English

Weak convergence to extremal processes and record events for non-uniformly hyperbolic dynamical systems

Dynamical Systems 2017-05-25 v2

Abstract

For a measure preserving dynamical system (X,f,μ)(\mathcal{X},f, \mu), we consider the time series of maxima Mn=max{X1,,Xn}M_n=\max\{X_1,\ldots,X_n\} associated to the process Xn=ϕ(fn1(x))X_n=\phi(f^{n-1}(x)) generated by the dynamical system for some observable ϕ:XR\phi:\mathcal{X}\to\mathbb{R}. Using a point process approach we establish weak convergence of the process Yn(t)=an(M[nt]bn)Y_n(t)=a_n(M_{[nt]}-b_n) to an extremal process Y(t)Y(t) for suitable scaling constants an,bnRa_n,b_n\in\mathbb{R}. Convergence here taking place in the Skorokhod space D(0,)\mathbb{D}(0,\infty) with the J1J_1 topology. We also establish distributional results for the record times and record values of the corresponding maxima process.

Keywords

Cite

@article{arxiv.1608.05620,
  title  = {Weak convergence to extremal processes and record events for non-uniformly hyperbolic dynamical systems},
  author = {Mark Holland and Mike Todd},
  journal= {arXiv preprint arXiv:1608.05620},
  year   = {2017}
}

Comments

To appear in Ergodic Theory Dynam. Systems

R2 v1 2026-06-22T15:24:26.450Z