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Statistical Properties of the Maximum for Non-Uniformly Hyperbolic Dynamics

  • Ana Cristina Moreira FreitasEmail author
  • Jorge Milhazes Freitas
  • Mike Todd
Chapter
Part of the Springer Proceedings in Mathematics book series (PROM, volume 1)

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.

Keywords

Critical Orbit Stationary Stochastic Process Extreme Value Theory Partial Maximum Poisson Limit 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Notes

Acknowledgements

MT is supported by FCT grant SFRH/BPD/26521/2006. All three authors are supported by FCT through CMUP.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  • Ana Cristina Moreira Freitas
    • 1
    Email author
  • Jorge Milhazes Freitas
    • 2
  • Mike Todd
    • 2
  1. 1.Centro de Matemática & Faculdade de Economia daUniversidade do PortoPortoPortugal
  2. 2.Centro de Matemática daUniversidade do PortoPortoPortugal

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