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相关论文: Hitting and return times in ergodic dynamical syst…

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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 find a general formula for the distribution of time-averaged observables for systems modeled according to the sub-diffusive continuous time random walk. For Gaussian random walks coupled to a thermal bath we recover ergodicity and…

统计力学 · 物理学 2009-11-13 Adi Rebenshtok , Eli Barkai

We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…

偏微分方程分析 · 数学 2020-01-22 Davit Martirosyan , Vahagn Nersesyan

We establish abstract local limit theorems for hitting times and return-times of suitable sequences (A_{l}) of asymptotically rare events in ergodic probability preserving dynamical systems, including versions for tuples of consecutive…

动力系统 · 数学 2025-08-28 Max Auer , Roland Zweimüller

Haydn, Lacroix and Vaienti [Ann. Probab. 33 (2005)] proved that, for a given ergodic map, the entry time distribution converges in the small target limit, if and only if the corresponding return time distribution converges. The present note…

动力系统 · 数学 2017-02-01 Jens Marklof

For a jointly measurable probability-preserving action $\tau:\mathbb{R}^D\curvearrowright (X,\mu)$ and a tuple of polynomial maps $p_i:\mathbb{R}\to \mathbb{R}^D$, $i=1,2,...,k$, the multiple ergodic averages \[ \frac{1}{T}\int_0^T…

动力系统 · 数学 2016-07-04 Tim Austin

This paper derives an exact asymptotic expression for \[ \mathbb{P}_{\mathbf{x}_u}\{\exists_{t\ge0} \mathbf{X}(t)- \boldsymbol{\mu}t\in \mathcal{U} \}, \ \ {\rm as}\ \ u\to\infty, \] where $\mathbf{X}(t)=(X_1(t),\ldots,X_d(t))^\top,t\ge0$…

概率论 · 数学 2017-07-11 Krzysztof Dȩbicki , Enkelejd Hashorva , Lanpeng Ji , Tomasz Rolski

We prove a general ergodic-theoretic result concerning the return time statistic, which, properly understood, sheds some new light on the common sense phenomenon known as {\it the law of series}. Let \proc be an ergodic process on finitely…

动力系统 · 数学 2007-05-23 Tomasz Downarowicz , Yves Lacroix

We consider random walk on the structure given by a random hypergraph in the regime where there is a unique giant component. We give the asymptotics for hitting times, cover times, and commute times and show that the results obtained for…

概率论 · 数学 2019-03-05 Amine Helali , Matthias Löwe

For ergodic measures we consider the return and entry times for a measure preserving transformation and its induced map on a positive measure subset. We then show that the limiting entry and return times distributions are the same for the…

动力系统 · 数学 2012-08-31 Nicolai T A Haydn

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…

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…

数学物理 · 物理学 2016-09-21 Carl P. Dettmann , Jens Marklof , Andreas Strömbergsson

In this paper we study the ergodic theory of a class of symbolic dynamical systems $(\O, T, \mu)$ where $T:{\O}\to \O$ the left shift transformation on $\O=\prod_0^\infty\{0,1\}$ and $\mu$ is a $\s$-finite $T$-invariant measure having the…

动力系统 · 数学 2007-05-23 Stefano Isola

In this paper, we focus on the hitting times of a stochastic epidemic model presented by \cite{Gray}. Under the help of the auxiliary stopping times, we investigate the asymptotic limits of the hitting times by the variations of calculus…

概率论 · 数学 2015-12-29 Qingshan Yang , Xuerong Mao

We consider $\psi$-mixing dynamical systems $(\mathcal{X},T,B,\mu)$ and we find conditions on families of sets $\{\mathcal{U}_n\subset \mathcal{X}:n\in\mathbb{N}\}$ so that $\mu(\mathcal{U}_n)\tau_n$ tends in law to an exponential random…

动力系统 · 数学 2016-07-07 Italo Cipriano

Let $X$ be a one dimensional positive recurrent diffusion with initial distribution $\nu$ and invariant probability $\mu$. Suppose that for some $p> 1$, $\exists a\in\R$ such that $\forall x\in\R, \E_x T_a^p<\infty$ and $\E_\nu…

概率论 · 数学 2010-01-25 Dasha Loukianova , Oleg Loukianov , Eva Loecherbach

We investigate the use of discrete-time quantum walks to sample from an almost-uniform distribution, in the absence of any external source of randomness. Integers are encoded on the vertices of a cycle graph, and a quantum walker evolves…

量子物理 · 物理学 2025-11-12 Marco Radaelli , Claudia Benedetti , Stefano Olivares

We prove that topologically generic orbits of C0 transitive and non-uniquely ergodic dynamical systems, exhibit an extremely oscillating asymptotical statistics. Precisely, the minimum weak* compact set of invariant probabilities, that…

动力系统 · 数学 2016-06-28 Eleonora Catsigeras

The time it takes a random walker in a lattice to reach the origin from another vertex $x$, has infinite mean. If the walker can restart the walk at $x$ at will, then the minimum expected hitting time $T(x,0)$ (minimized over restarting…

概率论 · 数学 2010-05-25 Svante Janson , Yuval Peres

Hitting times provide a fundamental measure of distance in random processes, quantifying the expected number of steps for a random walk starting at node $u$ to reach node $v$. They have broad applications across domains such as network…

数据结构与算法 · 计算机科学 2025-11-07 Themistoklis Haris , Fabian Spaeh , Spyros Dragazis , Charalampos Tsourakakis