TY - JOUR
T1 - Rare events for the Manneville-Pomeau map
AU - Freitas, Ana Cristina Moreira
AU - Freitas, Jorge
AU - Todd, Mike
AU - Vaienti, Sandro
N1 - Funding: CMUP (UID/MAT/00144/2013), which is funded by FCT (Portugal)
with national (MEC) and European structural funds through the programs FEDER, under the partnership agreement PT2020.
PY - 2016/11
Y1 - 2016/11
N2 - We prove a dichotomy for Manneville-Pomeau maps ƒ : [0, 1] → [0, 1] : given any point ζ ε [0, 1] , either the Rare Events Point Processes (REPP), counting the number of exceedances, which correspond to entrances in balls around ζ, converge in distribution to a Poisson process; or the point ζ is periodic and the REPP converge in distribution to a compound Poisson process. Our method is to use inducing techniques for all points except 0 and its preimages, extending a recent result [HWZ14], and then to deal with the remaining points separately. The preimages of 0 are dealt with applying recent results in [AFV14]. The point ζ = 0 is studied separately because the tangency with the identity map at this point creates too much dependence, which causes severe clustering of exceedances. The Extremal Index, which measures the intensity of clustering, is equal to 0 at ζ = 0 , which ultimately leads to a degenerate limit distribution for the partial maxima of stochastic processes arising from the dynamics and for the usual normalising sequences. We prove that using adapted normalising sequences we can still obtain non-degenerate limit distributions at ζ = 0 .
AB - We prove a dichotomy for Manneville-Pomeau maps ƒ : [0, 1] → [0, 1] : given any point ζ ε [0, 1] , either the Rare Events Point Processes (REPP), counting the number of exceedances, which correspond to entrances in balls around ζ, converge in distribution to a Poisson process; or the point ζ is periodic and the REPP converge in distribution to a compound Poisson process. Our method is to use inducing techniques for all points except 0 and its preimages, extending a recent result [HWZ14], and then to deal with the remaining points separately. The preimages of 0 are dealt with applying recent results in [AFV14]. The point ζ = 0 is studied separately because the tangency with the identity map at this point creates too much dependence, which causes severe clustering of exceedances. The Extremal Index, which measures the intensity of clustering, is equal to 0 at ζ = 0 , which ultimately leads to a degenerate limit distribution for the partial maxima of stochastic processes arising from the dynamics and for the usual normalising sequences. We prove that using adapted normalising sequences we can still obtain non-degenerate limit distributions at ζ = 0 .
KW - Extreme Value Theory
KW - Intermittent maps
KW - Recurrence
U2 - 10.1016/j.spa.2016.05.001
DO - 10.1016/j.spa.2016.05.001
M3 - Article
SN - 0304-4149
VL - 126
SP - 3463
EP - 3479
JO - Stochastic Processes and their Applications
JF - Stochastic Processes and their Applications
IS - 11
ER -