For flows whose return map on a cross section has sufficient mixing property, we show that the hitting time distribution of the flow to balls is exponential in limit. We also establish a link between the extreme value distribution of the flow and its hitting time distribution, generalizing a previous work by Freitas et al. in the discrete time case. Finally we show that for maps that can be modeled by Young`s tower with polynomial tail, the extreme value law holds.
There is a natural connection between two types of recurrence law: hitting times to shrinking targets, and hitting times to a fixed target (usually seen as escape through a hole). We show that for systems which mix exponentially fast, one can move through a natural parameter space from one to the other. On the other hand, if the mixing is subexponential, there is a phase transition between the hitting times law and the escape law.
We prove quenched laws of hitting time statistics for random subshifts of finite type. In particular we prove a dichotomy between the law for periodic and for non-periodic points. We show that this applies to random Gibbs measures.
In this paper we study the distribution of hitting and return times for observations of dynamical systems. We apply this results to get an exponential law for the distribution of hitting and return times for rapidly mixing random dynamical systems. In particular, it allows us to obtain an exponential law for random expanding maps, random circle maps expanding in average and randomly perturbed dynamical systems.
We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial maximum of stochastic processes). This relation allows to study Hitting Time Statistics with tools from Extreme Value Theory, and vice versa. We apply these results to non-uniformly hyperbolic systems and prove that a multimodal map with an absolutely continuous invariant measure must satisfy the classical extreme value laws (with no extra condition on the spee…
Suppose $(f,\mathcal{X},μ)$ is a measure preserving dynamical system and $ϕ\colon \mathcal{X} \to \mathbb{R}$ a measurable function. Consider the maximum process $M_n:=\max\{X_1 \ldots,X_n\}$, where $X_i=ϕ\circ f^{i-1}$ is a time series of observations on the system. Suppose that $(u_n)$ is a non-decreasing sequence of real numbers, such that $μ(X_1>u_n)\to 0$. For certain dynamical systems, we obtain a zero--one measure dichotomy for $μ(M_n\leq u_n\,\textrm{i.o.})$ depending on the sequence $u_n$. Specific examples are piecewise expanding interval maps including the Gauss map. For the broader…
We prove that if a system has superpolynomial (faster than any power law) decay of correlations (with respect to Lipschitz observables) then the time $τ(x,S_{r})$ needed for a typical point $x$ to enter for the first time a set $S_{r}=\{x:f(x)\leq r\}$ which is a sublevel of a Lipschitz funcion $f$ scales as $\frac{1}{μ(S_{r})}$ i.e. \begin{equation*} \underset{r\to 0}{\lim }\frac{\log τ(x,S_{r})}{-\log r}=\underset{r\to 0}{\lim}\frac{\log μ(S_{r})}{\log (r)}. \end{equation*} This generalizes a previous result obtained for balls. We will also consider relations with the return time distributio…
We show that a compound Poisson distribution holds for scaled exceedances of observables $ϕ$ uniquely maximized at a periodic point $ζ$ in a variety of two-dimensional hyperbolic dynamical systems with singularities $(M,T,μ)$, including the billiard maps of Sinai dispersing billiards in both the finite and infinite horizon case. The observable we consider is of form $ϕ(z)=-\ln d(z,ζ)$ where $d$ is a metric defined in terms of the stable and unstable foliation. The compound Poisson process we obtain is a Pólya-Aeppli distibution of index $θ$. We calculate $θ$ in terms of the derivative of the m…
We study convergence of return- and hitting-time distributions of small sets $E_{k}$ with $μ(E_{k})\rightarrow0$ in recurrent ergodic dynamical systems preserving an infinite measure $μ$. Some properties which are easy in finite measure situations break down in this null-recurrent setup. However, in the presence of a uniform set $Y$ with wandering rate regularly varying of index $1-α$ with $α\in(0,1]$, there is a scaling function suitable for all subsets of $Y$. In this case, we show that return distributions for the $E_{k}$ converge iff the corresponding hitting time distributions do, and we …
In this paper we study the distribution of hitting times for a class of random dynamical systems. We prove that for invariant measures with super-polynomial decay of correlations hitting times to dynamically defined cylinders satisfy exponential distribution. Similar results are obtained for random expanding maps. We emphasize that what we establish is a quenched exponential law for hitting times.
