惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

腾讯CDC
Microsoft Azure Blog
Microsoft Azure Blog
L
LangChain Blog
Y
Y Combinator Blog
Microsoft Security Blog
Microsoft Security Blog
宝玉的分享
宝玉的分享
B
Blog RSS Feed
MongoDB | Blog
MongoDB | Blog
Jina AI
Jina AI
D
Docker
B
Blog
Engineering at Meta
Engineering at Meta
Last Week in AI
Last Week in AI
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
I
InfoQ
G
Google Developers Blog
博客园 - Franky
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
The GitHub Blog
The GitHub Blog
T
The Blog of Author Tim Ferriss
大猫的无限游戏
大猫的无限游戏
阮一峰的网络日志
阮一峰的网络日志
U
Unit 42

math.PR updates on arXiv.org

Visibility in the Boolean Model on Harmonic Manifolds Global estimates on the Brenier map Geodesics and Wandering Exponents in Brochette First-Passage Percolation State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits Randomly twisted transfer operators and singular values statistics Generalized Bessel-Dunkl diffusions An almost sure invariance principle for the Takagi-van der Waerden class functions Central limit theorems for high dimensional lattice polytopes: cosmological polytopes Convergence rate estimates for semigroups and heat kernels associated with resistance forms Second-order Poincaré inequalities and localization on the Poisson space Maximum Probability of Independence in Transitive Matroids On global solutions to the semidiscrete stochastic heat equation The Poisson Tail Conjecture for primes in short intervals A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage Holographic functions and neural networks From Betting to Empirical Bernstein LIL Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise Pointwise Generalization in Deep Neural Networks Bayesian Latent Space Models for Graphs Are Misspecified: Toward Robust Inference via Generalized Posteriors Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process A note on connections between the Föllmer process and the denoising diffusion probabilistic model Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations A Fourier perspective on the learning dynamics of neural networks: from sample complexities to mechanistic insights Propagation of Chaos in Contextual Flow Maps Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures $α$-TCAV: A Unified Framework for Testing with Concept Activation Vectors Scaling Laws from Sequential Feature Recovery: A Solvable Hierarchical Model On the Limits of Latent Reuse in Diffusion Models State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
Geometric Law for Multiple Returns until a Hazard
Yuri Kifer, Ariel Rapaport · 2018-02-21 · via math.PR updates on arXiv.org

For a $ψ$-mixing stationary process $ξ_0,ξ_1,ξ_2,...$ we consider the number $\mathcal N_N$ of multiple recurrencies $\{ξ_{q_i(n)}\inΓ_N,\, i=1,...,\ell\}$ to a set $Γ_N$ for $n$ until the moment $τ_N$ (which we call a hazard) when another multiple recurrence $\{ξ_{q_i(n)}\inΔ_N,\, i=1,...,\ell\}$ takes place for the first time where $Γ_N\capΔ_N= \emptyset$ and $q_i(n)<q_{i+1}(n),\, i=1,...,\ell$ are nonnegative increasing functions taking on integer values on integers. It turns out that if $P\{ξ_0\inΓ_N\}$ and $P\{ξ_0\inΔ_N\}$ decay in $N$ with the same speed then $\mathcal N_N$ converges weakly to a geometrically distributed random variable. We obtain also a similar result in the dynamical systems setup considering a $ψ$-mixing shift $T$ on a sequence space $Ω$ and study the number of multiple recurrencies $\{ T^{q_i(n)}ω\in A_n^b,\, i=1,...,\ell\}$ until the first occurence of another multiple recurrence $\{ T^{q_i(n)}ω\in A_m^a,\, i=1,...,\ell\}$ where $A_m^a,\, A_n^b$ are cylinder sets of length $m$ and $n$ constructed by sequences $a,b\inΩ$, respectively, and chosen so that their probabilities have the same order. This work is motivated by a number of papers on asymptotics of numbers of single and multiple returns to shrinking sets, as well as by the papers on open systems studying their behavior until an exit through a "hole".