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Poisson and compound Poisson asymptotics in conventional and nonconventional setups

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Authors : Kifer, Yuri (Author of the conference)
CIRM (Publisher )

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Abstract : The Poisson limit theorem which appeared in 1837 seems to be the first law of rare events in probability. Various generalizations of it and estimates of errors of Poisson approximations were obtained in probability and more recently this became a popular topic in dynamics in the form of study of asymptotics of numbers of arrivals at small (shrinking) sets by a stochastic process or by a dynamical system. I will describe recent results on Poisson and compound Poisson asymptotics in a nonconventional setup, i.e. for numbers of events of multiple returns to shrinking sets, namely, for numbers of combined events of the type $\left \{ \omega : \xi \left ( jn,\omega\right )\in \Gamma_N,j = 1,...,\ell \right \},n\leq N$ where $\xi \left ( k,\omega \right )$ is defined as a stochastic process from the beginning or it is built from a dynamical system by writing $\xi \left ( k,\omega \right )=T^k\omega .$ We obtain an essentially complete description of possible limiting behaviors of distributions of numbers of multiple recurrencies to shrinking cylinders for $\psi $-mixing shifts. Some possible extensions and related questions will be discussed, as well. Most of the results were obtained jointly with my student Ariel Rapaport and some of them are new even for the widely studied single (conventional) recurrencies case.
Keywords : Poisson limit theorems - nonconventional sums - multiple recurrence

MSC Codes :
37A50 - Relations with probability theory and stochastic processes
37D35 - Thermodynamic formalism, variational principles, equilibrium states
60F05 - Central limit and other weak theorems

    Information on the Video

    Film maker : Hennenfent, Guillaume
    Language : English
    Available date : 22/08/14
    Conference Date : 17/07/14
    Subseries : Research talks
    arXiv category : Probability ; Dynamical Systems
    Mathematical Area(s) : Dynamical Systems & ODE ; Probability & Statistics
    Format : MP4 (.mp4) - HD
    Video Time : 01:04:49
    Targeted Audience : Researchers
    Download : https://videos.cirm-math.fr/2014-07-17_Kifer.mp4

Information on the Event

Event Title : Extreme value theory and laws of rare events / Théorie des valeurs extrêmes et lois des évènements rares
Event Organizers : Freitas, Ana Cristina ; Freitas, Jorge ; Todd, Michael J. ; Vaienti, Sandro
Dates : 14/07/14 - 18/07/14
Event Year : 2014
Event URL : http://www.mcs.st-and.ac.uk/~miket/CIRM_...

Citation Data

DOI : 10.24350/CIRM.V.18611603
Cite this video as: Kifer, Yuri (2014). Poisson and compound Poisson asymptotics in conventional and nonconventional setups. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.18611603
URI : http://dx.doi.org/10.24350/CIRM.V.18611603

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