Hitting time statistics and extreme value theory

From MaRDI portal
Publication:975311

DOI10.1007/s00440-009-0221-yzbMath1203.37021arXiv0804.2887OpenAlexW2084247969WikidataQ105583378 ScholiaQ105583378MaRDI QIDQ975311

Ana Cristina Moreira Freitas, Mike Todd, Jorge Milhazes Freitas

Publication date: 9 June 2010

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0804.2887




Related Items

The compound Poisson limit ruling periodic extreme behaviour of non-uniformly hyperbolic dynamicsSpeed of convergence to an extreme value distribution for non-uniformly hyperbolic dynamical systemsRare events, exponential hitting times and extremal indices via spectral perturbation†Almost sure convergence of maxima for chaotic dynamical systemsRare events for the Manneville-Pomeau mapExtremal dichotomy for uniformly hyperbolic systemsOn using extreme values to detect global stability thresholds in multi-stable systems: the case of transitional plane Couette flowBorel–Cantelli lemmas and extreme value theory for geometric Lorenz modelsMultiple Borel-Cantelli lemma in dynamics and multilog law for recurrenceCorrelation dimension and phase space contraction via extreme value theoryPoint processes of non stationary sequences generated by sequential and random dynamical systemsStatistics of the maximum for the tent mapConvergence of extreme value statistics in a two-layer quasi-geostrophic atmospheric modelSome distribution results of the Oppenheim continued fractionsExtreme value laws for dynamical systems with countable extremal setsSkew products, quantitative recurrence, shrinking targets and decay of correlationsExample of a non-standard extreme-value lawLaws of rare events for deterministic and random dynamical systemsHitting times and periodicity in random dynamicsExponential law for random subshifts of finite typeExtreme value laws in dynamical systems for non-smooth observationsCompound Poisson law for hitting times to periodic orbits in two-dimensional hyperbolic systemsExtreme value laws in dynamical systems under physical observablesUniversal behaviour of extreme value statistics for selected observables of dynamical systemsCluster distributions for dynamically defined point processesEntry and return times for semi-flowsDynamical systems approaches to the study of climate with applications to 2022 extreme weather eventsExtreme Value Laws for sequences of intermittent mapsOn the shortest distance between orbits and the longest common substring problemAnalysis and Simulation of Extremes and Rare Events in Complex SystemsNumerical convergence of the block-maxima approach to the generalized extreme value distributionExtreme value theory for random walks on homogeneous spacesDynamical counterexamples regarding the extremal index and the mean of the limiting cluster size distributionExtremal behaviour of chaotic dynamicsEntry and return times distributionPoisson approximation for the number of visits to balls in non-uniformly hyperbolic dynamical systemsAnomalous time-scaling of extreme events in infinite systems and Birkhoff sums of infinite observablesHitting time in regular sets and logarithm law for rapidly mixing dynamical systemsSpeed of convergence for laws of rare events and escape ratesHitting times distribution and extreme value laws for semi-flowsTowards a general theory of extremes for observables of chaotic dynamical systemsGeneralized Fibonacci numbers and extreme value laws for the Rényi mapThe extremal index, hitting time statistics and periodicityExtreme value theory for singular measuresEffects of stochastic parametrization on extreme value statisticsSampling local properties of attractors via extreme value theoryShortest distance between multiple orbits and generalized fractal dimensionsComplete convergence and records for dynamically generated stochastic processesShrinking targets and eventually always hitting points for interval mapsRare event process and entry times distribution for arbitrary null sets on compact manifoldsExtreme value laws for dynamical systems under observational noiseTargets and holesA Fréchet law and an Erdős–Philipp law for maximal cuspidal windingsRare events for Cantor target setsSampling hyperspheres via extreme value theory: implications for measuring attractor dimensionsExtreme value theory for non-uniformly expanding dynamical systemsMatching of observations of dynamical systems, with applications to sequence matchingWeak convergence to extremal processes and record events for non-uniformly hyperbolic dynamical systemsExtremes and extremal indices for level set observables on hyperbolic systems *Quenched Poisson processes for random subshifts of finite typePoisson approximations and convergence rates for hyperbolic dynamical systemsClustering of extreme events created by multiple correlated maxima



Cites Work