On the link between dependence and independence in extreme value theory for dynamical systems

DOI10.1016/J.SPL.2007.11.002zbMATH Open1173.37007OpenAlexW1988956194MaRDI QIDQ930082FDOQ930082

Authors: Ana Cristina Moreira Freitas, Jorge Milhazes Freitas 

Publication date: 19 June 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.11.002

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zbMATH Keywords

decay of correlationsextreme value theorystochastic process

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Stationary stochastic processes (60G10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Smooth ergodic theory, invariant measures for smooth dynamical systems (37C40)

Cites Work

• Title not available (Why is that?)
• Statistics of closest return for some non-uniformly hyperbolic systems
• Extreme values for Benedicks-Carleson quadratic maps
• Extreme values of the tent map process.
• Conditions for the convergence in distribution of maxima of stationary normal processes

Cited In (39)

• Limit theorem for the Robin Hood game
• Generative stochastic modeling of strongly nonlinear flows with non-Gaussian statistics
• Extreme value laws in dynamical systems under physical observables
• Extreme value theory for non-uniformly expanding dynamical systems
• Extreme value distributions for one-parameter actions on homogeneous spaces
• Speed of convergence to an extreme value distribution for non-uniformly hyperbolic dynamical systems
• Extremal dichotomy for uniformly hyperbolic systems
• Extreme value theory for singular measures
• Generalized Fibonacci numbers and extreme value laws for the Rényi map
• Dichotomy results for eventually always hitting time statistics and almost sure growth of extremes
• Sampling local properties of attractors via extreme value theory
• Weak convergence to extremal processes and record events for non-uniformly hyperbolic dynamical systems
• Example of a non-standard extreme-value law
• A derivation of the Poisson law for returns of smooth maps with certain geometrical properties
• Functional limit theorems for dynamical systems with correlated maximal sets
• Rare events for the Manneville-Pomeau map
• Level hitting probabilities and extremal indexes for some particular dynamical systems
• Extremal behaviour of chaotic dynamics
• Universal behaviour of extreme value statistics for selected observables of dynamical systems
• The extremal index, hitting time statistics and periodicity
• Extreme value laws in dynamical systems for non-smooth observations
• A Fréchet law and an Erdős-Philipp law for maximal cuspidal windings
• Extremes and extremal indices for level set observables on hyperbolic systems
• Hitting time statistics and extreme value theory
• Matching of observations of dynamical systems, with applications to sequence matching
• Unimodal maps perturbed by heteroscedastic noise: an application to financial systems
• Dynamical systems approaches to the study of climate with applications to 2022 extreme weather events
• Extreme amplitudes of a periodically forced Duffing oscillator
• Numerical convergence of the block-maxima approach to the generalized extreme value distribution
• Statistics of the maximum for the tent map
• Laws of rare events for deterministic and random dynamical systems
• Borel-Cantelli lemmas and extreme value theory for geometric Lorenz models
• GENERALIZED EXTREME VALUE DISTRIBUTION PARAMETERS AS DYNAMICAL INDICATORS OF STABILITY
• Extreme value laws for dynamical systems under observational noise
• Hitting times distribution and extreme value laws for semi-flows
• Speed of convergence for laws of rare events and escape rates
• Towards a general theory of extremes for observables of chaotic dynamical systems
• Clustering of extreme events created by multiple correlated maxima
• The compound Poisson limit ruling periodic extreme behaviour of non-uniformly hyperbolic dynamics

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