Extremes and extremal indices for level set observables on hyperbolic systems

Abstract

Consider an ergodic measure preserving dynamical system $(T,X,\mu )$, and an observable $\varphi :X\to \mathbb{R}$. For the time series $X_n(x)=\varphi (T^n(x))$, we establish limit laws for the maximum process $M_n={\max }_{k\le n}{X}_k$ in the case where $\varphi$ is an observable maximized on a curve or submanifold, and $(T,X,\mu )$ is a hyperbolic dynamical system. Such observables arise naturally in weather and climate applications. We consider the extreme value laws and extremal indices for these observables on Anosov diffeomorphisms, Sinai dispersing billiards and coupled expanding maps. In particular we obtain clustering and nontrivial extremal indices due to self intersection of submanifolds under iteration by the dynamics, not arising from any periodicity.

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• Extremal Index, Hitting Time Statistics and periodicity
• Speed of convergence for laws of rare events and escape rates
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• Analysis of Round Off Errors with Reversibility Test as a Dynamical Indicator
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Cited by in corpus (1)

• Extreme value distributions of observation recurrences