Hitting time statistics and extreme value theory
نویسندگان
چکیده
منابع مشابه
Hitting Time Statistics and Extreme Value Theory
We consider discrete time dynamical system 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 resu...
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ژورنال
عنوان ژورنال: Probability Theory and Related Fields
سال: 2009
ISSN: 0178-8051,1432-2064
DOI: 10.1007/s00440-009-0221-y