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A functional limit theorem for a dynamical system with an observable maximised on a Cantor set

Title
A functional limit theorem for a dynamical system with an observable maximised on a Cantor set
Type
Article in International Scientific Journal
Year
2025
Authors
Couto, R
(Author)
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Ana Cristina Moreira Freitas
(Author)
FEP
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Todd, M
(Author)
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Journal
Vol. 483
ISSN: 0167-2789
Publisher: Elsevier
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Other information
Authenticus ID: P-01A-B7D
Abstract (EN): We consider heavy-tailed observables maximised on a dynamically defined Cantor set and prove convergence of the associated point processes as well as functional limit theorems. The Cantor structure, and its connection to the dynamics, causes clustering of large observations: this is captured in the 'decorations' on our point processes and functional limits, an application of the theory developed in a paper by the latter three authors.
Language: English
Type (Professor's evaluation): Scientific
No. of pages: 10
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