We prove that for any $α$-mixing stationnary process the hitting time of any $n$-string $A_n$ converges, when suitably normalized, to an exponential law. We identify the normalization constant $λ(A_n)$. A similar statement holds also for the return time. To establish this result we prove two other results of independent interest. First, we show a relation between the rescaled hitting time and the rescaled return time, generalizing a theorem by Haydn, Lacroix and Vaienti. Second, we show that for positive entropy systems, the probability of observing any $n$-string in $n$ consecutive observatio…
We discuss how an eigenvalue perturbation formula for transfer operators of dynamical systems is related to exponential hitting time distributions and extreme value theory for processes generated by chaotic dynamical systems. We also list a number of piecewise expanding systems to which this general theory applies and discuss the prospects to apply this theory to some classes of piecewise hyperbolic systems.
We give conditions to prove the existence of an Extremal Index for general stationary stochastic processes by detecting the presence of one or more underlying periodic phenomena. This theory, besides giving general useful tools to identify the extremal index, is also tailored to dynamical systems. In fact, we apply this idea to analyse the possible Extreme Value Laws for the stochastic process generated by observations taken along dynamical orbits with respect to various measures. As in the authors' previous works on this topic, the analogy of these laws in the context of hitting time statisti…
In a minimal flow, the hitting time is the exponent of the power law, as r goes to zero, for the time needed by orbits to become r-dense. We show that on the so-called Ornithorynque origami the hitting time of the flow in an irrational slope equals the diophantine type of the slope. We give a general criterion for such equality. In general, for genus at least two, hitting time is strictly bigger than diophantine type.
The perceived randomness in the time evolution of "chaotic" dynamical systems can be characterized by universal probabilistic limit laws, which do not depend on the fine features of the individual system. One important example is the Poisson law for the times at which a particle with random initial data hits a small set. This was proved in various settings for dynamical systems with strong mixing properties. The key result of the present study is that, despite the absence of mixing, the hitting times of integrable flows also satisfy universal limit laws which are, however, not Poisson. We desc…
We prove dynamical Borel Canteli Lemmas for discrete time homogenous flows hitting a sequence of shrinking targets in a hyperbolic manifold. These results apply to both diagonalizable and unipotent flows, and any family of measurable shrinking targets. As a special case, we establish logarithm laws for the first hitting times to shrinking balls and shrinking cusp neighborhoods, refining and improving on perviously known results.
We construct a zero-entropy weakly mixing finite-valued process with the exponential limit law for return resp. hitting times. This limit law is obtained in almost every point, taking the limit along the full sequence of cylinders around the point. Till now, the exponential limit law for return resp. hitting times, taking the limit along the full sequence of cylinders, have been obtained only in positive-entropy processes satisfying some strong mixing conditions of Rossenblatt type.
In this paper we study the quenched distributions of hitting times for a class of random dynamical systems. We prove that hitting times to dynamically defined cylinders converge to a Poisson point process under the law of random equivariant measures with super-polynomial decay of correlations. In particular, we apply our results to uniformly aperiodic random subshifts of finite type equipped with random invariant Gibbs measures. We emphasize that we make no assumptions about the mixing property of the marginal measure.
