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.
Enhanced functional limit theorems for chaotic dynamics and heavy tailed observables
29.01.2021 14:00 - 15:00
Organiser:
H. Bruin, R. Zweimüller
Location:
zoom-meeting