Extremal behaviour of chaotic dynamics
DOI10.1080/14689367.2013.806731zbMath1328.37003OpenAlexW2079242189MaRDI QIDQ5406304
Publication date: 1 April 2014
Published in: Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14689367.2013.806731
point processesextremal indexdichotomyextreme value lawshitting/return time statisticspiecewise expanding dynamical systems
Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Ergodicity, mixing, rates of mixing (37A25) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Smooth ergodic theory, invariant measures for smooth dynamical systems (37C40) Notions of recurrence and recurrent behavior in topological dynamical systems (37B20)
Related Items
Cites Work
- Unnamed Item
- Universal behaviour of extreme value statistics for selected observables of dynamical systems
- Hitting and returning to rare events for all alpha-mixing processes
- Extreme value laws in dynamical systems for non-smooth observations
- From rates of mixing to recurrence times via large deviations
- Numerical convergence of the block-maxima approach to the generalized extreme value distribution
- The extremal index, hitting time statistics and periodicity
- Hitting, returning and the short correlation function
- On the link between dependence and independence in extreme value theory for dynamical systems
- Hitting time statistics and extreme value theory
- Basic properties of strong mixing conditions. A survey and some open questions
- Sharp error terms for return time statistics under mixing conditions
- Statistics of return times: A general framework and new applications
- Sharp error terms and necessary conditions for exponential hitting times in mixing processes.
- Absolutely continuous invariant measures for multidimensional expanding maps
- The compound Poisson limit ruling periodic extreme behaviour of non-uniformly hyperbolic dynamics
- Rare events, escape rates and quasistationarity: Some Exact formulae
- The compound Poisson distribution and return times in dynamical systems
- Extreme value laws in dynamical systems under physical observables
- Hitting and return times in ergodic dynamical systems
- Sur la distribution limite du terme maximum d'une série aléatoire
- Rare events, exponential hitting times and extremal indices via spectral perturbation†
- Escape rates for Gibbs measures
- Extreme value theory and return time statistics for dispersing billiard maps and flows, Lozi maps and Lorenz-like maps
- Extreme value theory for non-uniformly expanding dynamical systems
- RETURN TIME STATISTICS OF INVARIANT MEASURES FOR INTERVAL MAPS WITH POSITIVE LYAPUNOV EXPONENT
- AN INTRODUCTION TO QUANTITATIVE POINCARÉ RECURRENCE IN DYNAMICAL SYSTEMS
- Some properties of absolutely continuous invariant measures on an interval
- Return time statistics via inducing
- Extremes and local dependence in stationary sequences
- Return time statistics for unimodal maps
- GENERALIZED EXTREME VALUE DISTRIBUTION PARAMETERS AS DYNAMICAL INDICATORS OF STABILITY
- Extreme Values in Uniformly Mixing Stationary Stochastic Processes