English

Extreme Value Laws for dynamical systems with countable extremal sets

Dynamical Systems 2017-04-26 v1 Mathematical Physics math.MP Probability

Abstract

We consider stationary stochastic processes arising from dynamical systems by evaluating a given observable along the orbits of the system. We focus on the extremal behaviour of the process, which is related to the entrance in certain regions of the phase space, which correspond to neighbourhoods of the maximal set M\mathcal M, i.e. the set of points where the observable is maximised. The main novelty here is the fact that we consider that the set M\mathcal M may have a countable number of points, which are associated by belonging to the orbit of a certain point, and may have accumulation points. In order to prove the existence of distributional limits and study the intensity of clustering, given by the Extremal Index, we generalise the conditions previously introduced in \cite{FFT12,FFT15}.

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Cite

@article{arxiv.1606.03029,
  title  = {Extreme Value Laws for dynamical systems with countable extremal sets},
  author = {Davide Azevedo and Ana Cristina Moreira Freitas and Jorge Milhazes Freitas and Fagner B. Rodrigues},
  journal= {arXiv preprint arXiv:1606.03029},
  year   = {2017}
}

Comments

arXiv admin note: text overlap with arXiv:1505.01553

R2 v1 2026-06-22T14:21:53.956Z