Published March 1987
| Version v1
Journal article
Variations on a theme by Mark Kac
Description
Mark Kac's theorem on the mean recurrence time in a stationary stochastic process in discrete time with discrete states is taken as the starting point for a series of variations, most of which are formulated in terms of 0-1 processes. Whereas the original theorem deals with the mean recurrence time of a given state under the condition that the state is realized at time 0, this condition is dropped in part of the variations; two others refer to the variance of the recurrence time and two of the Pioncare cycle of a dynamical system. Most variations consist in inequalities and formal identities for the mean first-arrival time and subsequent recurrence times for the given state
Additional details
Publishing Information
- Journal Title
- J. Stat. Phys.
- Journal Volume
- 46
- Journal Issue
- 5/6
- Series
- J. Stat. Phys.
- Journal Page Range
- 811-827
- ISSN
- 0022-4715
- CODEN
- JSTPB
INIS
- Country of Publication
- United States
- Country of Input or Organization
- United States
- INIS RN
- 18086623
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
- Descriptors DEI
- CRYSTAL LATTICES; CRYSTAL MODELS; FREE ENTHALPY; INVARIANCE PRINCIPLES; NONLINEAR PROBLEMS; PROBABILITY; QUANTUM MECHANICS; RANDOMNESS; STATISTICAL MECHANICS; STOCHASTIC PROCESSES; TIME DEPENDENCE; TRANSPORT THEORY; VARIATIONS
- Descriptors DEC
- CRYSTAL STRUCTURE; ENERGY; MATHEMATICAL MODELS; MECHANICS; PHYSICAL PROPERTIES; THERMODYNAMIC PROPERTIES