Hitting time statistics and extreme value theory (Q975311): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: reviewed by (P1447): Item:Q361591 |
||
| Property / reviewed by | |||
| Property / reviewed by: Q706337 / rank | |||
Revision as of 21:43, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hitting time statistics and extreme value theory |
scientific article |
Statements
Hitting time statistics and extreme value theory (English)
0 references
9 June 2010
0 references
The aim of the present paper is to demonstrate and exploit the link between Extreme Value Laws and the laws for the Hitting Time Statistics for discrete time non-uniformly hyperbolic dynamical systems with an absolutely continuous invariant measure and to extend these ideas to the subsequent returns to asymptotically small sets linking the Poisson statistics of both processes.
0 references
return time statistics
0 references
extreme value theory
0 references
non-uniform hyperbolicity
0 references
interval maps
0 references
