Speed of convergence to an extreme value distribution for non-uniformly hyperbolic dynamical systems

DOI10.1142/S0219493715500288MaRDI QIDQ3453148zbMATH OpenOpenAlexFDO

Authors Mark Holland, Matthew Nicol

Publication date 20 November 2015

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219493715500288

zbMATH Keywords

dynamical systemsergodic theoryextreme statistics

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Dynamical aspects of measure-preserving transformations (37A05) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

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• scientific article; zbMATH DE number 3592801 (Why is no real title available?)
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• The rate of convergence in law of the maximum of an exponential sample

Cited in

(9)

• Extreme value theory for non-uniformly expanding dynamical systems
• Dichotomy results for eventually always hitting time statistics and almost sure growth of extremes
• Speed of convergence for laws of rare events and escape rates
• Weak convergence to extremal processes and record events for non-uniformly hyperbolic dynamical systems
• Poisson approximations and convergence rates for hyperbolic dynamical systems
• Quantitative recurrence statistics and convergence to an extreme value distribution for non-uniformly hyperbolic dynamical systems
• Almost sure convergence of maxima for chaotic dynamical systems
• Extremal dichotomy for uniformly hyperbolic systems
• Analysis and simulation of extremes and rare events in complex systems

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