Rare events for the Manneville-Pomeau map

DOI10.1016/J.SPA.2016.05.001zbMATH Open1417.37059arXiv1503.01372OpenAlexW2120309341MaRDI QIDQ326844FDOQ326844

Authors: Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Mike Todd, Sandro Vaienti 

Publication date: 12 October 2016

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

Abstract: We prove a dichotomy for Manneville-Pomeau maps $f:[0,1]o[0,1]$: given any point $zetain[0,1]$, either the Rare Events Point Processes (REPP), counting the number of exceedances, which correspond to entrances in balls around $zeta$, converge in distribution to a Poisson process; or the point $zeta$ 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 $zeta=0$ 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 $zeta=0$, 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 $zeta=0$.

Full work available at URL: https://arxiv.org/abs/1503.01372

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zbMATH Keywords

extreme value theoryrecurrenceintermittent maps

Mathematics Subject Classification ID

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)

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Cited In (19)

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