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Rare events for the Manneville–Pomeau map

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  • Freitas, Ana Cristina Moreira
  • Freitas, Jorge Milhazes
  • Todd, Mike
  • Vaienti, Sandro

Abstract

We prove a dichotomy for Manneville–Pomeau maps f:[0,1]→[0,1]: given any point ζ∈[0,1], either the Rare Events Point Processes (REPP), counting the number of exceedances, which correspond to entrances in balls around ζ, converge in distribution to a Poisson process; or the point ζ is periodic and the REPP converge in distribution to a compound Poisson process. Our method is to use inducing techniques for all points except 0 and its preimages, extending a recent result Haydn (2014), and then to deal with the remaining points separately. The preimages of 0 are dealt with applying recent results in Aytaç (2015). The point ζ=0 is studied separately because the tangency with the identity map at this point creates too much dependence, which causes severe clustering of exceedances. The Extremal Index, which measures the intensity of clustering, is equal to 0 at ζ=0, which ultimately leads to a degenerate limit distribution for the partial maxima of stochastic processes arising from the dynamics and for the usual normalising sequences. We prove that using adapted normalising sequences we can still obtain non-degenerate limit distributions at ζ=0.

Suggested Citation

  • Freitas, Ana Cristina Moreira & Freitas, Jorge Milhazes & Todd, Mike & Vaienti, Sandro, 2016. "Rare events for the Manneville–Pomeau map," Stochastic Processes and their Applications, Elsevier, vol. 126(11), pages 3463-3479.
  • Handle: RePEc:eee:spapps:v:126:y:2016:i:11:p:3463-3479
    DOI: 10.1016/j.spa.2016.05.001
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    References listed on IDEAS

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    1. Freitas, Ana Cristina Moreira & Freitas, Jorge Milhazes, 2008. "On the link between dependence and independence in extreme value theory for dynamical systems," Statistics & Probability Letters, Elsevier, vol. 78(9), pages 1088-1093, July.
    2. Abadi, Miguel & Saussol, Benoit, 2011. "Hitting and returning to rare events for all alpha-mixing processes," Stochastic Processes and their Applications, Elsevier, vol. 121(2), pages 314-323, February.
    3. Freitas, Ana Cristina Moreira & Freitas, Jorge Milhazes & Todd, Mike, 2015. "Speed of convergence for laws of rare events and escape rates," Stochastic Processes and their Applications, Elsevier, vol. 125(4), pages 1653-1687.
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    Cited by:

    1. Zweimüller, Roland, 2019. "Hitting-time limits for some exceptional rare events of ergodic maps," Stochastic Processes and their Applications, Elsevier, vol. 129(5), pages 1556-1567.

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