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For non-uniformly hyperbolic dynamical systems we consider the time series of maxima along typical orbits. Using ideas based upon quantitative recurrence time statistics we prove convergence of the maxima (under suitable normalization) to…

Dynamical Systems · Mathematics 2015-09-11 Mark Holland , Pau Rabassa , Alef Sterk

We present a novel numerical method aimed to characterize global behaviour, in particular chaotic diffusion, in dynamical systems. It is based on an analysis of the Poincar\'e recurrence statistics on massive grids of initial data or values…

Chaotic Dynamics · Physics 2019-08-27 Ivan I. Shevchenko , Guillaume Rollin , Alexander V. Melnikov , José Lages

We describe an approach that allows us to deduce the limiting return times distribution for arbitrary sets to be compound Poisson distributed. We establish a relation between the limiting return times distribution and the probability of the…

Dynamical Systems · Mathematics 2020-08-26 N. Haydn , S. Vaienti

Hundred twenty years after the fundamental work of Poincar\'e, the statistics of Poincar\'e recurrences in Hamiltonian systems with a few degrees of freedom is studied by numerical simulations. The obtained results show that in a regime,…

Chaotic Dynamics · Physics 2010-11-30 D. L. Shepelyansky

By different methods we show that for dynamical chaos in the standard map with critical golden curve the Poincar\'e recurrences P(\tau) and correlations C(\tau) asymptotically decay in time as P ~ C/\tau ~ 1/\tau^3. It is also explained why…

Condensed Matter · Physics 2009-10-31 B. V. Chirikov , D. L. Shepelyansky

We prove that return time statistics of a dynamical system do not change if one passes to an induced (i.e. first return) map. We apply this to show exponential return time statistics in i) smooth interval maps with nowhere-dense critical…

Dynamical Systems · Mathematics 2007-05-23 Henk Bruin , Benoit Saussol , Serge Troubetzkoy , Sandro Vaienti

We consider expanding systems with invariant measures that are uniformly expanding everywhere except on a small measure set and show that the limiting statistics of hitting times for zero measure sets are compound Poisson provided the…

Dynamical Systems · Mathematics 2025-10-17 Nicolai T A Haydn

We study nonstationary dynamical systems formed by sequential concatenation of nonuniformly expanding maps with a uniformly expanding first return map. Assuming a polynomially decaying upper bound on the tails of first return times that is…

Dynamical Systems · Mathematics 2025-09-22 A. Korepanov , J. Leppänen

The effect of refractory periods in partial resetting processes is studied. Under Poissonian partial resets, a state variable jumps to a value closer to the origin by a fixed fraction at constant rate, $x\to a x$. Following each reset, a…

Statistical Mechanics · Physics 2024-06-17 Kristian Stølevik Olsen , Hartmut Löwen

We prove that the distributional limit of the normalised number of returns to small neighbourhoods of periodic points of non-uniformly hyperbolic dynamical systems is compound Poisson. The returns to small balls around a fixed point in the…

Dynamical Systems · Mathematics 2013-11-13 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

Numerical experiments recently discussed in the literature show that identical nonlinear chaotic systems linked by a common noise term (or signal) may synchronize after a finite time. We study the process of synchronization as function of…

chao-dyn · Physics 2009-10-28 L. Longa , E. M. F. Curado , F. A. Oliveira

We show that for planar dispersing billiards the return times distribution is, in the limit, Poisson for metric balls almost everywhere w.r.t. the SRB measure. Since the Poincar\'e return map is piecewise smooth but becomes singular at the…

Dynamical Systems · Mathematics 2014-11-10 Jorge Milhazes Freitas , Nicolai Haydn , Matthew Nicol

We study the statistical properties of the recurrence intervals $\tau$ between successive trading volumes exceeding a certain threshold $q$. The recurrence interval analysis is carried out for the 20 liquid Chinese stocks covering a period…

Statistical Finance · Quantitative Finance 2010-07-08 Fei Ren , Wei-Xing Zhou

It will be discussed the statistics of the extreme values in time series characterized by finite-term correlations with non-exponential decay. Precisely, it will be considered the results of numerical analyses concerning the return…

Statistical Mechanics · Physics 2009-11-13 Cecilia Pennetta

In this note we discuss limit distribution of normalized return times for shrinking targets and draw a necessary and sufficient condition using sweep-out sequence in order for the limit distribution to be exponential with parameter $1$. The…

Dynamical Systems · Mathematics 2020-10-30 Xuan Zhang

Generic quantum systems --as much as their classical counterparts-- pass arbitrarily close to their initial state after sufficiently long time. Here we provide an essentially exact computation of such recurrence times for generic…

Quantum Physics · Physics 2015-09-29 Lorenzo Campos Venuti

Grebogi, Ott and Yorke (Phys. Rev. A 38(7), 1988) have investigated the effect of finite precision on average period length of chaotic maps. They showed that the average length of periodic orbits ($T$) of a dynamical system scales as a…

Chaotic Dynamics · Physics 2009-11-13 Nithin Nagaraj , Mahesh C. Shastry , Prabhakar G. Vaidya

We study returns in dynamical systems: when a set of points, initially populating a prescribed region, swarms around phase space according to a deterministic rule of motion, we say that the return of the set occurs at the earliest moment…

Chaotic Dynamics · Physics 2015-05-13 Giorgio Mantica , Sandro Vaienti

The distortion of the regular motion in a quantum system by its coupling to the continuum of decay channels is investigated. The regular motion is described by means of a Poissonian ensemble. We focus on the case of only few channels K<10.…

chao-dyn · Physics 2009-10-30 T. Gorin , F. --M. Dittes , M. Müller , I. Rotter , T. H. Seligman

Chaotic scattering in open Hamiltonian systems is a topic of fundamental interest in physics, which has been mainly studied in the purely conservative case. However, the effect of weak perturbations in this kind of systems has been an…

Chaotic Dynamics · Physics 2018-12-19 Alexandre R. Nieto , Jesús M. Seoane , J. E. Alvarellos , Miguel A. F. Sanjuán