Rare events for product fractal sets *

• Type: Article in International Scientific Journal
• Date: 2021

Authors

Ana Cristina Moreira Freitas (Author) FEP; Jorge Milhazes Freitas (Author) FCUP; Soares, JV (Author) Other

Journal

Title: Journal of Physics A: Mathematical and Theoretical

Vol. 54

ISSN: 1751-8113

Publisher: Institute of Physics Publishing

Indexing

ISI Web of Knowledge - 4 Citations

Scopus - 4 Citations

Other information

Authenticus ID: P-00V-87B

DOI: 10.1088/1751-8121/ac16c6

Abstract (EN): We analyse the existence of limiting laws of rare events for dynamically generated stochastic processes. We consider two-dimensional dynamical systems and observable functions maximised on Cantor dust sets and prove the existence of distributional limits for the partial maxima. We show how the extremal index, measuring the degree of clustering of rare events, is linked to the compatibility between the dynamics and the fractal structure of the maximal sets.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 30