English

Almost sure convergence of maxima for chaotic dynamical systems

Dynamical Systems 2015-10-16 v1

Abstract

Suppose (f,X,ν)(f,\mathcal{X},\nu) is a measure preserving dynamical system and ϕ:XR\phi:\mathcal{X}\to\mathbb{R} is an observable with some degree of regularity. We investigate the maximum process Mn:=max{X1,,Xn}M_n:=\max\{X_1,\ldots,X_n\}, where Xi=ϕfiX_i=\phi\circ f^i is a time series of observations on the system. When MnM_n\to\infty almost surely, we establish results on the almost sure growth rate, namely the existence (or otherwise) of a sequence unu_n\to\infty such that Mn/un1M_n/u_n\to 1 almost surely. The observables we consider will be functions of the distance to a distinguished point x~X\tilde{x}\in \mathcal{X}. Our results are based on the interplay between shrinking target problem estimates at x~\tilde{x} and the form of the observable (in particular polynomial or logarithmic) near x~\tilde{x}. We determine where such an almost sure limit exists and give examples where it does not. Our results apply to a wide class of non-uniformly hyperbolic dynamical systems, under mild assumptions on the rate of mixing, and on regularity of the invariant measure.

Keywords

Cite

@article{arxiv.1510.04681,
  title  = {Almost sure convergence of maxima for chaotic dynamical systems},
  author = {M. P. Holland and M. Nicol and A. Török},
  journal= {arXiv preprint arXiv:1510.04681},
  year   = {2015}
}
R2 v1 2026-06-22T11:21:40.683Z