Published March 1987 | Version v1
Journal article

Variations on a theme by Mark Kac

  • 1. Institut-Lorentz voor Theoretische Naturrkunde, Leiden, Netherlands

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