Speed of convergence for laws of rare events and escape rates

• Type: Article in International Scientific Journal
• Date: 2015

Authors

Ana Cristina M Moreira Freitas (Author) FEP; Jorge Milhazes Freitas (Author) FCUP; Mike Todd (Author) Other

Journal

Title: Stochastic Processes and their Applications

Vol. 125

Pages: 1653-1687

ISSN: 0304-4149

Publisher: Elsevier

Indexing

ISI Web of Knowledge - 27 Citations

Scopus - 30 Citations

Scientific classification

FOS: Natural sciences > Mathematics

Other information

Authenticus ID: P-00A-5Y7

DOI: 10.1016/j.spa.2014.11.011

Abstract (EN): We obtain error terms on the rate of convergence to Extreme Value Laws, and to the asymptotic Hitting Time Statistics, for a general class of weakly dependent stochastic processes. The dependence of the error terms on the 'time' and 'length' scales is very explicit. Specialising to data derived from a class of dynamical systems we find even more detailed error terms, one application of which is to consider escape rates through small holes in these systems.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 35