Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Quantitative recurrence in two-dimensional extended processes

Françoise Pène and Benoît Saussol
Source: Ann. Inst. H. Poincaré Probab. Statist. Volume 45, Number 4 (2009), 1065-1084.

Abstract

Under some mild condition, a random walk in the plane is recurrent. In particular each trajectory is dense, and a natural question is how much time one needs to approach a given small neighbourhood of the origin. We address this question in the case of some extended dynamical systems similar to planar random walks, including ℤ2-extension of mixing subshifts of finite type. We define a pointwise recurrence rate and relate it to the dimension of the process, and establish a result of convergence in distribution of the rescaled return time near the origin.

Résumé

Sous certaines conditions, une marche aléatoire dans le plan est récurrente. En particulier, chaque trajectoire est dense, et il est naturel d’estimer le temps nécessaire pour revenir dans un petit voisinage de l’origine. Nous nous intéressons à cette question dans le cas de systèmes dynamiques étendus similaires à des marches aléatoires planaires, notamment celui des ℤ2-extension de sous-shifts de type fini mélangeants. Nous déterminons une vitesse de convergence ponctuelle que nous relions à la dimension du processus et nous établissons un résultat de convergence en loi du temps de retour à l’origine, correctement normalisé.

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Primary Subjects: 37B20, 37A50, 60Fxx
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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aihp/1257529892
Digital Object Identifier: doi:10.1214/08-AIHP195
Mathematical Reviews number (MathSciNet): MR2572164
Zentralblatt MATH identifier: 05758870

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Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Annales de l'Institut Henri Poincaré, Probabilités et Statistiques