Enriched functional limit theorems for chaotic dynamics and heavy tailed observables

Description:  We consider stochastic processes arising from chaotic systems by evaluating an heavy tailed observable function along the orbits of the system. We prove the convergence of a normalised sum process to a Lévy process with excursions, designed to describe the oscillations observed during the clusters of extremal observations. The applications to specific systems include both hyperbolic and non-uniformly expanding systems. Date:  2021-11-04 Start Time:   12:00 Speaker:  Jorge Freitas (CMUP, FCUP) Institution:  CMUP, FCUP Place:  Room 004, UP Math. Dept. See more:   <Main>   <UC|UP MATH PhD Program>