Europe/Lisbon
Online

Jorge Milhazes Freitas, Faculty of Sciences of the University of Porto and CMUP

Enriched functional limit theorems for dynamical systems

We consider stochastic processes arising from chaotic systems by evaluating an heavy tailed observable function along the orbits of the system. We prove the convergence of a normalised sum process to a Lévy process with excursions, designed to describe the oscillations observed during the clusters of extremal observations. The applications to specific systems include both hyperbolic and non-uniformly expanding systems.

Joint seminar CEMAT and CEAUL