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  1. Bulletin of the Brazilian Mathematical Society
  2. Bulletin of the Brazilian Mathematical Society : Volume 37
  3. Bulletin of the Brazilian Mathematical Society : Volume 37, Issue 4, December 2006
  4. Hitting, returning and the short correlation function
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Bulletin of the Brazilian Mathematical Society : Volume 48
Bulletin of the Brazilian Mathematical Society : Volume 47
Bulletin of the Brazilian Mathematical Society : Volume 46
Bulletin of the Brazilian Mathematical Society : Volume 45
Bulletin of the Brazilian Mathematical Society : Volume 44
Bulletin of the Brazilian Mathematical Society : Volume 43
Bulletin of the Brazilian Mathematical Society : Volume 42
Bulletin of the Brazilian Mathematical Society : Volume 41
Bulletin of the Brazilian Mathematical Society : Volume 40
Bulletin of the Brazilian Mathematical Society : Volume 39
Bulletin of the Brazilian Mathematical Society : Volume 38
Bulletin of the Brazilian Mathematical Society : Volume 37
Bulletin of the Brazilian Mathematical Society : Volume 37, Issue 4, December 2006
Foreword
A simple proof of Sanov’s theorem*
Variance and exponential estimates via coupling
Random projections and goodness-of-fit tests in infinite-dimensional spaces
2-fold and 3-fold mixing: why 3-dot-type counterexamples are impossible in one dimension
Phase separation in one-dimensional stochastic particle systems?
Two-dimensional scaling limits via marked nonsimple loops
Convergence rates for Markov chain order estimates using EDC criterion
Random walks systems on complete graphs
Markov approximation and consistent estimation of unbounded probabilistic suffix trees
Hitting, returning and the short correlation function
Large deviation approach to non equilibrium processes in stochastic lattice gases
Bulletin of the Brazilian Mathematical Society : Volume 37, Issue 3, September 2006
Bulletin of the Brazilian Mathematical Society : Volume 37, Issue 2, June 2006
Bulletin of the Brazilian Mathematical Society : Volume 37, Issue 1, March 2006
Bulletin of the Brazilian Mathematical Society : Volume 36
Bulletin of the Brazilian Mathematical Society : Volume 35
Bulletin of the Brazilian Mathematical Society : Volume 34
Bulletin of the Brazilian Mathematical Society : Volume 33
Bulletin of the Brazilian Mathematical Society : Volume 32
Bulletin of the Brazilian Mathematical Society : Volume 31
Bulletin of the Brazilian Mathematical Society : Volume 30
Bulletin of the Brazilian Mathematical Society : Volume 29
Bulletin of the Brazilian Mathematical Society : Volume 28

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Conference Proceedings

Hitting, returning and the short correlation function

Content Provider Springer Nature Link
Author Abadi, Miguel
Copyright Year 2006
Abstract We consider a stochastic process with the weakest mixing condition: the so called α. For any fixed n-string we prove the following results. (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 λ(A)ℙ(A) where ℙ(A) is the measure of the string and λ(A) is a certain autocorrelation function of the string. We show also that the weight of the convex combination is approximately λ(A). We describe the behavior of this autocorrelation function. Our results hold when the rate of mixing decays polinomially fast with power larger than the golden number.
Starting Page 593
Ending Page 609
Page Count 17
File Format PDF
ISSN 16787544
Journal Bulletin of the Brazilian Mathematical Society
Volume Number 37
Issue Number 4
e-ISSN 16787714
Language English
Publisher Springer-Verlag
Publisher Date 2006-01-01
Publisher Place Berlin, Heidelberg
Access Restriction One Nation One Subscription (ONOS)
Subject Keyword Mixing recurrence rare event hitting time return time short correlation Mathematics Mathematical and Computational Physics
Content Type Text
Resource Type Article
Subject Mathematics
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