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math.PR2008
Spontaneous clustering in theoretical and some empirical stationary processes
Tomasz Downarowicz, Yves Lacroix, Didier Léandri
In a stationary ergodic process, clustering is defined as the tendency of events to appear in series of increased frequency separated by longer breaks. Such behavior, contradicting…
math.PR2008
The law of series
Tomasz Downarowicz, Yves Lacroix
We consider an ergodic process on finitely many states, with positive entropy. Our first main result asserts that the distribution function of the normalized waiting time for the f…