6533b7d5fe1ef96bd12651cd
RESEARCH PRODUCT
Repetition times for Gibbsian sources
Antonio GalvesBernard SchmittPierre Colletsubject
Finite mixtureClass (set theory)Repetition (rhetorical device)Applied MathematicsPROCESSOS ESTOCÁSTICOSGeneral Physics and AstronomyHölder conditionStatistical and Nonlinear PhysicsExponential functionDistribution (mathematics)CalculusStatistical physicsRandom variableMathematical PhysicsMathematicsdescription
In this paper we consider the class of stochastic stationary sources induced by one-dimensional Gibbs states, with Holder continuous potentials. We show that the time elapsed before the source repeats its first n symbols, when suitably renormalized, converges in law either to a log-normal distribution or to a finite mixture of exponential random variables. In the first case we also prove a large deviation result.
year | journal | country | edition | language |
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1999-01-01 |