Dichotomy results for eventually always hitting time statistics and almost sure growth of extremes
Abstract
Suppose is a measure preserving dynamical system and a measurable function. Consider the maximum process , where is a time series of observations on the system. Suppose that is a non-decreasing sequence of real numbers, such that . For certain dynamical systems, we obtain a zero--one measure dichotomy for depending on the sequence . Specific examples are piecewise expanding interval maps including the Gauss map. For the broader class of non-uniformly hyperbolic dynamical systems, we make significant improvements on existing literature for characterising the sequences . Our results on the permitted sequences are commensurate with the optimal sequences (and series criteria) obtained by Klass (1985) for i.i.d. processes. Moreover, we also develop new series criteria on the permitted sequences in the case where the i.i.d. theory breaks down. Our analysis has strong connections to specific problems in eventual always hitting time statistics and extreme value theory.
Keywords
Cite
@article{arxiv.2109.06314,
title = {Dichotomy results for eventually always hitting time statistics and almost sure growth of extremes},
author = {Mark Holland and Maxim Kirsebom and Philipp Kunde and Tomas Persson},
journal= {arXiv preprint arXiv:2109.06314},
year = {2021}
}
Comments
56 pages