COMPLETE CONVERGENCE AND RECORDS FOR DYNAMICALLY GENERATED STOCHASTIC PROCESSES

• Type: Article in International Scientific Journal
• Date: 2020

Authors

Ana Cristina Moreira Freitas (Author) FEP; Jorge Milhazes Freitas (Author) FCUP; Magalhaes, M (Author) FCUP

Journal

Title: Transactions of the American Mathematical Society

Vol. 373

Pages: 435-478

ISSN: 0002-9947

Publisher: American Mathematical Society

Indexing

ISI Web of Knowledge - 8 Citations

Scopus - 8 Citations

Other information

Authenticus ID: P-00R-K3A

DOI: 10.1090/tran/7922

Abstract (EN): We consider empirical multi-dimensional rare events point processes that keep track both of the time occurrence of extremal observations and of their severity, for stochastic processes arising from a dynamical system, by evaluating a given potential along its orbits. This is done both in the absence and presence of clustering. A new formula for the piling of points on the vertical direction of bi-dimensional limiting point processes, in the presence of clustering, is given, which is then generalised for higher dimensions. The limiting multi-dimensional processes are computed for systems with sufficiently fast decay of correlations. The complete convergence results are used to study the effect of clustering on the convergence of extremal processes, record time, and record values point processes. An example where the clustering prevents the convergence of the record times point process is given.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 44