linearly with…

动力系统 · 数学 2010-07-26 Jean-Baptiste Bardet , Bastien Fernandez

Previously it has been shown that some classes of mixing dynamical systems have limiting return times distributions that are almost everywhere Poissonian. Here we study the behaviour of return times at periodic points and show that the…

动力系统 · 数学 2014-03-04 N. Haydn , S. Vaienti

We study the Susceptible-Infected-Recovered model of epidemics in the vicinity of the threshold infectivity. We derive the distribution of total outbreak size in the limit of large population size $N$. This is accomplished by mapping the…

种群与进化 · 定量生物学 2009-11-13 David A. Kessler , Nadav M. Shnerb

We consider a family of multivariate autoregressive stochastic sequences that restart when hit a neighbourhood of the origin, and study their distributional limits when the autoregressive coefficient tends to one, the noise scaling…

概率论 · 数学 2020-11-20 Sergey Foss , Matthias Schulte

In this paper escape rates and local escape rates for special flows are sudied. In a general context the first result is that the escape rate depends monotonically on the ceiling function and fulfills certain scaling, invariance, and…

动力系统 · 数学 2019-05-01 Fabian Dreher , Marc Kesseböhmer

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…

动力系统 · 数学 2014-04-29 Jerome Rousseau , Benoit Saussol , Paulo Varandas

We study the distribution of the occurrence of rare patterns in sufficiently mixing Gibbs random fields on the lattice $\mathbb{Z}^d$, $d\geq 2$. A typical example is the high temperature Ising model. This distribution is shown to converge…

概率论 · 数学 2009-11-10 M. Abadi , J. -R. Chazottes , F. Redig , E. Verbitskiy

We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…

统计力学 · 物理学 2020-10-07 L. Lugosi , T. Kovács

The distribution of recurrence times or return intervals between extreme events is important to characterize and understand the behavior of physical systems and phenomena in many disciplines. It is well known that many physical processes in…

统计金融 · 定量金融 2008-12-29 M. S. Santhanam , Holger Kantz

We show that dynamical systems with $\phi$-mixing measures have local escape rates which are exponential with rate $1$ at non-periodic points and equal to the extremal index at periodic points. We apply this result to equilibrium states on…

动力系统 · 数学 2019-04-01 Nicolai Haydn , Fan Yang

The time needed for a particle to exit a confining domain through a small window, called the narrow escape time (NET), is a limiting factor of various processes, such as some biochemical reactions in cells. Obtaining an estimate of the mean…

统计力学 · 物理学 2007-11-22 O. Benichou , R. Voituriez

Escape rate in the low-to-intermediate damping connecting the low damping with the intermediate damping is established for the power-law distribution on the basis of flux over population theory. We extend the escape rate in the low damping…

统计力学 · 物理学 2015-08-10 Yanjun Zhou , Jiulin Du

We consider expanding systems with invariant measures that are uniformly expanding everywhere except on a small measure set and show that the limiting statistics of hitting times for zero measure sets are compound Poisson provided the…

动力系统 · 数学 2025-10-17 Nicolai T A Haydn
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