Abstract
We study the asymptotic distribution of the partial maximum of observable random variables evaluated along the orbits of some particular dynamical systems. Moreover, we show the link between Extreme Value Theory and Hitting Time Statistics for discrete time non-uniformly hyperbolic dynamical systems. This relation allows to study Hitting Time Statistics with tools from Extreme Value Theory, and vice versa.
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Acknowledgements
MT is supported by FCT grant SFRH/BPD/26521/2006. All three authors are supported by FCT through CMUP.
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Freitas, A.C.M., Freitas, J.M., Todd, M. (2011). Statistical Properties of the Maximum for Non-Uniformly Hyperbolic Dynamics. In: Peixoto, M., Pinto, A., Rand, D. (eds) Dynamics, Games and Science I. Springer Proceedings in Mathematics, vol 1. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-11456-4_24
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DOI: https://doi.org/10.1007/978-3-642-11456-4_24
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