Nonconventional Poisson limit theorems

Yuri Kifer*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

Abstract

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.

Original languageEnglish
Pages (from-to)373-392
Number of pages20
JournalIsrael Journal of Mathematics
Volume195
Issue number1
DOIs
StatePublished - Jun 2013

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