Functional limit theorems for dynamical systems with correlated maximal sets
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Publication:6614946
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70) Ergodicity, mixing, rates of mixing (37A25) Functional limit theorems; invariance principles (60F17) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Notions of recurrence and recurrent behavior in topological dynamical systems (37B20)
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Cites work
- An Introduction to the Theory of Point Processes
- An Introduction to the Theory of Point Processes
- An invariance principle for sums and record times of regularly varying stationary sequences
- Clustering of extreme events created by multiple correlated maxima
- Complete convergence and records for dynamically generated stochastic processes
- Dynamical counterexamples regarding the extremal index and the mean of the limiting cluster size distribution
- Extremal dichotomy for uniformly hyperbolic systems
- Extreme value laws for dynamical systems with countable extremal sets
- Extreme value laws in dynamical systems for non-smooth observations
- Extremes and extremal indices for level set observables on hyperbolic systems
- Extremes and recurrence in dynamical systems
- Hitting time statistics and extreme value theory
- Laws of rare events for deterministic and random dynamical systems
- Regularly varying multivariate time series
- Stochastic-Process Limits
- 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
- WEAK CONVERGENCE TO LÉVY STABLE PROCESSES IN DYNAMICAL SYSTEMS
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