Complete convergence and records for dynamically generated stochastic processes
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- by Ana Cristina Moreira Freitas, Jorge Milhazes Freitas and Mário Magalhães PDF
- Trans. Amer. Math. Soc. 373 (2020), 435-478 Request permission
Abstract:
We consider empirical multi-dimensional rare events point processes that keep track both of the time occurrence of extremal observations and of their severity, for stochastic processes arising from a dynamical system, by evaluating a given potential along its orbits. This is done both in the absence and presence of clustering. A new formula for the piling of points on the vertical direction of bi-dimensional limiting point processes, in the presence of clustering, is given, which is then generalised for higher dimensions. The limiting multi-dimensional processes are computed for systems with sufficiently fast decay of correlations. The complete convergence results are used to study the effect of clustering on the convergence of extremal processes, record time, and record values point processes. An example where the clustering prevents the convergence of the record times point process is given.References
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Additional Information
- Ana Cristina Moreira Freitas
- Affiliation: Centro de Matemática e Faculdade de Economia da Universidade do Porto, Rua Dr. Roberto Frias, 4200-464 Porto, Portugal
- MR Author ID: 731326
- Email: amoreira@fep.up.pt
- Jorge Milhazes Freitas
- Affiliation: Centro de Matemática e Faculdade de Ciências da Universidade do Porto, Rua do Campo Alegre 687, 4169-007 Porto, Portugal
- MR Author ID: 754460
- Email: jmfreita@fc.up.pt
- Mário Magalhães
- Affiliation: Centro de Matemática da Universidade do Porto, Rua do Campo Alegre 687, 4169-007 Porto, Portugal
- Email: mdmagalhaes@fc.up.pt
- Received by editor(s): August 14, 2018
- Received by editor(s) in revised form: May 30, 2019
- Published electronically: September 10, 2019
- Additional Notes: The first and second authors would like to thank ICTP, where the final writing of the paper took place, for the financial support and hospitality
The first and second authors were partially supported by FCT projects FAPESP/19805/2014, PTDC/MAT-CAL/3884/2014, and PTDC/MAT-PUR/28177/2017, with national funds
The third author was partially supported by FCT grant SFRH/BPD/89474/2012, which is supported by the program POPH/FSE
All authors were partially supported by CMUP (UID/MAT/00144/2019), which is funded by FCT with national (MCTES) and European structural funds through the programs FEDER, under the partnership agreement PT2020 - © Copyright 2019 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 373 (2020), 435-478
- MSC (2010): Primary 37A50, 60G70, 60G55, 37B20, 37A25
- DOI: https://doi.org/10.1090/tran/7922
- MathSciNet review: 4042881