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相关论文: Borel Cantelli Lemmas and Extreme Value Theory for…

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A classical Borel Cantelli Lemma gives conditions for deciding whether an infinite number of rare events will almost surely happen. In this article, we propose an extension of Borel Cantelli Lemma to characterize the multiple occurrence of…

动力系统 · 数学 2021-03-16 Dmitry Dolgopyat , Bassam Fayad , Sixu Liu

Multiple Borel-Cantelli Lemma is a criterion that characterizes the occurrence of multiple rare events on the same time scale. We generalize the multiple Borel-Cantelli Lemma in dynamics established by Dolgopyat, Fayad and Liu [J. Mod. Dyn.…

动力系统 · 数学 2024-06-21 Sixu Liu

We quantify the elementary Borel-Cantelli Lemma by higher moments of the overlap count statistic in terms of the weighted summability of the probabilities. Applications include mean deviation frequencies in the Strong Law and the Law of the…

概率论 · 数学 2022-07-29 Luisa F. Estrada , Michael A. Högele

We derive new variants of the quantitative Borel--Cantelli lemma and apply them to analysis of statistical properties for some dynamical systems. We consider intermittent maps of $(0,1]$ which have absolutely continuous invariant…

概率论 · 数学 2021-01-15 Andrei N. Frolov

We give a version of the Borel-Cantelli lemma. As an application, we prove an almost sure local central limit theorem. As another application, we prove a dynamical Borel-Cantelli lemma for systems with sufficiently fast decay of…

概率论 · 数学 2012-01-30 Nuno Luzia

Let $T: X\mapsto X$ be a deterministic dynamical system preserving a probability measure $\mu$. A dynamical Borel-Cantelli lemma asserts that for certain sequences of subsets $A_n\subset X$ and $\mu$-almost every point $x\in X$ the…

动力系统 · 数学 2007-05-23 Nikolai Chernov , Dmitry Kleinbock

We develop a probabilistic approach to study the volumetric and geometric properties of unit balls $\mathbb B_{q,1}^n$ of finite-dimensional Lorentz sequences spaces $\ell_{q,1}^n$. More precisely, we show that the empirical distribution of…

泛函分析 · 数学 2024-09-23 Zakhar Kabluchko , Joscha Prochno , Mathias Sonnleitner

Extreme value theory for chaotic dynamical systems is a rapidly expanding area of research. Given a system and a real function (observable) defined on its phase space, extreme value theory studies the limit probabilistic laws obeyed by…

动力系统 · 数学 2015-05-28 Mark P. Holland , Renato Vitolo , Pau Rabassa , Alef E. Sterk , Henk W. Broer

We study analytically and numerically the extreme value distribution of observables defined along the temporal evolution of a dynamical system. The convergence to the Gumbel law of observable recurrences gives information on the fractal…

动力系统 · 数学 2020-12-02 Théophile Caby , Davide Faranda , Sandro Vaienti , Pascal Yiou

We prove dynamical Borel Canteli Lemmas for discrete time homogenous flows hitting a sequence of shrinking targets in a hyperbolic manifold. These results apply to both diagonalizable and unipotent flows, and any family of measurable…

动力系统 · 数学 2017-02-06 Dubi Kelmer

Let $X\cong \operatorname{SL}_2(\mathbb R)/\operatorname{SL}_2(\mathbb Z)$ be the space of unimodular lattices in $\mathbb R^2$, and for any $r\ge 0$ denote by $K_r\subset X$ the set of lattices such that all its nonzero vectors have…

动力系统 · 数学 2020-05-13 Dmitry Kleinbock , Shucheng Yu

Weighted cone-volume functionals are introduced for the convex polytopes in $\mathbb{R}^n$. For these functionals, geometric inequalities are proved and the equality conditions are characterized. A variety of corollaries are derived,…

度量几何 · 数学 2023-07-07 Steven Hoehner , Jeff Ledford

We consider implications of dynamical Borel-Cantelli lemmas for rates of growth of Birkhoff sums of non-integrable observables $\varphi(x) = d(x,p)^{-k}$, $k>0$, on ergodic dynamical systems $(T,X,\mu)$ where $\mu(X) = 1$. Some general…

动力系统 · 数学 2017-06-28 Meagan Carney , Matthew Nicol

By using a quantum probabilistic approach we obtain a description of the extreme points of the convex set of all joint probability distributions on the product of two standard Borel spaces with fixed marginal distributions.

概率论 · 数学 2007-05-23 K. R. Parthasarathy

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…

动力系统 · 数学 2016-03-24 Hale Aytaç , Jorge Milhazes Freitas , Sandro Vaienti

In the general context of computable metric spaces and computable measures we prove a kind of constructive Borel-Cantelli lemma: given a sequence (constructive in some way) of sets $A_{i}$ with effectively summable measures, there are…

经典分析与常微分方程 · 数学 2008-06-30 Stefano Galatolo , Mathieu Hoyrup , Cristobal Rojas

We prove a higher-rank analogue of a well-known result of W. M. Schmidt concerning almost everywhere pointwise discrepancy bounds for lattices in Euclidean space (see Theorem 1 [Trans. Amer. Math. Soc. 95 (1960), 516-529]). We also…

数论 · 数学 2022-07-12 Seungki Kim , Mishel Skenderi

This paper introduces a method for spatial interpolation of extreme values, and in particular targets the case in which conventional data, resulting from a measurement for example, are available at only a few locations. To overcome this the…

统计方法学 · 统计学 2012-03-13 B. D. Youngman

Being the limits of copulas of componentwise maxima in independent random samples, extreme-value copulas can be considered to provide appropriate models for the dependence structure between rare events. Extreme-value copulas not only arise…

统计理论 · 数学 2009-12-07 Gordon Gudendorf , Johan Segers

Let $(X,T,\mu,d)$ be a metric measure-preserving system for which $3$-fold correlations decay exponentially for Lipschitz continuous observables. Suppose that $(M_k)$ is a sequence satisfying some weak decay conditions and suppose there…

动力系统 · 数学 2025-02-07 Tomas Persson , Alejandro Rodriguez Sponheimer
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