DICHOTOMY RESULTS FOR EVENTUALLY ALWAYS HITTING TIME STATISTICS AND ALMOST SURE GROWTH OF EXTREMES
(2024) In Transactions of the American Mathematical Society 377(6). p.3927-3982- Abstract
Suppose (f,X, μ) is a measure preserving dynamical system and φ: X → R a measurable function. Consider the maximum process Mn := max{X1, ,Xn}, where Xi = φ ○ fi-1 is a time series of observations on the system. Suppose that (un) is a non-decreasing sequence of real numbers, such that μ(X1 > un) → 0. For certain dynamical systems, we obtain a zero- one measure dichotomy for μ(Mn ≤ un i.o.) depending on the sequence un. Specific examples are piecewise expanding interval maps including the Gauß map. For the broader class of non-uniformly hyperbolic dynamical systems, we make significant improvements on existing literature for characterising the sequences un. Our results on the permitted sequences un are commensurate with the optimal... (More)
Suppose (f,X, μ) is a measure preserving dynamical system and φ: X → R a measurable function. Consider the maximum process Mn := max{X1, ,Xn}, where Xi = φ ○ fi-1 is a time series of observations on the system. Suppose that (un) is a non-decreasing sequence of real numbers, such that μ(X1 > un) → 0. For certain dynamical systems, we obtain a zero- one measure dichotomy for μ(Mn ≤ un i.o.) depending on the sequence un. Specific examples are piecewise expanding interval maps including the Gauß map. For the broader class of non-uniformly hyperbolic dynamical systems, we make significant improvements on existing literature for characterising the sequences un. Our results on the permitted sequences un are commensurate with the optimal sequences (and series criteria) obtained by Klass (1985) for i.i.d. processes. Moreover, we also develop new series criteria on the permitted sequences in the case where the i.i.d. theory breaks down. Our analysis has strong connections to specific problems in eventual always hitting time statistics and extreme value theory.
(Less)
- author
- Holland, Mark
; Kirsebom, Maxim
; Kunde, Philipp
and Persson, Tomas
LU
- organization
- publishing date
- 2024-06
- type
- Contribution to journal
- publication status
- published
- subject
- keywords
- eventually always hitting points, extremal index, Extreme value theory, Robbins- Siegmund series criterion
- in
- Transactions of the American Mathematical Society
- volume
- 377
- issue
- 6
- pages
- 56 pages
- publisher
- American Mathematical Society (AMS)
- external identifiers
-
- scopus:85195549788
- ISSN
- 0002-9947
- DOI
- 10.1090/tran/9102
- language
- English
- LU publication?
- yes
- id
- 323def2a-4e08-4382-b2c2-4382bdad03dd
- date added to LUP
- 2024-08-26 09:02:42
- date last changed
- 2024-08-26 09:04:06
@article{323def2a-4e08-4382-b2c2-4382bdad03dd, abstract = {{<p>Suppose (f,X, μ) is a measure preserving dynamical system and φ: X → R a measurable function. Consider the maximum process Mn := max{X1, ,Xn}, where Xi = φ ○ fi-1 is a time series of observations on the system. Suppose that (un) is a non-decreasing sequence of real numbers, such that μ(X1 > un) → 0. For certain dynamical systems, we obtain a zero- one measure dichotomy for μ(Mn ≤ un i.o.) depending on the sequence un. Specific examples are piecewise expanding interval maps including the Gauß map. For the broader class of non-uniformly hyperbolic dynamical systems, we make significant improvements on existing literature for characterising the sequences un. Our results on the permitted sequences un are commensurate with the optimal sequences (and series criteria) obtained by Klass (1985) for i.i.d. processes. Moreover, we also develop new series criteria on the permitted sequences in the case where the i.i.d. theory breaks down. Our analysis has strong connections to specific problems in eventual always hitting time statistics and extreme value theory.</p>}}, author = {{Holland, Mark and Kirsebom, Maxim and Kunde, Philipp and Persson, Tomas}}, issn = {{0002-9947}}, keywords = {{eventually always hitting points; extremal index; Extreme value theory; Robbins- Siegmund series criterion}}, language = {{eng}}, number = {{6}}, pages = {{3927--3982}}, publisher = {{American Mathematical Society (AMS)}}, series = {{Transactions of the American Mathematical Society}}, title = {{DICHOTOMY RESULTS FOR EVENTUALLY ALWAYS HITTING TIME STATISTICS AND ALMOST SURE GROWTH OF EXTREMES}}, url = {{http://dx.doi.org/10.1090/tran/9102}}, doi = {{10.1090/tran/9102}}, volume = {{377}}, year = {{2024}}, }