Extreme value theory for non-uniformly expanding dynamical systems

DOI10.1090/S0002-9947-2011-05271-2zbMath1259.37022MaRDI QIDQ3116568

M. P. Holland, Andrei Török, Matthew Nicol

Publication date: 24 February 2012

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

extreme value theorysuspension flownon-uniformly expanding dynamical systems

Mathematics Subject Classification ID

Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.) (37D25) Limit theorems in probability theory (60F99)

Related Items (32)

The compound Poisson limit ruling periodic extreme behaviour of non-uniformly hyperbolic dynamics ⋮ Speed of convergence to an extreme value distribution for non-uniformly hyperbolic dynamical systems ⋮ Almost sure convergence of maxima for chaotic dynamical systems ⋮ Rare events for the Manneville-Pomeau map ⋮ Extremal dichotomy for uniformly hyperbolic systems ⋮ Borel–Cantelli lemmas and extreme value theory for geometric Lorenz models ⋮ Extreme amplitudes of a periodically forced Duffing oscillator ⋮ Extreme value laws for dynamical systems with countable extremal sets ⋮ Example of a non-standard extreme-value law ⋮ Recurrence and transience for suspension flows ⋮ Compound Poisson law for hitting times to periodic orbits in two-dimensional hyperbolic systems ⋮ Extreme value laws in dynamical systems under physical observables ⋮ Extreme Value Laws for sequences of intermittent maps ⋮ Central limit theorems for the shrinking target problem ⋮ Extreme value theory for random walks on homogeneous spaces ⋮ Extremal behaviour of chaotic dynamics ⋮ Speed of convergence for laws of rare events and escape rates ⋮ A note on Borel–Cantelli lemmas for non-uniformly hyperbolic dynamical systems ⋮ Hitting times distribution and extreme value laws for semi-flows ⋮ Hitting time statistics and extreme value theory ⋮ The extremal index, hitting time statistics and periodicity ⋮ Extreme value theory for singular measures ⋮ Sampling local properties of attractors via extreme value theory ⋮ Complete convergence and records for dynamically generated stochastic processes ⋮ Rare events for Cantor target sets ⋮ On the computation of the extremal index for time series ⋮ Weak convergence to extremal processes and record events for non-uniformly hyperbolic dynamical systems ⋮ Extremes and extremal indices for level set observables on hyperbolic systems ^* ⋮ Rigorous pointwise approximations for invariant densities of non-uniformly expanding maps ⋮ Rare events for product fractal sets ^* ⋮ SRB measures and Young towers for surface diffeomorphisms ⋮ Clustering of extreme events created by multiple correlated maxima

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