TY - GEN
T1 - Statistical properties of the maximum for non-uniformly hyperbolic dynamics
AU - Freitas, Ana Cristina Moreira
AU - Freitas, Jorge Milhazes
AU - Todd, Mike
N1 - Funding Information:
MT is supported by FCT grant SFRH/BPD/26521/2006. All three authors are supported by FCT through CMUP.
Publisher Copyright:
© Springer-Verlag Berlin Heidelberg 2011.
PY - 2011
Y1 - 2011
N2 - We study the asymptotic distribution of the partial maximum of observable random variables evaluated along the orbits of some particular dynamical systems. Moreover, we show the link between Extreme Value Theory and Hitting Time Statistics for discrete time non-uniformly hyperbolic dynamical systems. This relation allows to study Hitting Time Statistics with tools from Extreme Value Theory, and vice versa.
AB - We study the asymptotic distribution of the partial maximum of observable random variables evaluated along the orbits of some particular dynamical systems. Moreover, we show the link between Extreme Value Theory and Hitting Time Statistics for discrete time non-uniformly hyperbolic dynamical systems. This relation allows to study Hitting Time Statistics with tools from Extreme Value Theory, and vice versa.
UR - http://www.scopus.com/inward/record.url?scp=84930152157&partnerID=8YFLogxK
U2 - 10.1007/978-3-642-11456-4_24
DO - 10.1007/978-3-642-11456-4_24
M3 - Conference contribution
AN - SCOPUS:84930152157
T3 - Springer Proceedings in Mathematics
SP - 365
EP - 374
BT - Dynamics, Games and Science I
A2 - Peixoto, Mauricio Matos
A2 - Rand, David A.
A2 - Pinto, Alberto Adrego
PB - Springer-Verlag
T2 - International conference on dynamical systems and game theory, DYNA 2008
Y2 - 8 September 2008 through 12 September 2008
ER -