English

Extremal dichotomy for uniformly hyperbolic systems

Dynamical Systems 2016-03-24 v2 Probability

Abstract

We consider the extreme value theory of a hyperbolic toral automorphism T:T2T2T: \mathbb{T}^2 \to \mathbb{T}^2 showing that if a H\"older observation ϕ\phi which is a function of a Euclidean-type distance to a non-periodic point ζ\zeta is strictly maximized at ζ\zeta then the corresponding time series {ϕTi}\{\phi\circ T^i\} exhibits extreme value statistics corresponding to an iid sequence of random variables with the same distribution function as ϕ\phi and with extremal index one. If however ϕ\phi is strictly maximized at a periodic point qq then the corresponding time-series exhibits extreme value statistics corresponding to an iid sequence of random variables with the same distribution function as ϕ\phi but with extremal index not equal to one. We give a formula for the extremal index (which depends upon the metric used and the period of qq). These results imply that return times are Poisson to small balls centered at non-periodic points and compound Poisson for small balls centered at periodic points.

Keywords

Cite

@article{arxiv.1501.05023,
  title  = {Extremal dichotomy for uniformly hyperbolic systems},
  author = {Maria Carvalho and Ana Cristina Moreira Freitas and Jorge Milhazes Freitas and Mark Holland and Matthew Nicol},
  journal= {arXiv preprint arXiv:1501.05023},
  year   = {2016}
}

Comments

21 pages, 4 figures

R2 v1 2026-06-22T08:07:54.795Z