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20062026
most citedExtremal Index, Hitting Time Statistics and periodicity

103 citations · 493 across the 27 of their papers we have counts for

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Showing 2015 · math.DSShow all

6 papers · 2 filters

math.DS2015

Extreme Value Laws for non stationary processes generated by sequential and random dynamical systems

Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Sandro Vaienti

We develop and generalize the theory of extreme value for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this set…

math.DS2015

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…

math.DS2015★ 19 cited

Clustering of extreme events created by multiple correlated maxima

Davide Azevedo, Ana Cristina Moreira Freitas, Jorge Milhazes Freitas +1

We consider stochastic processes arising from dynamical systems by evaluating an observable function along the orbits of the system. The novelty is that we will consider observable…

math.DS2015★ 31 cited

Rare Events for the Manneville-Pomeau map

Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Mike Todd +1

We prove a dichotomy for Manneville-Pomeau maps : given any point , either the Rare Events Point Processes (REPP), counting the number of exceedances…

math.DS2015★ 25 cited

Extremal dichotomy for uniformly hyperbolic systems

Maria Carvalho, Ana Cristina Moreira Freitas, Jorge Milhazes Freitas +2

We consider the extreme value theory of a hyperbolic toral automorphism showing that if a Hölder observation which is a function of a Euclide…

math.DS2015★ 3 cited

Extreme Value Theory for Piecewise Contracting Maps with Randomly Applied Stochastic Perturbations

D. Faranda, J. -M. Freitas, P. Guiraud +1

We consider globally invertible and piecewise contracting maps in higher dimensions and we perturb them with a particular kind of noise introduced by Lasota and Mackey. We got rand…