Return to search

Rekurentní vlastnosti součinů a skosných součinů konečně stavových náhodných procesů / Recurrent properties of products and skew-products of finitely- valued random processes

In this work, we study return and hitting times in measure-preserving dy- namical systems. We consider a special type of skew-products of two Bernoulli schemes, called a random walk in random scenery. For these systems, the limit distribution of normalized hitting times for cylinders of increasing length is proved to be exponential under the assumption of finite variance of the first order dis- tribution of the Bernoulli scheme representing the walk, and provided the drift is non-zero or the scenery alphabet is finite. Mixing properties of the skew-products are discussed in order to relate our work with some known results on rescaled hitting times for strongly-mixing systems. 1

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:331711
Date January 2015
CreatorsKvěš, Martin
ContributorsKupsa, Michal, Dostál, Petr
Source SetsCzech ETDs
LanguageEnglish
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

Page generated in 0.0017 seconds