We study map lattices coupled by collision and show how perturbations of transfer operators associated with the spatially periodic approximation of the model can be used to extract information about collisions per lattice unit. More precisely, we study a map on a finite box of $L$ sites with periodic boundary conditions, coupled by collision. We derive, via a non-trivial first order approximation for the leading eigenvalue of the rare event transfer operator, a formula for the first collision rate and a corresponding first hitting time law. For the former we show that the formula scales at the…
We consider the flow in direction $θ$ on a translation surface and we study the asymptotic behavior for $r\to 0$ of the time needed by orbits to hit the $r$-neighborhood of a prescribed point, or more precisely the exponent of the corresponding power law, which is known as hitting time. For flat tori the limsup of hitting time is equal to the diophantine type of the direction $θ$. In higher genus, we consider a generalized geometric notion of diophantine type of a direction $θ$ and we seek for relations with hitting time. For genus two surfaces with just one conical singularity we prove that t…
Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a chaotic dynamical system, generalized dimensions take on a dynamical meaning, as they provide the rate function for the large deviations of the first hitting time, which is the (average) time required to connect any two different regions in phase space. We prove this result rigorously under a set of stringent assumptions. As a consequence, the statistics of hitt…
In this paper we prove that the Poincaré map associated to a Lorenz like flow has exponential decay of correlations with respect to Lipschitz observables. This implies that the hitting time associated to the flow satisfies a logarithm law. The hitting time $τ_r(x,x_0)$ is the time needed for the orbit of a point $x$ to enter for the first time in a ball $B_r(x_0)$ centered at $x_0$, with small radius $r$. As the radius of the ball decreases to 0 its asymptotic behavior is a power law whose exponent is related to the local dimension of the SRB measure at $x_0$: for each $x_0$ such that the loca…
Let $τ_r(x,x_0)$ be the time needed for a point $x$ to enter for the first time in a ball $B_r(x_0)$ centered in $x_0$, with small radius $r$. We construct a class of translations on the two torus having particular arithmetic properties (Liouville components with intertwined denominators of convergents) not satisfying a logarithm law, i.e. such that for generic $x,x_0$ \liminf_{r\to 0} \frac{\log τ_r(x,x_0)}{-\log r} = \infty. By considering a suitable reparametrization of the flow generated by a suspension of this translation, using a previous construction by Fayad, we show the existence of a…
Let $\mathcal{M}$ be a geometrically finite hyperbolic manifold. We present a very general theorem on the shrinking target problem for the geodesic flow, using its exponential mixing. This includes a strengthening of Sullivan's logarithm law for the excursion rate of the geodesic flow. More generally, we prove logarithm laws for the first hitting time for shrinking cusp neighborhoods, shrinking tubular neighborhoods of a closed geodesic, and shrinking metric balls, as well as give quantitative estimates for the time a generic geodesic spends in such shrinking targets.
A classical Borel Cantelli Lemma gives conditions for deciding whether an infinite number of rare events will almost surely happen. In this article, we propose an extension of Borel Cantelli Lemma to characterize the multiple occurrence of events on the same time scale. Our results imply multiple Logarithm Laws for recurrence and hitting times, as well as Poisson Limit Laws for systems which are exponentially mixing of all orders. The applications include geodesic flows on compact negatively curved manifolds, geodesic excursions, Diophantine approximations and extreme value theory for dynamica…
In this paper we prove an extreme value law for a stochastic process obtained by iterating the Rényi map $x \mapsto βx \pmod 1$, where we assume that $β>1$ is an integer. Haiman (2018) derived a recursion formula for the Lebesgue measure of threshold exceedance sets. We show how this recursion formula is related to a rescaled version of the $k$-generalized Fibonacci sequence. For the latter sequence we derive a Binet formula which leads to a closed-form expression for the distribution of partial maxima of the stochastic process. The proof of the extreme value law is completed by deriving sharp…
We prove the equivalence between the existence of a non-trivial hitting time statistics law and Extreme Value Laws in the case of dynamical systems with measures which are not absolutely continuous with respect to Lebesgue. This is a counterpart to the result of the authors in the absolutely continuous case. Moreover, we prove an equivalent result for returns to dynamically defined cylinders. This allows us to show that we have Extreme Value Laws for various dynamical systems with equilibrium states with good mixing properties. In order to achieve these goals we tailor our observables to the f…
We study non-stationary stochastic processes arising from sequential dynamical systems built on maps with a neutral fixed points and prove the existence of Extreme Value Laws for such processes. We use an approach developed in \cite{FFV16}, where we generalised the theory of extreme values for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting. The present work is an extension of our previous results for concatenations of uniformly expanding maps obtained in \cite{FFV16}.
