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Extreme Values and Recurrence for Deterministic and Stochastic Dynamics

Abstract : In this work, we study the statistical properties of deterministic and stochastic dynamical systems. We are particularly interested in extreme values and recurrence. We prove the existence of Extreme Value Laws (EVLs) and Hitting Time Statistics (HTS)/ ReturnTime Statistics (RTS) for systems with decay of correlations against L1 observables. We also carry out the study of the convergence of Rare Event Point Processes (REPP). In the first part, we investigate the problem for deterministic dynamics and completely characterise the extremal behaviour of expanding systems by giving a dichotomy relying on the existence of an Extremal Index (EI). Namely, we show that the EI is strictly less than 1 for periodic centres and is equal to 1 for non-periodic ones. In a more general setting, we prove that the REPP converges to a standard Poisson if the centre is non-periodic, and to a compound Poisson with a geometric multiplicity distribution for the periodic case. Moreover, we perform an analysis of the convergence of the REPP at discontinuity points which gives the convergence to a compound Poisson with a multiplicity distribution different than the usual geometric one.In the second part, we consider stochastic dynamics by randomly perturbing a deterministic system with additive noise. We present two complementary methods which allow us to obtain EVLs and statistics of recurrence in the presence of noise. The first approach is more probabilistically oriented while the second one uses spectral theory. We conclude that, regardless of the centre chosen, the EI is always equal to 1 and the REPP converges to the standard Poisson.
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Submitted on : Monday, January 13, 2014 - 5:02:09 PM
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  • HAL Id : tel-00929727, version 1


Hale Aytac Aytaç. Extreme Values and Recurrence for Deterministic and Stochastic Dynamics. General Mathematics [math.GM]. Université de Toulon; Universidade do Porto. Faculdade de ciências, 2013. English. ⟨NNT : 2013TOUL0006⟩. ⟨tel-00929727⟩



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