Journal
NONLINEARITY
Volume 27, Issue 6, Pages 1323-1349Publisher
IOP PUBLISHING LTD
DOI: 10.1088/0951-7715/27/6/1323
Keywords
return times statistics; mixing measures; decay of correlations
Categories
Funding
- NSF [DMS-0301910]
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In this paper we prove two results. First we show that dynamical systems with a phi-mixing measure have in the limit Poisson distributed return times almost everywhere. We use the Chen-Stein method to also obtain rates of convergence. Our theorem improves on previous results by allowing for infinite partitions and dropping the requirement that the invariant measure has finite entropy with respect to the given partition. As has been shown elsewhere, the limiting distribution at periodic points is not Poissonian (but compound Poissonian). Here we show that for all non-periodic points the return times are in the limit Poisson distributed. In the second part we prove that Lai-Sang Young's Markov towers have Poisson distributed return times if the correlations decay at least polynomially with a power larger than 1.
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