Hitting and return times in ergodic dynamical systems

被引:75
|
作者
Haydn, N
Lacroix, Y
Vaienti, S
机构
[1] Univ So Calif, Dept Math, Los Angeles, CA 90089 USA
[2] Univ Sud Toulon Var, ISITV, F-83162 La Valette, France
[3] Univ Aix Marseille 1, CNRS, UMR 6207, Ctr Phys Theor, F-13288 Marseille, France
[4] Univ Aix Marseille 2, CNRS, UMR 6207, Ctr Phys Theor, F-13288 Marseille, France
[5] Univ Sud Toulon Var, FRUMAN, CPT, F-13288 Marseille, France
来源
ANNALS OF PROBABILITY | 2005年 / 33卷 / 05期
关键词
asymptotic distribution; hitting; return times; Kac;
D O I
10.1214/009117905000000242
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Given an ergodic dynamical system (X, T, mu), and U subset of X measurable with mu(U) > 0, let mu(U)tau(U)(x) denote the normalized hitting time of x is an element of X to U. We prove that given a sequence (U-n) with mu(U-n) -> 0, the distribution function of the normalized hitting times to U-n converges weakly to some subprobability distribution F if and only if the distribution function of the normalized return time converges weakly to some distribution function and that in the converging case, [GRAPHICS] This in particular characterizes asymptotics for hitting times, and shows that the asymptotics for return times is exponential if and only if the one for hitting times is also.
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页码:2043 / 2050
页数:8
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