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Название: Variations on a Theme by Mark Kac
Автор: Kasteleyn P.W.
Аннотация:
Journal of Statistical Physics, Vol. 46, Nos. 5/6, 1987. p. 811-827.
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 to the Poincar6 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.