Extreme Value Laws for Dynamical Systems with Countable Extremal Sets

We consider stationary stochastic processes arising from dynamical systems by evaluating a given observable along the orbits of the system. We focus on the extremal behaviour of the process, which is related to the entrance in certain regions of the phase space, which correspond to neighbourhoods of...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of statistical physics 2017-06, Vol.167 (5), p.1244-1261
Hauptverfasser: Azevedo, Davide, Freitas, Ana Cristina Moreira, Freitas, Jorge Milhazes, Rodrigues, Fagner B.
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:We consider stationary stochastic processes arising from dynamical systems by evaluating a given observable along the orbits of the system. We focus on the extremal behaviour of the process, which is related to the entrance in certain regions of the phase space, which correspond to neighbourhoods of the maximal set M , i.e. ,the set of points where the observable is maximised. The main novelty here is the fact that we consider that the set M may have a countable number of points, which are associated by belonging to the orbit of a certain point, and may have accumulation points. In order to prove the existence of distributional limits and study the intensity of clustering, given by the Extremal Index, we generalise the conditions previously introduced in Freitas (Adv Math 231(5): 2626–2665, 2012 , Stoch Process Appl 125(4): 1653–1687, 2015 ).
ISSN:0022-4715
1572-9613
DOI:10.1007/s10955-017-1767-1