A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2015; you can also visit the original URL.
The file type is application/pdf
.
Speed of convergence to an extreme value distribution for non-uniformly hyperbolic dynamical systems
2015
Stochastics and Dynamics
Suppose (f, X , ν) is a dynamical system and φ : X → R is an observation with a unique maximum at a (generic) point in X . We consider the time series of successive maxima M n (x) := max{φ(x), . . ., φ • f n−1 (x)}. Recent works have focused on the distributional convergence of such maxima (under suitable normalization) to an extreme value distribution. In this article, for certain dynamical systems, we establish convergence rates to the limiting distribution. In contrast to the case of i.i.d
doi:10.1142/s0219493715500288
fatcat:xjsofog3ung25aza6qejd7z2vm