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 , we consider the time series of maxima associated to the process generated by the dynamical system for some observable . Using a point process approach we establish weak convergence of the process to an extremal process for suitable scaling constants . Convergence here taking place in the Skorokhod space with the topology. We also establish distributional results for the record times and record values of the corresponding maxima process.
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