Return-Time Statistics, Hitting-Time Statistics and Inducing

Author(s):  
Nicolai T. A. Haydn ◽  
Nicole Winterberg ◽  
Roland Zweimüller
2009 ◽  
Vol 09 (01) ◽  
pp. 81-100 ◽  
Author(s):  
HENK BRUIN ◽  
MIKE TODD

We prove that multimodal maps with an absolutely continuous invariant measure have exponential return time statistics around almost every point. We also show a "polynomial Gibbs property" for these systems, and that the convergence to the entropy in the Ornstein–Weiss formula has normal fluctuations. These results are also proved for equilibrium states of some Hölder potentials.


2003 ◽  
Vol 23 (4) ◽  
pp. 991-1013 ◽  
Author(s):  
H. BRUIN ◽  
B. SAUSSOL ◽  
S. TROUBETZKOY ◽  
S. VAIENTI

2011 ◽  
Vol 31 (5) ◽  
pp. 1363-1390 ◽  
Author(s):  
CHINMAYA GUPTA ◽  
MARK HOLLAND ◽  
MATTHEW NICOL

AbstractIn this paper we establish extreme value statistics for observations on a class of hyperbolic systems: planar dispersing billiard maps and flows, Lozi maps and Lorenz-like maps. In particular, we show that for time series arising from Hölder observations on these systems which are maximized at generic points the successive maxima of the time series are distributed according to the corresponding extreme value distributions for independent identically distributed processes. These results imply an exponential law for the hitting and return time statistics of these dynamical systems.


2003 ◽  
Vol 176 (1) ◽  
pp. 77-94 ◽  
Author(s):  
H. Bruin ◽  
S. Vaienti

2002 ◽  
Vol 88 (22) ◽  
Author(s):  
Nicolai Hadyn ◽  
José Luevano ◽  
Giorgio Mantica ◽  
Sandro Vaienti

2013 ◽  
Vol 2013 ◽  
pp. 1-21 ◽  
Author(s):  
Thierry E. Huillet

The Moran model is a discrete-time birth and death Markov chain describing the evolution of the number of type 1 alleles in a haploid population with two alleles whose total size N is preserved during the course of evolution. Bias mechanisms such as mutations or selection can affect its neutral dynamics. For the ergodic Moran model with mutations, we get interested in the fixation probabilities of a mutant, the growth rate of fluctuations, the first hitting time of the equilibrium state starting from state {0}, the first return time to the equilibrium state, and the first hitting time of {N} starting from {0}, together with the time needed for the walker to reach its invariant measure, again starting from {0}. For the last point, an appeal to the notion of Siegmund duality is necessary, and a cutoff phenomenon will be made explicit. We are interested in these problems in the large population size limit N→∞. The Moran model with mutations includes the heat exchange models of Ehrenfest and Bernoulli-Laplace as particular cases; these were studied from the point of view of the controversy concerning irreversibility (H-theorem) and the recurrence of states.


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