Extreme value distributions for one-parameter actions on homogeneous spaces
Dynamical Systems
2018-09-13 v2
Abstract
In this paper we study extreme value distributions for one-parameter actions on homogeneous spaces of Lie groups. We study both shortest vectors in unimodular lattices, maximal distance excursions and closest distance returns of a one-parameter action. For certain sparse subsequences of the one-parameter action and by taking the maximum over a moving interval of indices we prove non-trivial estimates for the limiting distribution in all cases.
Keywords
Cite
@article{arxiv.1503.09191,
title = {Extreme value distributions for one-parameter actions on homogeneous spaces},
author = {Maxim Sølund Kirsebom},
journal= {arXiv preprint arXiv:1503.09191},
year = {2018}
}
Comments
20 pages. Adapted proof to make assumption of flow diagonalizable unnecessary. Much shortened and reorganized. Results on k'th largest element left out. New introduction