Extremal dichotomy for uniformly hyperbolic systems

DOI10.1080/14689367.2015.1056722MaRDI QIDQ3462333zbMATH OpenOpenAlexFDO

Authors Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Mark Holland, Maria Pires de Carvalho, Matthew Nicol

Publication date 5 January 2016

Published in Dynamical Systems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1501.05023, http://hdl.handle.net/10871/21048

zbMATH Keywords

extremal indexextreme value theorypoint processesreturn time statisticsstationary stochastic processes

Mathematics Subject Classification ID

Dynamical systems and their relations with probability theory and stochastic processes (37A50) Notions of recurrence and recurrent behavior in topological dynamical systems (37B20) Fixed points and periodic points of dynamical systems; fixed-point index theory; local dynamics (37C25) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

Abstract: We consider the extreme value theory of a hyperbolic toral automorphism $T:mathbb{T}^{2}omathbb{T}^2$ showing that if a H"older observation $phi$ which is a function of a Euclidean-type distance to a non-periodic point $zeta$ is strictly maximized at $zeta$ then the corresponding time series $phicirc{T}^i$ exhibits extreme value statistics corresponding to an iid sequence of random variables with the same distribution function as $phi$ and with extremal index one. If however $phi$ is strictly maximized at a periodic point $q$ then the corresponding time-series exhibits extreme value statistics corresponding to an iid sequence of random variables with the same distribution function as $phi$ but with extremal index not equal to one. We give a formula for the extremal index (which depends upon the metric used and the period of $q$). These results imply that return times are Poisson to small balls centered at non-periodic points and compound Poisson for small balls centered at periodic points.

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Cited in

(19)

• Compound Poisson law for hitting times to periodic orbits in two-dimensional hyperbolic systems
• Matching of observations of dynamical systems, with applications to sequence matching
• Multiple Borel-Cantelli lemma in dynamics and multilog law for recurrence
• Extreme value theory and return time statistics for dispersing billiard maps and flows, Lozi maps and Lorenz-like maps
• Almost sure convergence of maxima for chaotic dynamical systems
• scientific article; zbMATH DE number 6987441 (Why is no real title available?)
• Extreme value distributions of observation recurrences
• scientific article; zbMATH DE number 3893658 (Why is no real title available?)
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• On the computation of the extremal index for time series

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