Anomalous time-scaling of extreme events in infinite systems and Birkhoff sums of infinite observables

DOI10.3934/DCDS.2020341MaRDI QIDQ1995569zbMATH OpenOpenAlexFDO

Authors Stefano Galatolo, Tomas Persson, Yiwei Zhang, Mark Holland

Publication date 24 February 2021

Published in Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.10742

zbMATH Keywords

Birkhoff sumBorel-Cantelliconservative dynamicsextreme valueshitting timeinfinite invariant measureintermittent systemlogarithm lawrun length

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Ergodic theorems, spectral theory, Markov operators (37A30) Nonsingular (and infinite-measure preserving) transformations (37A40) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Extreme value theory; extremal stochastic processes (60G70)

Abstract: We establish quantitative results for the statistical be-ha-vi-our of emph{infinite systems}. We consider two kinds of infinite system: i) a conservative dynamical system $(f,X,mu)$ preserving a $sigma$-finite measure $mu$ such that $mu(X)=infty$; ii) the case where $mu$ is a probability measure but we consider the statistical behaviour of an observable $phicolonXo[0,infty)$ which is non-integrable: $intphi,dmu=infty$. In the first part of this work we study the behaviour of Birkhoff sums of systems of the kind ii). For certain weakly chaotic systems, we show that these sums can be strongly oscillating. However, if the system has superpolynomial decay of correlations or has a Markov structure, then we show this oscillation cannot happen. In this case we prove asymptotic relations between the behaviour of $phi$, the local dimension of $mu$, and on the growth of Birkhoff sums (as time tends to infinity). We then establish several important consequences which apply to infinite systems of the kind i). This includes showing anomalous scalings in extreme event limit laws, or entrance time statistics. We apply our findings to non-uniformly hyperbolic systems preserving an infinite measure, establishing anomalous scalings in the case of logarithm laws of entrance times, dynamical Borel--Cantelli lemmas, almost sure growth rates of extremes, and dynamical run length functions.

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Cited in

(7)

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• Dynamical Borel-Cantelli lemmas and rates of growth of Birkhoff sums of non-integrable observables on chaotic dynamical systems
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