Hitting and escaping statistics: mixing, targets and holes
نویسندگان
چکیده
منابع مشابه
asymptotic property of order statistics and sample quntile
چکیده: فرض کنید که تابعی از اپسیلون یک مجموع نامتناهی از احتمالات موزون مربوط به مجموع های جزئی براساس یک دنباله از متغیرهای تصادفی مستقل و همتوزیع باشد، و همچنین فرض کنید توابعی مانند g و h وجود دارند که هرگاه امید ریاضی توان دوم x متناهی و امیدریاضی x صفر باشد، در این صورت می توان حد حاصلضرب این توابع را بصورت تابعی از امید ریاضی توان دوم x نوشت. حالت عکس نیز برقرار است. همچنین ما با استفاده...
15 صفحه اولHitting Time Statistics and Extreme Value Theory
We consider discrete time dynamical system and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial maximum of stochastic processes). This relation allows to study Hitting Time Statistics with tools from Extreme Value Theory, and vice versa. We apply these resu...
متن کاملsimulation and experimental studies for prediction mineral scale formation in oil field during mixing of injection and formation water
abstract: mineral scaling in oil and gas production equipment is one of the most important problem that occurs while water injection and it has been recognized to be a major operational problem. the incompatibility between injected and formation waters may result in inorganic scale precipitation in the equipment and reservoir and then reduction of oil production rate and water injection rate. ...
Instability statistics and mixing rates.
We claim that looking at probability distributions of finite time largest Lyapunov exponents, and more precisely studying their large deviation properties, yields an extremely powerful technique to get quantitative estimates of polynomial decay rates of time correlations and Poincaré recurrences in the-quite-delicate case of dynamical systems with weak chaotic properties.
متن کاملMixing Times and Moving Targets
We consider irreducible Markov chains on a finite state space. We show that the mixing time of any such chain is equivalent to the maximum, over initial states x and moving large sets (As)s, of the hitting time of (As)s starting from x. We prove that in the case of the d-dimensional torus the maximum hitting time of moving targets is equal to the maximum hitting time of stationary targets. Neve...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Advances in Mathematics
سال: 2018
ISSN: 0001-8708
DOI: 10.1016/j.aim.2017.12.020