TY - JOUR
T1 - Nonconventional Poisson limit theorems
AU - Kifer, Yuri
PY - 2013/6
Y1 - 2013/6
N2 - The classical Poisson theorem says that if ξ 1, ξ 2, ... are i.i.d. 0-1 Bernoulli random variables taking on 1 with probability p n ≡ λ/n, then the sum S n = Σ i=1 n ξ i is asymptotically in n Poisson distributed with the parameter λ. It turns out that this result can be extended to sums of the form Sn = ∑i = 1nξq1(i) ... ξqℓ(i) where now pn ≡ (lambda;/n)1/ℓ and 1 ≤ q1(i) < ... < qℓ(i) are integer-valued increasing functions. We obtain also the Poissonian limit for numbers of arrivals to small sets of ℓ-tuples Xq1(i), ... Xqℓ(i) for some Markov chains X n and for numbers of arrivals of Tq1(i)x, ..., Tqℓ(i)x to small cylinder sets for typical points x of a sub-shift of finite type T.
AB - The classical Poisson theorem says that if ξ 1, ξ 2, ... are i.i.d. 0-1 Bernoulli random variables taking on 1 with probability p n ≡ λ/n, then the sum S n = Σ i=1 n ξ i is asymptotically in n Poisson distributed with the parameter λ. It turns out that this result can be extended to sums of the form Sn = ∑i = 1nξq1(i) ... ξqℓ(i) where now pn ≡ (lambda;/n)1/ℓ and 1 ≤ q1(i) < ... < qℓ(i) are integer-valued increasing functions. We obtain also the Poissonian limit for numbers of arrivals to small sets of ℓ-tuples Xq1(i), ... Xqℓ(i) for some Markov chains X n and for numbers of arrivals of Tq1(i)x, ..., Tqℓ(i)x to small cylinder sets for typical points x of a sub-shift of finite type T.
UR - http://www.scopus.com/inward/record.url?scp=84883776244&partnerID=8YFLogxK
U2 - 10.1007/s11856-012-0162-5
DO - 10.1007/s11856-012-0162-5
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AN - SCOPUS:84883776244
SN - 0021-2172
VL - 195
SP - 373
EP - 392
JO - Israel Journal of Mathematics
JF - Israel Journal of Mathematics
IS - 1
ER -