Statistical Properties of the Maximum for Non-Uniformly Hyperbolic Dynamics

DOI10.1007/978-3-642-11456-4_24zbMath1251.37038OpenAlexW168614836MaRDI QIDQ2908439

Mike Todd, Jorge Milhazes Freitas, Ana Cristina Moreira Freitas

Publication date: 5 September 2012

Published in: Dynamics, Games and Science I (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-11456-4_24

zbMATH Keywords

asymptotic distributionrandom variablesextreme value theoryhitting time statisticsnon-uniformly hyperbolic dynamical systems

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Statistics of extreme values; tail inference (62G32) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.) (37D25)

Related Items (1)

Extreme value laws in dynamical systems for non-smooth observations

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