event
Tuesday 05 May 2015: AG dynamics seminar: Borel Cantelli Lemmas and almost sure convergence of extremes for hyperbolic dynamical systems
Mark Holland - University of Exeter
Harrison 209 16:00-17:00
For dynamical systems we discuss the statistics of extremes, namely the statistical limit laws that govern the process $M_{n}=\max\{X_1,X_2,\ldots,X_n\}$ , where $X_i$ correspond to a stationary time series of observations generated by the dynamical system. We discuss extreme statistics for a range of examples of interest to those working in ergodic theory and chaotic dynamical systems. In a work in progress, we discuss almost sure growth rates of $M_n$, and the statistics of records: namely the distribution of times $n$ such that $X_{n}=M_n$.
(delivered from Exeter by video-link)
