Laws of rare events for deterministic and random dynamical systems
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Publication:2944933
Extreme value theory; extremal stochastic processes (60G70) Stationary stochastic processes (60G10) Ergodicity, mixing, rates of mixing (37A25) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Notions of recurrence and recurrent behavior in topological dynamical systems (37B20) Random dynamical systems (37H99)
Abstract: The object of this paper is twofold. From one side we study the dichotomy, in terms of the Extremal Index of the possible Extreme Value Laws, when the rare events are centred around periodic or non periodic points. Then we build a general theory of Extreme Value Laws for randomly perturbed dynamical systems. We also address, in both situations, the convergence of Rare Events Point Processes. Decay of correlations against observables will play a central role in our investigations.
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Cited in
(42)- Exponential law for random subshifts of finite type
- Extreme value laws for dynamical systems with countable extremal sets
- Quantitative recurrence for free semigroup actions
- Law of large numbers for random dynamical systems
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