A tour in extreme value laws
 
 
Description: 

In this talk, we analyse the stochastic process that arises from a dynamical system by evaluating an observable function along a given orbit of the system. Our goal is to give sufficient conditions for the existence of an Extreme Value Law for the considered process. We will present an example where the observable function is maximized in a Cantor Set and we will prove the existence of an Extreme Value Law with Extremal Index less than 1.

 

(*) Jorge Soares is a PhD student of the Joint PhD Program UC|UP, working at the University of Porto, in Dynamical Systems, under the supervision of Professor Jorge Milhazes de Freitas.

Date:  2018-03-09
Start Time:   14:15
Speaker:  Jorge Soares (UC|UP PhD student)
Institution:  UC|UP PhD Programme
Place:  Room 2.5 DMat
See more:   <Main>   <Research Seminar Program - UC|UP MATH PhD Program>  
 
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