Recurrence, Short Correlations and the Golden Number

Número: 
5
Ano: 
2006
Autor: 
Miguel Abadi
Abstract: 

We consider a stochastic process with the weakest mixing condition: the so called $\alpha$. For \emph{any} fixed $n$-string we prove:(1) The hitting time has approximately exponential law.(2) The return time has approximately a convex combination between a Dirac measure at the origin and an exponential law.In both cases the parameter of the exponential law is $\lambda(A)IP(A)$ where $IP(A)$ is the measure of the string and $\lambda(A)$ is the short correlation function of the string with itself. Also, we show that the weight of the convex combination is a approximately $\lambda(A)$. We describe the autocorrelation function. Our results hold when the rate $\alpha$ decays polinomially fast with power larger than the golden number.

Keywords: 
Mixing
recurrence
rare event
hitting time
return time
short correlation
Observação: 
submitted 01/06
Arquivo: