Functional limit theorems for dynamical systems with correlated maximal sets
DOI10.1007/S10955-024-03322-8MaRDI QIDQ6614946FDOQ6614946
Authors: Raquel Couto 
Publication date: 8 October 2024
Published in: Journal of Statistical Physics (Search for Journal in Brave)
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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)
Cites Work
- An Introduction to the Theory of Point Processes
- Stochastic-Process Limits
- Regularly varying multivariate time series
- An Introduction to the Theory of Point Processes
- Laws of rare events for deterministic and random dynamical systems
- Extremal dichotomy for uniformly hyperbolic systems
- WEAK CONVERGENCE TO LÉVY STABLE PROCESSES IN DYNAMICAL SYSTEMS
- The extremal index, hitting time statistics and periodicity
- Hitting time statistics and extreme value theory
- Clustering of extreme events created by multiple correlated maxima
- The compound Poisson limit ruling periodic extreme behaviour of non-uniformly hyperbolic dynamics
- The compound Poisson distribution and return times in dynamical systems
- Extreme value laws in dynamical systems for non-smooth observations
- Extremes and recurrence in dynamical systems
- Extreme value laws for dynamical systems with countable extremal sets
- Complete convergence and records for dynamically generated stochastic processes
- An invariance principle for sums and record times of regularly varying stationary sequences
- Extremes and extremal indices for level set observables on hyperbolic systems
- Dynamical counterexamples regarding the extremal index and the mean of the limiting cluster size distribution
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