Extreme value laws in dynamical systems for non-smooth observations

From MaRDI portal
Publication:625531


DOI10.1007/s10955-010-0096-4zbMath1237.37012arXiv1006.3276WikidataQ105583437 ScholiaQ105583437MaRDI QIDQ625531

Mike Todd, Ana Cristina Moreira Freitas, Jorge Milhazes Freitas

Publication date: 17 February 2011

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.3276


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

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


Related Items

Extremal behaviour of chaotic dynamics, Entry and return times distribution, Rare events for the Manneville-Pomeau map, On using extreme values to detect global stability thresholds in multi-stable systems: the case of transitional plane Couette flow, Exponential law for random subshifts of finite type, Universal behaviour of extreme value statistics for selected observables of dynamical systems, Extreme value theory for random walks on homogeneous spaces, The extremal index, hitting time statistics and periodicity, Sampling local properties of attractors via extreme value theory, Hitting times distribution and extreme value laws for semi-flows, Speed of convergence for laws of rare events and escape rates, Clustering of extreme events created by multiple correlated maxima, The compound Poisson limit ruling periodic extreme behaviour of non-uniformly hyperbolic dynamics, Extreme value laws for dynamical systems with countable extremal sets, Extreme value laws in dynamical systems under physical observables, Extreme value theory for singular measures, Extreme value laws for dynamical systems under observational noise, A Fréchet law and an Erdős–Philipp law for maximal cuspidal windings, Rare events, exponential hitting times and extremal indices via spectral perturbation†, Example of a non-standard extreme-value law, Laws of rare events for deterministic and random dynamical systems, Speed of convergence to an extreme value distribution for non-uniformly hyperbolic dynamical systems



Cites Work