Speed of convergence for laws of rare events and escape rates

DOI10.1016/j.spa.2014.11.011zbMath1329.37006arXiv1401.4206OpenAlexW1985062297WikidataQ105583760 ScholiaQ105583760MaRDI QIDQ2258838

Jorge Milhazes Freitas, Ana Cristina Moreira Freitas, Mike Todd

Publication date: 27 February 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.4206

zbMATH Keywords

stationary stochastic processesmetastabilityextreme value theoryreturn time statistics

Mathematics Subject Classification ID

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

Related Items (20)

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 ⋮ Point processes of non stationary sequences generated by sequential and random dynamical systems ⋮ Extreme value laws for dynamical systems with countable extremal sets ⋮ Compound Poisson law for hitting times to periodic orbits in two-dimensional hyperbolic systems ⋮ Extreme Value Laws for sequences of intermittent maps ⋮ Hitting and escaping statistics: mixing, targets and holes ⋮ Analysis and Simulation of Extremes and Rare Events in Complex Systems ⋮ Dynamical counterexamples regarding the extremal index and the mean of the limiting cluster size distribution ⋮ Thin annuli property and exponential distribution of return times for weakly Markov systems ⋮ Complete convergence and records for dynamically generated stochastic processes ⋮ Asymptotic escape rates and limiting distributions for multimodal maps ⋮ Targets and holes ⋮ Clustering indices and decay of correlations in non-Markovian models ⋮ Matching of observations of dynamical systems, with applications to sequence matching ⋮ Extremes and extremal indices for level set observables on hyperbolic systems ^* ⋮ Poisson approximations and convergence rates for hyperbolic dynamical systems ⋮ Clustering of extreme events created by multiple correlated maxima

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Hitting and returning to rare events for all alpha-mixing processes
• Extreme value laws in dynamical systems for non-smooth observations
• From rates of mixing to recurrence times via large deviations
• The extremal index, hitting time statistics and periodicity
• On the link between dependence and independence in extreme value theory for dynamical systems
• Large deviations for short recurrence
• Hitting time statistics and extreme value theory
• Sharp error terms for return time statistics under mixing conditions
• Extremes and related properties of random sequences and processes
• On decay of correlations in Anosov flows
• Markov chains with almost exponential hitting times
• Recurrence, dimensions, and Lyapunov exponents.
• Statistics of return times: A general framework and new applications
• Rates of convergence and approximations to the distribution of the maximum of chain-dependent sequence
• Sharp error terms and necessary conditions for exponential hitting times in mixing processes.
• Absolutely continuous invariant measures for multidimensional expanding maps
• The compound Poisson limit ruling periodic extreme behaviour of non-uniformly hyperbolic dynamics
• Rare events, escape rates and quasistationarity: Some Exact formulae
• Statistics of closest return for some non-uniformly hyperbolic systems
• Rare events, exponential hitting times and extremal indices via spectral perturbation†
• Escape rates for Gibbs measures
• Laws of rare events for deterministic and random dynamical systems
• Extreme value theory for non-uniformly expanding dynamical systems
• The rate of convergence in law of the maximum of an exponential sample
• Speed of convergence to an extreme value distribution for non-uniformly hyperbolic dynamical systems
• Bounded variation and invariant measures
• Uniform rates of convergence in extreme-value theory
• Calculating the extremal index for a class of stationary sequences
• Local dimensions for Poincaré recurrences
• Existence of Gibbs measures for countable Markov shifts
• The distribution of the short-return function
• The Rényi entropy function and the large deviation of short return times
• Extremal behaviour of chaotic dynamics
• Escape rates and conditionally invariant measures
• On extreme values in stationary sequences
• Thermodynamic formalism for null recurrent potentials
• Gibbs states on the symbolic space over an infinite alphabet

This page was built for publication: Speed of convergence for laws of rare events and escape rates