Speed of convergence to an extreme value distribution for non-uniformly hyperbolic dynamical systems

被引:6
作者
Holland, Mark [1 ]
Nicol, Matthew [2 ]
机构
[1] Univ Exeter, Dept Math, Exeter EX4 4QF, Devon, England
[2] Univ Houston, Dept Math, Houston, TX 77204 USA
关键词
Ergodic theory; dynamical systems; extreme statistics; TIME STATISTICS; RARE EVENTS; RETURN; RATES; LAWS;
D O I
10.1142/S0219493715500288
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Suppose (f, X,v) is a dynamical system and phi : X -> R is an observation with a unique maximum at a (generic) point in X. We consider the time series of successive maxima M-n(x) := max{phi(x), ... , phi circle f(n-1)(x)}. Recent works have focused on the distributional convergence of such maxima (under suitable normalization) to an extreme value distribution. In this paper, for certain dynamical systems, we establish convergence rates to the limiting distribution. In contrast to the case of i.i.d. random variables, the convergence rates depend on the rate of mixing and the recurrence time statistics. For a range of applications, including uniformly expanding maps, quadratic maps, and intermittent maps, we establish corresponding convergence rates. We also establish convergence rates for certain hyperbolic systems such as Anosov systems, and discuss convergence rates for non-uniformly hyperbolic systems, such as Henon maps.
引用
收藏
页数:23
相关论文
共 30 条
[1]  
[Anonymous], PREPRINT
[2]  
[Anonymous], 1974, Real and Complex Analysis
[3]   ON ITERATIONS OF 1 - AX-2 ON ( - 1, 1) [J].
BENEDICKS, M ;
CARLESON, L .
ANNALS OF MATHEMATICS, 1985, 122 (01) :1-25
[4]   Poisson approximation for the number of visits to balls in non-uniformly hyperbolic dynamical systems [J].
Chazottes, J. -R. ;
Collet, P. .
ERGODIC THEORY AND DYNAMICAL SYSTEMS, 2013, 33 :49-80
[5]   Statistics of closest return for some non-uniformly hyperbolic systems [J].
Collet, P .
ERGODIC THEORY AND DYNAMICAL SYSTEMS, 2001, 21 :401-420
[6]  
De Melo W., 2012, One-Dimensional Dynamics
[7]   Escape rates for Gibbs measures [J].
Ferguson, Andrew ;
Pollicott, Mark .
ERGODIC THEORY AND DYNAMICAL SYSTEMS, 2012, 32 :961-988
[8]   On the link between dependence and independence in extreme value theory for dynamical systems [J].
Freitas, Ana Cristina Moreira ;
Freitas, Jorge Milhazes .
STATISTICS & PROBABILITY LETTERS, 2008, 78 (09) :1088-1093
[9]  
Galambos J., 1978, The Asymptotic Theory of Extreme Order Statistics
[10]  
Gupta C., 2011, ERGOD THEOR DYN, V30, P757