Successive Recurrence Times in a Stationary Process
نویسندگان
چکیده
منابع مشابه
Asymptotic Recurrence and Waiting times for Stationary Processes
Let X = fX n ; n 2 Zg be a discrete-valued stationary ergodic process distributed according to P and let x = of the recurrence time R n deened as the rst time that the initial n-block x n 1 = (x 1 ; x 2 ; : : : ; x n) reappears in the past of x. We identify an associated random walk, ? log P (X n 1); on the same probability space as X, and we prove a strong approximation theorem between log R n...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1959
ISSN: 0003-4851
DOI: 10.1214/aoms/1177706111