Statistical properties of the maximum for non-uniformly hyperbolic dynamics

• Type: Article in International Conference Proceedings Book
• Date: 2011

Authors

Freitas, ACM (Author) Other; Jorge Milhazes Freitas (Author) FCUP; Todd, M (Author) Other

Conference proceedings International

Title: Dynamics, Games and Science I, DYNA 2008, in Honor of Maurício Peixoto and David Rand. Springer Proceedings in Mathematics

Pages: 365-374

Indexing

ISI Web of Knowledge - 0 Citations

Scopus - 0 Citations

Other information

Authenticus ID: P-00G-66F

DOI: 10.1007/978-3-642-11456-4-24

Abstract (EN): We study the asymptotic distribution of the partial maximum of observable random variables evaluated along the orbits of some particular dynamical systems. Moreover, we show the link between Extreme Value Theory and Hitting Time Statistics for discrete time non-uniformly hyperbolic dynamical systems. This relation allows to study Hitting Time Statistics with tools from Extreme Value Theory, and vice versa. © Springer-Verlag Berlin Heidelberg 2011.

Language: English

Type (Professor's evaluation): Scientific