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...
Motivated by proofs in extreme value theory, we investigate the statistical properties of certain ch...
Suppose ( f, X, µ) is a measure preserving dynamical system and φ: X → R a measurable observable. Le...
Suppose ( f, X, µ) is a measure preserving dynamical system and φ: X → R a measurable observable. Le...
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...
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 consider the extreme value theory of a hyperbolic toral automorphism T : T2 → T2 showing that, i...
In this paper we perform an analytical and numerical study of Extreme Value distributions in discret...
This is the final version. Available on open access from IOP Publishing via the DOI in this recordNa...
International audienceWe develop and generalize the theory of extreme value for non-stationary stoch...
Motivated by proofs in extreme value theory, we investigate the statistical properties of certain ch...
Suppose ( f, X, µ) is a measure preserving dynamical system and φ: X → R a measurable observable. Le...
Suppose ( f, X, µ) is a measure preserving dynamical system and φ: X → R a measurable observable. Le...
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...
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 consider the extreme value theory of a hyperbolic toral automorphism T : T2 → T2 showing that, i...
In this paper we perform an analytical and numerical study of Extreme Value distributions in discret...
This is the final version. Available on open access from IOP Publishing via the DOI in this recordNa...
International audienceWe develop and generalize the theory of extreme value for non-stationary stoch...
Motivated by proofs in extreme value theory, we investigate the statistical properties of certain ch...
Suppose ( f, X, µ) is a measure preserving dynamical system and φ: X → R a measurable observable. Le...
Suppose ( f, X, µ) is a measure preserving dynamical system and φ: X → R a measurable observable. Le...