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Repetition times for Gibbsian sources

Pierre Collet-+, Antonio Galves++ and Bernard Schmitt§

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Recommended by V F Lazutkin

In this paper we consider the class of stochastic stationary sources induced by one-dimensional Gibbs states, with Hölder 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.


PACS

02.50.Ey Stochastic processes

02.50.Ga Markov processes

MSC

60J27 Markov chains with continuous parameter

60G10 Stationary processes

Subjects

Computational physics

Dates

Issue 4 (July 1999)

Received 16 July 1998



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