Related papers: Rare events for Cantor target sets
Typically, in the dynamical theory of extremal events, the function that gauges the intensity of a phenomenon is assumed to be convex and maximal, or singular, at a single, or at most a finite collection of points in phase--space. In this…
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…
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…
We consider empirical multi-dimensional Rare Events Point Processes that keep track both of the time occurrence of extremal observations and of their severity, for stochastic processes arising from a dynamical system, by evaluating a given…
We consider stochastic processes arising from dynamical systems by evaluating an observable function along the orbits of the system. The novelty is that we will consider observables achieving a global maximum value (possible infinite) at…
The Extremal Index is a parameter that measures the intensity of clustering of rare events and is usually equal to the reciprocal of the mean of the limiting cluster size distribution. We show how to build dynamically generated stochastic…
We give conditions to prove the existence of an Extremal Index for general stationary stochastic processes by detecting the presence of one or more underlying periodic phenomena. This theory, besides giving general useful tools to identify…
We study the computational problem of rigorously describing the asymptotic behaviour of topological dynamical systems up to a finite but arbitrarily small pre-specified error. More precisely, we consider the limit set of a typical orbit,…
Orbital eccentricity is one of the most robust discriminators for distinguishing between dynamical and isolated formation scenarios of binary black hole mergers using gravitational-wave observatories such as LIGO and Virgo. Using…
Rare events can potentially occur in many applications. When manifested as opportunities to be exploited, risks to be ameliorated, or certain features to be extracted, such events become of paramount significance. Due to their sporadic…
The statistics of peaks in weak gravitational lensing maps is a promising technique to constrain cosmological parameters in present and future surveys. Here we investigate its power when using general extreme value statistics which is very…
We consider heavy-tailed observables maximised on a dynamically defined Cantor set and prove convergence of the associated point processes as well as functional limit theorems. The Cantor structure, and its connection to the dynamics,…
This note is concerned with weakly interacting stochastic particle systems with possibly singular pairwise interactions. In this setting, we observe a connection between entropic propagation of chaos and exponential concentration bounds for…
We address the extreme value problem of a one-dimensional dynamical system approaching a fixed target while constrained to avoid a fixed set which can be thought of as a small hole. The presence of the latter influences the extremal index…
It has been suggested that a monitoring program employing the pixel lensing method to search for microlensing events towards galactic globular clusters may increase the statistics and discriminate among different halo models. Stimulated by…
This paper is devoted to the study of limit laws of entrance times to cylinder sets for Cantor minimal systems of zero entropy using their representation by means of ordered Bratteli diagrams. We study in detail substitution subshifts and…
We study probabilities of various rare events for the limiting point process that appears at the random matrix hard edge. We also show a transition from hard edge to bulk behavior. Asymptotic events studied include a central limit theorem…
This paper considers a family of autoregressive processes with marginal distributions resembling the Cantor function. It is shown that the marginal distribution is in the domain of attraction of a max-semistable distribution. The main…
We use importance sampling in a redefined way to highlight and investigate rare events in the form of trajectories trapped inside a target coherent set. We take a transfer operator approach to finding these sets on a reconstructed…
We study the distribution of maxima (Extreme Value Statistics) for sequences of observables computed along orbits generated by random transformations. The underlying, deterministic, dynamical system can be regular or chaotic. In the former…