Abstract
We describe an approach that allows us to deduce the limiting return times distribution for arbitrary sets to be compound Poisson distributed. We establish a relation between the limiting return times distribution and the probability of the cluster sizes, where clusters consist of the portion of points that have finite return times in the limit where random return times go to infinity. In the special case of periodic points we recover the known Pólya–Aeppli distribution which is associated with geometrically distributed cluster sizes. We apply this method to several examples the most important of which is synchronisation of coupled map lattices. For the invariant absolutely continuous measure we establish that the returns to the diagonal is compound Poisson distributed where the coefficients are given by certain integrals along the diagonal.
Similar content being viewed by others
References
Abadi, M.: Hitting, returning and the short correlation function. Bull. Braz. Math. Soc. 37(4), 1–17 (2006)
Abadi, M., Freitas, A.C.M., Freitas, J.M.: Dynamical counterexamples regarding the extremal index and the mean of the limiting cluster size distribution. Preprint arXiv:1808.02970
Abadi, M., Freitas, A.C.M., Freitas, J.M.: Clustering indices and decay of correlations in non-Markovian models. Preprint arXiv:1810.03216
Afraimovich, V.S., Bunimovich, L.A.: Which hole is leaking the most: a topological approach to study open systems. Nonlinearity 23, 643–656 (2010)
Caby, T., Faranda, D., Vaienti, S., Yiou, P.: On the computation of the extremal index for time series. J. Stat. Phys https://doi.org/10.1007/s10955-019-02423-z
Chazottes, J.-R., Collet, P.: Poisson approximation for the number of visits to balls in nonuniformly hyperbolic dynamical systems. Ergod. Theory Dyn. Syst. 33, 49–80 (2013)
Coelho, Z., Collet, P.: Asymptotic limit law for the close approach of two trajectories in expanding maps of the circle. Prob. Theory Relat. Fields 99, 237–250 (1994)
Faranda, D., Ghoudi, H., Guiraud, P., Vaienti, S.: Extreme value theory for synchronization of coupled map lattices. Nonlinearity 31(7), 3326–3358 (2018)
Freitas, A.C.M., Freitas, J.M., Todd, M.: The compound Poisson limit ruling periodic extreme behaviour of non-uniformly hyperbolic dynamics. Commun. Math. Phys. 321(2), 483–527 (2013)
Freitas, J.M., Haydn, N., Nicol, M.: Convergence of rare event point processes to the Poisson process for planar billiards. Nonlinearity 27(7), 1669–1687 (2014)
Freitas, A.C.M., Freitas, J.M., Magalhães, M.: Convergence of marked point processes of excesses for dynamical systems. J. Eur. Math. Soc. (JEMS) 20(9), 2131–2179 (2018)
Faranda, D., Moreira Freitas, A.C., Milhazes Freitas, J., Holland, M., Kuna, T., Lucarini, V., Nicol, M., Todd, M., Vaienti, S.: Extremes and Recurrence in Dynamical Systems. Wiley, New York (2016)
Gallo, S., Haydn, N., Vaienti, S.: (in preparation)
Haydn, N., Psiloyenis, Y.: Return times distribution for Markov towers with decay of correlations. Nonlinearity 27(6), 1323–1349 (2014)
Haydn, N., Vaienti, S.: The distribution of return times near periodic orbits. Probab. Theory Relat. Fields 144, 517–542 (2009)
Haydn, N., Wasilewska, K.: Limiting distribution and error terms for the number of visits to balls in non-uniformly hyperbolic dynamical systems. Discrete Contin. Dyn. Syst. 36(5), 2585–2611 (2016)
Haydn, N., Yang, F.: A derivation of the Poisson law for returns of smooth maps with certain geometrical properties. In: Contemporary Mathematics Proceedings in memoriam Chernov (2017)
Keller, G.: Generalized bounded variation and applications to piecewise monotonic transformations. Z. Wahr. verw. Geb. 69, 461–478 (1985)
Kifer, Y., Rapaport, A.: Poisson and compound Poisson approximations in conventional and nonconventional setups. Probab. Theory Relat. Fields 160, 797–831 (2014)
Kifer, Y., Yang, F.: Geometric law for numbers of returns until a hazard under \(\phi \)-mixing, arXiv:1812.09927
Leadbetter, M.R.: Extremes and local dependence in stationary sequences. Z. Wahrsch. verw. Gebiete 65(2), 291–306 (1983)
Pitskel, B.: Poisson law for Markov chains. Ergod. Theory Dyn. Syst. 11, 501–513 (1991)
Saussol, B., Pène, F.: Back to balls in billiards. Commun. Math. Phys. 293(3), 837–866 (2010)
Saussol, B., Pène, F.: Poisson law for some nonuniformly hyperbolic dynamical systems with polynomial rate of mixing. Ergod. Theory Dyn. Syst. 36(8), 2602–2626 (2016)
Saussol, B., Pène, F.: Spatio-temporal Poisson processes for visits to small sets. arXiv:1803.06865
Saussol, B.: Absolutely continuous invariant measures for multidimensional expanding maps. Isr. J. Math. 116, 223–248 (2000)
Smith, R.L.: A counterexample concerning the extremal index. Adv. Appl. Probab. 20(3), 681–683 (1988)
Yang, F.: Rare event process and entry times distribution for arbitrary null sets on compact manifolds. Preprint 2019 arXiv:1905.09956
Acknowledgements
SV thanks the Laboratoire International Associé LIA LYSM, the INdAM (Italy), the UMI-CNRS 3483, Laboratoire Fibonacci (Pisa) where this work has been completed under a CNRS delegation and the Centro de Giorgi in Pisa for various supports. NH thanks the University of Toulon and the Simons Foundation (Award ID 526571) for support. The authors thanks the anonimous referees whose comments and suggestion helped them to improve the paper.
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by C. Liverani
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Haydn, N., Vaienti, S. Limiting Entry and Return Times Distribution for Arbitrary Null Sets. Commun. Math. Phys. 378, 149–184 (2020). https://doi.org/10.1007/s00220-020-03795-0
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00220-020-03795-0