The extremal index, hitting time statistics and periodicity

DOI10.1016/j.aim.2012.07.029zbMath1310.60064arXiv1008.1350OpenAlexW1977911991WikidataQ105583551 ScholiaQ105583551MaRDI QIDQ715212

Mike Todd, Ana Cristina Moreira Freitas, Jorge Milhazes Freitas

Publication date: 2 November 2012

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1008.1350

zbMATH Keywords

periodicitystationary stochastic processesextreme value theoryreturn time statistics

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Fixed points and periodic points of dynamical systems; fixed-point index theory; local dynamics (37C25) Notions of recurrence and recurrent behavior in topological dynamical systems (37B20)

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