Convergence of recurrence of blocks for mixing processes

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Abstract

Let R n(x) be the first return time of the initial sequence x 1...x n of x = x 1x 2.... For mixing processes, sharp bounds for the convergence of R n(x)P n(x) to exponential distribution are presented, where P n(x) is the probability of x 1...x n. As a corollary, the limit of the mean of log(R n(x)P n(x)) is obtained. For exponentially φ-mixing processes, -E[log(R n P n)] converges exponentially to the Euler's constant. A similar result is observed for the hitting time.

Original languageEnglish
Pages (from-to)1-20
Number of pages20
JournalOsaka Journal of Mathematics
Volume49
Issue number1
StatePublished - Mar 2012

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