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Description: |
We will give an introduction to the Extreme Value Theory in a dynamical systems context. In particular, we will interpret the occurrence of rare events in terms of the hitting time to certain shrinking targets on the phase space of the possible states of a given system. We will present new conditions devised to prove the existence of limiting Extreme Value Laws (EVL) for general classes of dynamical systems. These EVL will be obtained both in the absence and presence of clustering, which will be associated to the periodic behaviour of the system. We will look carefully at this connection between clustering and periodicity and eventually establish a dichotomy regarding the types of extremal behaviour expected for expanding systems.
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Date: |
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Start Time: |
15:00 |
Speaker: |
Jorge Milhazes Freitas (CMUP, Univ. Porto)
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Institution: |
CMUP, Univ. Porto
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Research Groups: |
-Probability and Statistics
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See more:
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