The law of series

dc.creatorDownarowicz, Tomasz
dc.creatorLacroix, Yves
dc.date2006-01-09
dc.date.accessioned2026-07-07T06:58:38Z
dc.date.available2026-07-07T06:58:38Z
dc.descriptionWe prove a general ergodic-theoretic result concerning the return time statistic, which, properly understood, sheds some new light on the common sense phenomenon known as {\it the law of series}. Let \proc be an ergodic process on finitely many states, with positive entropy. We show that the distribution function of the normalized waiting time for the first visit to a small cylinder set $B$ is, for majority of such cylinders and up to epsilon, dominated by the exponential distribution function $1-e^{-t}$. This fact has the following interpretation: The occurrences of such a "rare event" $B$ can deviate from purely random in only one direction -- so that for any length of an "observation period" of time, the first occurrence of $B$ "attracts" its further repetitions in this period.
dc.identifierhttps://arxiv.org/abs/math/0601166
dc.identifierhttp://arxiv.org/abs/math/0601166
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/107439
dc.subjectDynamical Systems
dc.subject37A50, 37A35, 37A05, 60G10
dc.titleThe law of series
dc.typetext

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