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 an extreme value distribution, and obtain estimates on the rate of convergence. We show that our results are applicable to a range of examples, and include new results for Lorenz maps, certain partially hyperbolic systems, and non-uniformly expanding systems with sub-exponential decay of correlations. For applications where analytic results are not readily available we show how to estimate the rate of convergence to an extreme value distribution based upon numerical information of the quantitative recurren...
International audienceWe provide formulas to compute the coefficients entering the affine scaling ne...
International audienceWe provide formulas to compute the coefficients entering the affine scaling ne...
International audienceWe provide formulas to compute the coefficients entering the affine scaling ne...
For non-uniformly hyperbolic dynamical systems we consider the time series of maxima along typical o...
For non-uniformly hyperbolic dynamical systems we consider the time series of maxima along typical o...
For non-uniformly hyperbolic dynamical systems we consider the time series of maxima along typical o...
For non-uniformly hyperbolic dynamical systems we consider the time series of maxima along typical o...
For non-uniformly hyperbolic dynamical systems we consider the time series of maxima along typical o...
We consider the extreme value theory of a hyperbolic toral automorphism T : T2 → T2 showing that, i...
For a measure-preserving dynamical system (X, ƒ, μ), we consider the time series of maxima Mn = max{...
For a measure-preserving dynamical system (X, ƒ, μ), we consider the time series of maxima Mn = max{...
We study the distribution of maxima ( extreme value statistics ) for sequences of observables comput...
We develop and generalise the theory of extreme value for non-stationary stochastic processes, mostl...
International audienceWe develop and generalize the theory of extreme value for non-stationary stoch...
We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the d...
International audienceWe provide formulas to compute the coefficients entering the affine scaling ne...
International audienceWe provide formulas to compute the coefficients entering the affine scaling ne...
International audienceWe provide formulas to compute the coefficients entering the affine scaling ne...
For non-uniformly hyperbolic dynamical systems we consider the time series of maxima along typical o...
For non-uniformly hyperbolic dynamical systems we consider the time series of maxima along typical o...
For non-uniformly hyperbolic dynamical systems we consider the time series of maxima along typical o...
For non-uniformly hyperbolic dynamical systems we consider the time series of maxima along typical o...
For non-uniformly hyperbolic dynamical systems we consider the time series of maxima along typical o...
We consider the extreme value theory of a hyperbolic toral automorphism T : T2 → T2 showing that, i...
For a measure-preserving dynamical system (X, ƒ, μ), we consider the time series of maxima Mn = max{...
For a measure-preserving dynamical system (X, ƒ, μ), we consider the time series of maxima Mn = max{...
We study the distribution of maxima ( extreme value statistics ) for sequences of observables comput...
We develop and generalise the theory of extreme value for non-stationary stochastic processes, mostl...
International audienceWe develop and generalize the theory of extreme value for non-stationary stoch...
We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the d...
International audienceWe provide formulas to compute the coefficients entering the affine scaling ne...
International audienceWe provide formulas to compute the coefficients entering the affine scaling ne...
International audienceWe provide formulas to compute the coefficients entering the affine scaling ne...