Entry Times Distribution for Mixing Systems
نویسندگان
چکیده
منابع مشابه
Recurrence times and Rates of Mixing for Invertible Dynamical Systems
Abstract. We consider invertible discrete-time dynamical systems having a hyperbolic product structure in some region of the phase space with infinitely many branches and variable recurrence time. We show that the decay of correlations of the SRB measure associated to that hyperbolic structure is related to the tail of the recurrence times. We also give sufficient conditions for the validity of...
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The critical issue in the complexity of Markov chain sampling techniques has been \mixing time", the number of steps of the chain needed to reach its stationary distribution. It turns out that there are many ways to deene mixing time|more than a dozen are considered here|but they fall into a small number of classes. The parameters in each class lie within constant multiples of one another, inde...
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The distribution of the “mixing time” or the “time to stationarity” in a discrete time irreducible Markov chain, starting in state i, can be defined as the number of trials to reach a state sampled from the stationary distribution of the Markov chain. Expressions for the probability generating function, and hence the probability distribution of the mixing time starting in state i are derived an...
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ژورنال
عنوان ژورنال: Journal of Statistical Physics
سال: 2016
ISSN: 0022-4715,1572-9613
DOI: 10.1007/s10955-016-1487-y