Statistical Properties of the Maximum for Non-Uniformly Hyperbolic Dynamics

DOI10.1007/978-3-642-11456-4_24zbMath1251.37038MaRDI QIDQ2908439

Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Mike Todd

Publication date: 5 September 2012

Published in: Dynamics, Games and Science I (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-11456-4_24

zbMATH Keywords

asymptotic distribution; random variables; extreme value theory; hitting time statistics; non-uniformly hyperbolic dynamical systems

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

62G32: Statistics of extreme values; tail inference

37A50: Dynamical systems and their relations with probability theory and stochastic processes

37D25: Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.)