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Description: |
The extremal index appears as a parameter in Extreme Value Laws, characterising the clustering of extreme events. We apply this idea to a dynamical systems context to analyse the possible extreme value laws for the stochastic process generated by observations taken along dynamical orbits. We also present results about the limiting rare events points processes obtained in this context. Finally, we build dynamically generated stochastic processes for which the usual interpretation of the extremal index does not hold.
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Date: |
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| Start Time: |
16:00 |
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Speaker: |
Ana Cristina Freitas (CMUP, Univ. Porto)
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Institution: |
CMUP, Universidade do Porto
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Place: |
Sala 2.5, DMUC
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See more:
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<Main>
<UC|UP MATH PhD Program>
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