Statistical Properties of the Maximum for Non-Uniformly Hyperbolic Dynamics
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Publication:2908439
DOI10.1007/978-3-642-11456-4_24zbMath1251.37038MaRDI QIDQ2908439
Mike Todd, Jorge Milhazes Freitas, Ana Cristina Moreira Freitas
Publication date: 5 September 2012
Published in: Dynamics, Games and Science I (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-11456-4_24
asymptotic distribution; random variables; extreme value theory; hitting time statistics; non-uniformly hyperbolic dynamical systems
60G10: Stationary stochastic processes
62G32: Statistics of extreme values; tail inference
37A50: Dynamical systems and their relations with probability theory and stochastic processes
37D25: Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.)