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.
引用
收藏
页码:2043 / 2050
页数:8
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