Asymptotics for hitting times
Kupsa, M. ; Lacroix, Y.
Ann. Probab., Tome 33 (2005) no. 1, p. 610-619 / Harvested from Project Euclid
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In this paper we characterize possible asymptotics for hitting times in aperiodic ergodic dynamical systems: asymptotics are proved to be the distribution functions of subprobability measures on the line belonging to the functional class ¶ \[\hspace*{-8mm}\mbox{(A)}\hspace*{6mm}\mathcal{F}=\left\{F\dvtx \mathbb{R}\to [0,1]\dvtx \left\lbrack \matrix{F\mbox{ is increasing, null on }]\!-\!\infty ,0];\hfill \cr\noalign{\vspace*{3pt}}F\mbox{ is continuous and concave;}\hfill \cr\noalign{\vspace*{3pt}}F(t)\le t\mbox{ for }t\ge 0.\hfill}\right.\right\}.\] ¶ Note that all possible asymptotics are absolutely continuous.
Publié le : 2005-03-14
Classification:  Asymptotic distribution,  entrance,  hitting,  times,  Kac,  37A05,  37A50,  60F05,  28D05 
@article{1109868594,
     author = {Kupsa, M. and Lacroix, Y.},
     title = {Asymptotics for hitting times},
     journal = {Ann. Probab.},
     volume = {33},
     number = {1},
     year = {2005},
     pages = { 610-619},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1109868594}
}

Kupsa, M.; Lacroix, Y. Asymptotics for hitting times. Ann. Probab., Tome 33 (2005) no. 1, pp.  610-619. http://gdmltest.u-ga.fr/item/1109868594/