Jorge Milhazes Freitas (University of Porto): Enhanced functional limit theorems for chaotic dynamics and heavy tailed observables

BudWiSer event

Abstract:  

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 LĂŠvy 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.