It has been shown that sufficiently well mixing dynamical systems with positive entropy have extreme value laws which in the limit converge to one of the three standard distributions known for i.i.d. processes, namely Gumbel, Fréchet and Weibull distributions. In this short note we give an example which has a non-standard limiting distribution for its extreme values. Rotations of the circle by irrational numbers are used and it will be shown that the limiting distribution is a step function where the limit has to be taken along a suitable sequence given by the convergents.
In this paper we prove the existence of Extreme Value Laws for dynamical systems perturbed by instrument-like-error, also called observational noise. An orbit perturbed with observational noise mimics the behavior of an instrumentally recorded time series. Instrument characteristics - defined as precision and accuracy - act both by truncating and randomly displacing the real value of a measured observable. Here we analyze both these effects from a theoretical and numerical point of view. First we show that classical extreme value laws can be found for orbits of dynamical systems perturbed with…
We develop and generalize the theory of extreme value for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting. We apply our results to non-autonomous dynamical systems, in particular to {\em sequential dynamical systems}, given by uniformly expanding maps, and to a few classes of random dynamical systems. Some examples are presented and worked out in detail.
We consider an ergodic process on finitely many states, with positive entropy. Our first main result asserts that the distribution function of the normalized waiting time for the first visit to a small (i.e., over a long block) cylinder set $B$ is, for majority of such cylinders and up to epsilon, dominated by the exponential distribution function $1-e^{-t}$. That is, the occurrences of so understood "rare event" $B$ along the time axis can appear either with gap sizes of nearly exponential distribution (like in the independent Bernoulli process), or they "attract" each-other. Our second main …
The object of this paper is twofold. From one side we study the dichotomy, in terms of the Extremal Index of the possible Extreme Value Laws, when the rare events are centred around periodic or non periodic points. Then we build a general theory of Extreme Value Laws for randomly perturbed dynamical systems. We also address, in both situations, the convergence of Rare Events Point Processes. Decay of correlations against $L^1$ observables will play a central role in our investigations.
The Hurwitz complex continued fraction is a generalization of the nearest integer continued fraction. In this paper we prove various results concerning extremes of the modulus of Hurwitz complex continued fraction digits. This includes a Poisson law and an extreme value law. The results are based on cusp estimates of the invariant measure about which information is still limited. In the process, we get several results concerning extremes of nearest integer continued fractions as well.
Extreme value theory for chaotic dynamical systems is a rapidly expanding area of research. Given a system and a real function (observable) defined on its phase space, extreme value theory studies the limit probabilistic laws obeyed by large values attained by the observable along orbits of the system. Based on this theory, the so-called block maximum method is often used in applications for statistical prediction of large value occurrences. In this method, one performs inference for the parameters of the Generalised Extreme Value (GEV) distribution, using maxima over blocks of regularly sampl…
Typically, in the dynamical theory of extremal events, the function that gauges the intensity of a phenomenon is assumed to be convex and maximal, or singular, at a single, or at most a finite collection of points in phase--space. In this paper we generalize this situation to fractal landscapes, i.e. intensity functions characterized by an uncountable set of singularities, located on a Cantor set. This reveals the dynamical rôle of classical quantities like the Minkowski dimension and content, whose definition we extend to account for singular continuous invariant measures. We also introduce t…
We consider stationary stochastic processes arising from dynamical systems by evaluating a given observable along the orbits of the system. We focus on the extremal behaviour of the process, which is related to the entrance in certain regions of the phase space, which correspond to neighbourhoods of the maximal set $\mathcal M$, i.e. the set of points where the observable is maximised. The main novelty here is the fact that we consider that the set $\mathcal M$ may have a countable number of points, which are associated by belonging to the orbit of a certain point, and may have accumulation po…
