Abstract:In this note we discuss limit distribution of normalized return times for
shrinking targets and draw a necessary and sufficient condition using sweep-out
sequence in order for the limit distribution to be exponential with parameter
$1$. The normalizing coefficients are the same as sizes of the targets.
Moreover we study escape rate, namely the exponential decay rate of sweep-out
sequence and prove that in $\psi$-mixing systems for a certain class of sets
the escape rate is in limit proportional to the size of … Show more
“…This is closely related to the results in [9] but our proofs are motivated by [11]. Recently, a necessary and sufficient condition for X n to converge in law to an exponential random variable when µ is an ergodic probability measure is established in Theorem 1 in [25], however, to check this condition requires not straightforward estimations.…”
Section: Theorem 11 (Main Theorem) the Sequence Of Random Variables X...mentioning
We consider $\psi$-mixing dynamical systems $(\mathcal{X},T,B,\mu)$ and we
find conditions on families of sets $\{\mathcal{U}_n\subset
\mathcal{X}:n\in\mathbb{N}\}$ so that $\mu(\mathcal{U}_n)\tau_n$ tends in law
to an exponential random variable, where $\tau_n$ is the entry time to
$\mathcal{U}_n.
“…This is closely related to the results in [9] but our proofs are motivated by [11]. Recently, a necessary and sufficient condition for X n to converge in law to an exponential random variable when µ is an ergodic probability measure is established in Theorem 1 in [25], however, to check this condition requires not straightforward estimations.…”
Section: Theorem 11 (Main Theorem) the Sequence Of Random Variables X...mentioning
We consider $\psi$-mixing dynamical systems $(\mathcal{X},T,B,\mu)$ and we
find conditions on families of sets $\{\mathcal{U}_n\subset
\mathcal{X}:n\in\mathbb{N}\}$ so that $\mu(\mathcal{U}_n)\tau_n$ tends in law
to an exponential random variable, where $\tau_n$ is the entry time to
$\mathcal{U}_n.
“…Consequently, it confirms that the distribution of the first return time tends to an exponential distribution. Note that continued-fraction mixing (or ψ-mixing) is not necessary in this line of proof, whereas a direct calculation of escape rate assuming ψ-mixing but not necessarily spectral gap can be found in [36].…”
We prove for Gibbs-Markov maps that the number of visits to a sequence of shrinking sets with bounded cylindrical lengths converges in distribution to a Poisson law. Applying to continued fractions, this result extends Doeblin's Poisson limit theorem.
“…For more discussion of the distribution of the entry times to small measure sets we refer the readers to [40,97,144,160] and references therein. We also refer to Section 10 for related results in the context of extreme value theory.…”
<p style='text-indent:20px;'>A classical Borel–Cantelli Lemma gives conditions for deciding whether an infinite number of rare events will happen almost surely. In this article, we propose an extension of Borel–Cantelli Lemma to characterize the multiple occurrence of events on the same time scale. Our results imply multiple Logarithm Laws for recurrence and hitting times, as well as Poisson Limit Laws for systems which are exponentially mixing of all orders. The applications include geodesic flows on compact negatively curved manifolds, geodesic excursions on finite volume hyperbolic manifolds, Diophantine approximations and extreme value theory for dynamical systems.</p>
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