Clustering indices and decay of correlations in non-Markovian models
From MaRDI portal
Publication:5243471
DOI10.1088/1361-6544/ab37b8zbMath1472.60087arXiv1810.03216OpenAlexW2982576862MaRDI QIDQ5243471
Jorge Milhazes Freitas, Miguel Abadi, Ana Cristina Moreira Freitas
Publication date: 18 November 2019
Published in: Nonlinearity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.03216
Extreme value theory; extremal stochastic processes (60G70) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Notions of recurrence and recurrent behavior in topological dynamical systems (37B20)
Related Items (3)
Cluster distributions for dynamically defined point processes ⋮ Dynamical counterexamples regarding the extremal index and the mean of the limiting cluster size distribution ⋮ Limiting entry and return times distribution for arbitrary null sets
Cites Work
- Unnamed Item
- Unnamed Item
- Hitting and returning to rare events for all alpha-mixing processes
- The extremal index, hitting time statistics and periodicity
- Hitting, returning and the short correlation function
- Potential well spectrum and hitting time in renewal processes
- Sharp error terms for return time statistics under mixing conditions
- Extremes and related properties of random sequences and processes
- Extreme values for stationary and Markov sequences
- Speed of convergence for laws of rare events and escape rates
- Clustering of extreme events created by multiple correlated maxima
- Extreme value laws for dynamical systems with countable extremal sets
- Laws of rare events for deterministic and random dynamical systems
- A counterexample concerning the extremal index
- The Shortest Possible Return Time of <inline-formula> <tex-math notation="LaTeX">$\beta$ </tex-math> </inline-formula>-Mixing Processes
- A version of Maurer's conjecture for stationary -mixing processes
- Entry and return times distribution
This page was built for publication: Clustering indices and decay of correlations in non-Markovian models