Paper

Quantitative recurrence statistics and convergence to an extreme value distribution for non-uniformly hyperbolic dynamical systems

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Published 30 June 2016 © 2016 IOP Publishing Ltd & London Mathematical Society
, , Citation M P Holland et al 2016 Nonlinearity 29 2355 DOI 10.1088/0951-7715/29/8/2355

0951-7715/29/8/2355

Abstract

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 recurrence statistics. We envisage that such information will lead to more efficient statistical parameter estimation schemes based upon the block-maxima method.

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10.1088/0951-7715/29/8/2355