相关论文: Hitting time and dimension in Axiom A systems and …
The Bayesian framework is ideally suited for induction problems. The probability of observing $x_t$ at time $t$, given past observations $x_1...x_{t-1}$ can be computed with Bayes' rule if the true distribution $\mu$ of the sequences…
We consider a system of asymmetric independent random walks on $\mathbb{Z}^d$, denoted by $\{\eta_t,t\in{\mathbb{R}}\}$, stationary under the product Poisson measure $\nu_{\rho}$ of marginal density $\rho>0$. We fix a pattern $\mathcal{A}$,…
We consider dynamical systems $(X,T,\mu)$ which have exponential decay of correlations for either H\"older continuous functions or functions of bounded variation. Given a sequence of balls $(B_n)_{n=1}^\infty$, we give sufficient conditions…
To solve the obscureness in measurement brought about from the weak ergodicity breaking appeared in anomalous diffusions we have suggested the time-averaged mean squared displacement (MSD) $\bar{\delta^2 (\tau)}_\tau$ with a integral…
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…
The Birkhoff Ergodic Theorem concludes that time averages, that is, Birkhoff averages, $\Sigma_{n=1}^N f(x_n)/N$ of a function $f$ along an ergodic trajectory $(x_n)$ of a function $T$ converges to the space average $\int f d\mu$, where…
Quantitative recurrence indicators are defined by measuring the first entrance time of the orbit of a point $x$ in a decreasing sequence of neighborhoods of another point $y$. It is proved that these recurrence indicators are a.e. greater…
We study the first hitting time statistics between a one-dimensional run-and-tumble particle and a target site that switches intermittently between visible and invisible phases. The two-state dynamics of the target is independent of the…
In this paper we introduce a definition of time that emerges in terms of the geometry of the configuration space of a dynamical system. We illustrate this, using the Hamilton-Jacobi equation, in various examples: particle mechanics on a…
Getoor in [3] calculated the mean exit time from a ball for the standard isotropic $\alpha$-stable process in $\mathbb{R}^d$ starting from the interior of the ball. The purpose of this note is to show that, up to multplicative constant, the…
The classical Birkhoff ergodic theorem in its most popular version says that the time average along a single typical trajectory of a dynamical system is equal to the space average with respect to the ergodic invariant distribution. This…
We consider a billiard in the plane with periodic configuration of convex scatterers. This system is recurrent, in the sense that almost every orbit comes back arbitrarily close to the initial point. In this paper we study the time needed…
The expected hitting time from vertex $a$ to vertex $b$, $H(a,b)$, is the expected value of the time it takes a random walk starting at $a$ to reach $b$. In this paper, we give estimates for $H(a,b)$ when the distance between $a$ and $b$ is…
We consider a simple random walk on the T-fractal and we calculate the exact mean time $\tau^g$ to first reach the central node $i_0$. The mean is performed over the set of possible walks from a given origin and over the set of starting…
A reasonable confidence interval should have a confidence coefficient no less than the given nominal level and a small expected length to reliably and accurately estimate the parameter of interest, and the bootstrap interval is considered…
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 time slice axiom states that the observables which can be measured within an arbitrarily small time interval suffice to predict all other observables. While well known for free field theories where the validity of the time slice axiom…
We study a random walk in a N dimensional hypercube and exhibit results about stopping times when N diverges. The first theorem discusses the time in which two coupling processes spend to meet. A corollary provides a majorant for the…
We study the first exit time $\tau$ from an arbitrary cone with apex at the origin by a non-homogeneous random walk (Markov chain) on $\Z^d$ ($d \geq 2$) with mean drift that is asymptotically zero. Specifically, if the mean drift at $\bx…
Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…