Hitting time statistics and extreme value theory (Q975311)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hitting time statistics and extreme value theory |
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Hitting time statistics and extreme value theory (English)
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9 June 2010
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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.
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return time statistics
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extreme value theory
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non-uniform hyperbolicity
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interval maps
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