Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/103907
Type: Artigo de periódico
Title: Hitting, Returning And The Short Correlation Function
Author: Abadi M.
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)script P sign(A) where script P sign(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. © Springer-Verlag Berlin Heidelberg 2006.
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Rights: fechado
Identifier DOI: 10.1007/s00574-006-0030-1
Address: http://www.scopus.com/inward/record.url?eid=2-s2.0-33845802090&partnerID=40&md5=15df276c76d49e4bc64e85416065c312
Date Issue: 2006
Appears in Collections:Unicamp - Artigos e Outros Documentos

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