Abstract
We prove distributional limit theorems (conditional and integrated) for the occupation times of certain weakly mixing, pointwise dual ergodic transformations at “tied-down” times immediately after “excursions”. The limiting random variables include the local times of q-stable Lévy-bridges (1 < q ≤ 2) and the transformations involved exhibit “tied-down renewal mixing” properties which refine rational weak mixing. Periodic local limit theorems for Gibbs—Markov and AFU maps are also established.
References
J. Aaronson, Rational ergodicity and a metric invariant for Markov shifts, Israel Journal of Mathematics 27 (1977), 93–123.
J. Aaronson, Random f-expansions, Annals of Probability 14 (1986), 1037–1057.
J. Aaronson, An Introduction to Infinite Ergodic Theory, Mathematical Surveys and Monographs, Vol. 50, American Mathematical Society, Providence, RI, 1997.
J. Aaronson, Rational weak mixing in infinite measure spaces, Ergodic Theory and Dynamical Systems 33 (2013), 1611–1643.
J. Aaronson and M. Denker, Local limit theorems for partial sums of stationary sequences generated by Gibbs—Markov maps, Stochastics and Dynamics 1 (2001), 193–237.
J. Aaronson, M. Denker, O. Sarig and R. Zweimüller, Aperiodicity of cocycles and conditional local limit theorems, Stochastics and Dynamics 4 (2004), 31–62.
J. Aaronson and H. Nakada, On the mixing coefficients of piecewise monotonic maps, Israel Journal of Mathematics 148 (2005), 1–10.
J. Aaronson and H. Nakada, On multiple recurrence and other properties of ‘nice’ infinite measure-preserving transformations, Ergodic Theory and Dynamical Systems 37 (2017), 1345–1368.
J. Aaronson, H. Nakada and O. Sarig, Exchangeable measures for subshifts, Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 42 (2006), 727–751.
J. Aaronson and T. Sera, Functional limits for “tied down” occupation time processes of infinite ergodic transformations, https://arxiv.org/abs/2104.12006.
J. Aaronson and D. Terhesiu, Local limit theorems for suspended semiflows, Discrete and Continuous Dynamical Systems 40 (2020), 6575–6609.
J. Aaronson and R. Zweimuüller, Limit theory for some positive stationary processes with infinite mean, Annales de l’Institut Henri Poincare. Probabilités et Statistiques 50 (2014), 256–284.
R. Bowen, Symbolic dynamics for hyperbolic flows, American Journal of Mathematics 95 (1973), 429–460.
F. Caravenna and R. Doney, Local large deviations and the strong renewal theorem, Electronic Journal of Probability 24 (2019), Article no. 72.
D. A. Darling and M. Kac, On occupation times for Markoff processes, Transactions of the American Mathematical Society 84 (1957), 444–458.
W. Feller, An Introduction to Probability Theory and its Applications. Vol. II, John Wiley & Sons, New York—London—Sydney, 1966.
S. R. Foguel and M. Lin, Some ratio limit theorems for Markov operators, Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 23 (1972), 55–66.
A. Garsia and J. Lamperti, A discrete renewal theorem with infinite mean, Commentarii Mathematici Helvetici 37 (1962/63), 221–234.
C. Godrèche, Two-time correlation and occupation time for the Brownian bridge and tied-down renewal processes, Journal of Statistical Mechanics: Theory and Experiment 7 (2017), Article no. 073205.
S. Gouëzel, Correlation asymptotics from large deviations in dynamical systems with infinite measure, Colloquium Mathematicum 125 (2011), 193–212.
H. Hennion and L. Hervé, Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness, Lecture Notes in Mathematics, Vol. 1766, Springer, Berlin, 2001.
A. B. Hajian and S. Kakutani, Weakly wandering sets and invariant measures, Transactions of the American Mathematical Society 110 (1964), 136–151.
E. Hopf, Ergodic theory and the geodesic flow on surfaces of constant negative curvature, Bulletin of the American Mathematical Society 77 (1971), 863–877.
C. T. Ionescu Tulcea and G. Marinescu, Théorie ergodique pour des classes d’opérations non complètement continues, Annals of Mathematics 52 (1950), 140–147.
S. Kakutani, Induced measure preserving transformations, Proceedings of the Imperial Academy. Tokyo 19 (1943), 635–641.
T. M. Liggett, Weak convergence of conditioned sums of independent random vectors, Transactions of the American Mathematical Society 152 (1970), 195–213.
A. N. Livsic, Cohomology of dynamical systems, Mathematics of the USSR-Izvestiya 6 (1972), 1278–1301.
C. Liverani, B. Saussol and S. Vaienti, A probabilistic approach to intermittency, Ergodic Theory and Dynamical Systems 19 (1999), 671–685.
I. Melbourne and D. Terhesiu, Operator renewal theory and mixing rates for dynamical systems with infinite measure, Inventiones Mathematicae 189 (2012), 61–110.
S. V. Nagaev, Some limit theorems for stationary Markov chains, Teorija Verojatnosteĭ i ee Primenenija 2 (1957), 389–416.
M. F. Norman, Markov Processes and Learning Models, Mathematics in Science and Engineering, Vol. 84, Academic Press, New York—London, 1972.
W. Parry, Ergodic and spectral analysis of certain infinite measure preserving transformations, Proceedings of the American Mathematical Society 16 (1965), 960–966.
J. Pitman and M. Yor, The two-parameter Poisson—Dirichlet distribution derived from a stable subordinator, Annals of Probability 25 (1997), 855–900.
M. Rees, Checking ergodicity of some geodesic flows with infinite Gibbs measure, Ergodic Theory and Dynamical Systems 1 (1981), 107–133.
V. A. Rohlin, New progress in the theory of transformations with invariant measure, Russian Mathematical Surveys 15 (1960), 1–22.
M. Rychlik, Bounded variation and invariant measures, Studia Mathematica 76 (1983), 69–80.
L. A. Shepp, A local limit theorem, Annals of Mathematical Statistics 35 (1964), 419–423.
R. Solomyak, A short proof of ergodicity of Babillot—Ledrappier measures, Proceedings of the American Mathematical Society 129 (2001), 3589–3591.
M. Thaler, Transformations on [0, 1] with infinite invariant measures, Israel Journal of Mathematics 46 (1983), 67–96.
W. Vervaat, A relation between Brownian bridge and Brownian excursion, Annals of Probability 7 (1979), 143–149.
J. G. Wendel, Zero-free intervals of semi-stable Markov processes, Mathematica Scandinavica 14 (1964), 21–34.
R. Zweimüller, Ergodic structure and invariant densities of non-Markovian interval maps with indifferent fixed points, Nonlinearity 11 (1998), 1263–1276.
R. Zweimüller, Ergodic properties of infinite measure-preserving interval maps with indifferent fixed points, Ergodic Theory and Dynamical Systems 20 (2000), 1519–1549.
Acknowledgement
The authors are grateful to the anonymous referee for useful comments and in particular for raising the issue of remark 5.4.
Author information
Authors and Affiliations
Corresponding author
Additional information
Happy birthday Benjy!
Dedicated to Benjamin Weiss on his 80th birthday
Aaronson’s research was partially supported by ISF grant No. 1289/17. Sera’s research was partially supported by JSPS KAKENHI grants No. 19J11798 and No. JP21J00015.
Rights and permissions
About this article
Cite this article
Aaronson, J., Sera, T. Tied-down occupation times of infinite ergodic transformations. Isr. J. Math. 251, 3–47 (2022). https://doi.org/10.1007/s11856-022-2430-3
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11856-022-2430-3