Laws of rare events for deterministic and random dynamical systems
Dynamical Systems
2016-03-24 v2 Probability
Abstract
The object of this paper is twofold. From one side we study the dichotomy, in terms of the Extremal Index of the possible Extreme Value Laws, when the rare events are centred around periodic or non periodic points. Then we build a general theory of Extreme Value Laws for randomly perturbed dynamical systems. We also address, in both situations, the convergence of Rare Events Point Processes. Decay of correlations against observables will play a central role in our investigations.
Keywords
Cite
@article{arxiv.1207.5188,
title = {Laws of rare events for deterministic and random dynamical systems},
author = {Hale Aytaç and Jorge Milhazes Freitas and Sandro Vaienti},
journal= {arXiv preprint arXiv:1207.5188},
year = {2016}
}