Hitting time statistics and extreme value theory (Q975311)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Hitting time statistics and extreme value theory
scientific article

    Statements

    Hitting time statistics and extreme value theory (English)
    0 references
    0 references
    0 references
    9 June 2010
    0 references
    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.
    0 references
    0 references
    return time statistics
    0 references
    extreme value theory
    0 references
    non-uniform hyperbolicity
    0 references
    interval maps
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references