3 papers · 1 filter
Point processes of non stationary sequences generated by sequential and random dynamical systems
Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Mário Magalhães +1
We give general sufficient conditions to prove the convergence of marked point processes that keep record of the occurrence of rare events and of their impact for non-autonomous dy…
Complete convergence and records for dynamically generated stochastic processes
Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Mário Magalhães
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 proce…
Convergence of Marked Point Processes of Excesses for Dynamical Systems
Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Mário Magalhães
We consider stochastic processes arising from dynamical systems simply by evaluating an observable function along the orbits of the system and study marked point processes associat…