Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70) Stationary stochastic processes (60G10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Notions of recurrence and recurrent behavior in topological dynamical systems (37B20) Fixed points and periodic points of dynamical systems; fixed-point index theory; local dynamics (37C25)
Abstract: We prove a dichotomy for Manneville-Pomeau maps : given any point , either the Rare Events Point Processes (REPP), counting the number of exceedances, which correspond to entrances in balls around , converge in distribution to a Poisson process; or the point is periodic and the REPP converge in distribution to a compound Poisson process. Our method is to use inducing techniques for all points except 0 and its preimages, extending a recent result by Haydn, Winterberg and Zweim"uller, and then to deal with the remaining points separately. The preimages of 0 are dealt with applying recent results by Aytac{c}, Freitas and Vaienti. The point is studied separately because the tangency with the identity map at this point creates too much dependence, which causes severe clustering of exceedances. The Extremal Index, which measures the intensity of clustering, is equal to 0 at , which ultimately leads to a degenerate limit distribution for the partial maxima of stochastic processes arising from the dynamics and for the usual normalising sequences. We prove that using adapted normalising sequences we can still obtain non-degenerate limit distributions at .
Recommendations
- On rare and extreme events
- Extreme event statistics in a map with singularity
- Rare events and Poisson point processes
- Chains of Rare Events
- Misiurewicz maps are rare
- Rare events in random geometric graphs
- Rare events for Cantor target sets
- scientific article; zbMATH DE number 934477
- scientific article; zbMATH DE number 1724290
- Coincidence and The Colouring of Maps
Cites work
- scientific article; zbMATH DE number 97838 (Why is no real title available?)
- scientific article; zbMATH DE number 3538605 (Why is no real title available?)
- A Poisson limit theorem for toral automorphisms
- A probabilistic approach to intermittency
- Averaged number of visits
- Bounded variation and invariant measures
- Clustering of extreme events created by multiple correlated maxima
- Convergence of rare event point processes to the Poisson process for planar billiards
- Decay of correlations for piecewise smooth maps with indifferent fixed points
- Escape rates for Gibbs measures
- Extremal behaviour of chaotic dynamics
- Extreme value laws in dynamical systems for non-smooth observations
- Extreme value theory and return time statistics for dispersing billiard maps and flows, Lozi maps and Lorenz-like maps
- Extreme value theory for non-uniformly expanding dynamical systems
- Extreme values for Benedicks-Carleson quadratic maps
- Extremes and related properties of random sequences and processes
- Hitting and returning to rare events for all alpha-mixing processes
- Hitting time statistics and extreme value theory
- Inequalities for the occurrence times of rare events in mixing processes. The state of the art
- Laws of rare events for deterministic and random dynamical systems
- Mixing limit theorems for ergodic transformations
- On extreme values in stationary sequences
- On the link between dependence and independence in extreme value theory for dynamical systems
- Poisson and compound Poisson approximations in conventional and nonconventional setups
- Poisson approximation for the number of visits to balls in non-uniformly hyperbolic dynamical systems
- Poisson limit law for Markov chains
- Rare events, exponential hitting times and extremal indices via spectral perturbation
- Recurrence times and rates of mixing
- Return time statistics via inducing
- Return-time statistics, hitting-time statistics and inducing
- Sharp error terms for return time statistics under mixing conditions
- Sharp errors for point-wise Poisson approximations in mixing processes
- Speed of convergence for laws of rare events and escape rates
- Statistical properties of long return times in type I intermittency
- Statistics of close visits to the indifferent fixed point of an interval map
- Statistics of closest return for some non-uniformly hyperbolic systems
- Statistics of return times: A general framework and new applications
- The compound Poisson distribution and return times in dynamical systems
- The compound Poisson limit ruling periodic extreme behaviour of non-uniformly hyperbolic dynamics
- The extremal index, hitting time statistics and periodicity
- Universal behaviour of extreme value statistics for selected observables of dynamical systems
Cited in
(19)- Persistent non-statistical dynamics in one-dimensional maps
- Extreme value laws for dynamical systems with countable extremal sets
- Critical intermittency in random interval maps
- Extremal dichotomy for uniformly hyperbolic systems
- Shrinking targets and eventually always hitting points for interval maps
- Hitting-time limits for some exceptional rare events of ergodic maps
- Hitting times and positions in rare events
- Maximal large deviations and slow recurrences in weakly chaotic systems
- Extreme value distributions of observation recurrences
- Entry and return times for semi-flows
- Cluster distributions for dynamically defined point processes
- Rare events for Cantor target sets
- Rare events for product fractal sets *
- Misiurewicz maps are rare
- Compound Poisson distributions for random dynamical systems using probabilistic approximations
- Dynamical counterexamples regarding the extremal index and the mean of the limiting cluster size distribution
- Linear response for random dynamical systems
- Doubly intermittent full branch maps with critical points and singularities
- Clustering of extreme events created by multiple correlated maxima
This page was built for publication: Rare events for the Manneville-Pomeau map
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q326844)
