Example of a non-standard extreme-value law
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Abstract: It has been shown that sufficiently well mixing dynamical systems with positive entropy have extreme value laws which in the limit converge to one of the three standard distributions known for i.i.d. processes, namely Gumbel, Fr'echet and Weibull distributions. In this short note we give an example which has a non-standard limiting distribution for its extreme values. Rotations of the circle by irrational numbers are used and it will be shown that the limiting distribution is a step function where the limit has to be taken along a suitable sequence given by the convergents.
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Cites work
- Asymptotics for hitting times
- Entry and return times distribution
- Extreme value laws in dynamical systems for non-smooth observations
- Extreme value theory and return time statistics for dispersing billiard maps and flows, Lozi maps and Lorenz-like maps
- Extreme value theory for non-uniformly expanding dynamical systems
- Hitting time statistics and extreme value theory
- Limit laws of entrance times for homeomorphisms of the circle
- Minimal invariant varieties and first integrals for algebraic foliations
- On the link between dependence and independence in extreme value theory for dynamical systems
- Statistics of closest return for some non-uniformly hyperbolic systems
- The first return time properties of an irrational rotation
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