Extremal dichotomy for uniformly hyperbolic systems
Abstract
We consider the extreme value theory of a hyperbolic toral automorphism showing that if a H\"older observation which is a function of a Euclidean-type distance to a non-periodic point is strictly maximized at then the corresponding time series exhibits extreme value statistics corresponding to an iid sequence of random variables with the same distribution function as and with extremal index one. If however is strictly maximized at a periodic point then the corresponding time-series exhibits extreme value statistics corresponding to an iid sequence of random variables with the same distribution function as but with extremal index not equal to one. We give a formula for the extremal index (which depends upon the metric used and the period of ). These results imply that return times are Poisson to small balls centered at non-periodic points and compound Poisson for small balls centered at periodic points.
Cite
@article{arxiv.1501.05023,
title = {Extremal dichotomy for uniformly hyperbolic systems},
author = {Maria Carvalho and Ana Cristina Moreira Freitas and Jorge Milhazes Freitas and Mark Holland and Matthew Nicol},
journal= {arXiv preprint arXiv:1501.05023},
year = {2016}
}
Comments
21 pages, 4 figures