American Institute of Mathematical Sciences

Advanced
November  2017, 37(11): 5861-5881. doi: 10.3934/dcds.2017255

Hitting times distribution and extreme value laws for semi-flows

Maria José Pacifico and  Fan Yang ,

Instituto de Matemática, Universidade Federal do Rio de Janeiro, C. P. 68.530, CEP 21.945-970, Rio de Janeiro, RJ, Brazil

* Corresponding author: Fan Yang

Received  September 2016 Revised  June 2017 Published  July 2017

Fund Project: Maria José Pacifico is partially supported by CNPq, FAPERJ.
Fan Yang is partially supported by CAPES

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 laws hold.

Keywords: Hitting times distribution, extreme value laws, suspension flow.
Mathematics Subject Classification: Primary: 37A05, 37A50, 37C10; Secondary: 60F99.
Citation: Maria José Pacifico, Fan Yang. Hitting times distribution and extreme value laws for semi-flows. Discrete & Continuous Dynamical Systems - A, 2017, 37 (11) : 5861-5881. doi: 10.3934/dcds.2017255
References:
[1]

V. S. Afraimovic, V. V. Bykov and L. P. Silnikov, The origin and structure of the Lorenz attractor, Dokl. Akad. Nauk., 234 (1977), 336-339.  doi: 10.2307/2152750.  Google Scholar

[2]

V. Araújo and M. J. Pacifico, Three-Dimensional Flows, volume 53 of Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge. A Series of Modern Surveys in Mathematics [Results in Mathematics and Related Areas. 3rd Series. A Series of Modern Surveys in Mathematics]. Springer, Heidelberg, 2010.  Google Scholar

[3]

V. Araújo, M. J. Pacifico, E. R. Pujals and M. Viana, Singular-hyperbolic attractors are chaotic, Trans. Amer. Math. Soc., 361 (2009), 2431-2485.  doi: 10.1090/S0002-9947-08-04595-9.  Google Scholar

[4]

J. R. Chazottes and P. Collet, Poisson approximation for the number of visits to balls in nonuniformly hyperbolic dynamical systems, Ergod. Th. & Dynam. Sys., 33 (2013), 49-80.  doi: 10.1017/S0143385711000897.  Google Scholar

[5]

P. Collet, Statistics of closest return for some non-uniformly hyperbolic systems, Ergod. Th. & Dynam. Sys., 21 (2001), 401-420.  doi: 10.1017/S0143385701001201.  Google Scholar

[6]

A. C. M. Freitas and J. M. Freitas, On the link between dependence and independence in extreme value theory for dynamical systems, Stat. Probab. Lett., 78 (2008), 1088-1093.  doi: 10.1016/j.spl.2007.11.002.  Google Scholar

[7]

A. C. M. Freitas, J. M. Freitas and M. Todd, Hitting time statistics and extreme value theory, Probab. Theory Related Fields, 147 (2010), 675-710.  doi: 10.1007/s00440-009-0221-y.  Google Scholar

[8]

A. C. M. Freitas, J. M. Freitas and M. Todd, Extreme value laws in dynamical systems for non-smooth observations, J. Stat. Phys., 142 (2011), 108-126.  doi: 10.1007/s10955-010-0096-4.  Google Scholar

[9]

J. M. Freitas, N. Haydn and M. Nicol, Convergence of rare event point processes to the Poisson process for planar billiards, Nonlinearity, 27 (2014), 1669-1687.  doi: 10.1088/0951-7715/27/7/1669.  Google Scholar

[10]

S. Galatolo, I. Nisoli and M. J. Pacifico, Decay of correlations and logarithm laws for Rovella attractors, preprint, arXiv: 1701.08743. Google Scholar

[11]

S. Galatolo and M. J. Pacifico, Lorenz like flows: Exponential decay of correlations for the poincaré map, logarithm law, quantitative recurrence, Ergodic Theory and Dynamical Systems, 30 (2010), 1703-1737.  doi: 10.1017/S0143385709000856.  Google Scholar

[12]

J. Guckenheimer and R. F. Williams, Structural stability of Lorenz attractors, Inst. Hautes Études Sci., 50 (1979), 59-72.   Google Scholar

[13]

C. Gupta, M. Holland and M. Nicol, Extreme value theory and return time statistics for dispersing billard maps and flows, Lozi maps and Lorenz-like maps, Ergod. Th. & Dynam. Sys., 31 (2011), 1363-1390.  doi: 10.1017/S014338571000057X.  Google Scholar

[14]

N. Haydn and K. Wassilewska, Limiting distribution and error terms for the number of visits to balls in non-uniformly hyperbolic dynamical systems, Discrete Contin. Dyn. Sys., 36 (2016), 2585-2611.  doi: 10.3934/dcds.2016.36.2585.  Google Scholar

[15]

M. Hirata, Poisson law for Axiom A diffeomorphisms, Ergod. Th. & Dynam. Sys., 13 (1993), 533-556.  doi: 10.1017/S0143385700007513.  Google Scholar

[16]

M. Hirata, B. Saussol and S. Vaienti, Statistics of return times: A general framework and new applications, Comm. Math. Phys., 206 (1999), 33-55.  doi: 10.1007/s002200050697.  Google Scholar

[17]

M. Holland, M. Nicol and A. Török, Extreme value theory for non-uniformly expanding dynamical systems, Trans. Amer. Math. Soc., 364 (2012), 661-688.  doi: 10.1090/S0002-9947-2011-05271-2.  Google Scholar

[18]

M. R. Leadbetter, G. Lindgren and H. Rootzén, Extremes and Related Properties of Random Sequences and Processes, Springer Series in Statistics, Springer-Verlag, New York, 1983.  Google Scholar

[19]

E. N. Lorenz, Deterministic nonperiodic flow, The Theory of Chaotic Attractors, (2004), 25-36.  doi: 10.1007/978-0-387-21830-4_2.  Google Scholar

[20]

V. Lucarini, D. Faranda, A. C. M. Freitas, J. M. Freitas, M. Holland, T. Kuna, M. Nicol and S. Vaienti, Extremes and Recurrence in Dynamical Systems, Pure and Applied Mathematics: A Wiley Series of Texts, Monographs and Tracts, Wiley, Hoboken, NJ, 2016. doi: 10.1002/9781118632321.  Google Scholar

[21]

P. Mattila, J. Marklof, Entry and return times for semi-flows, Nonlinearity, 30 (2017), 810-824, arXiv: 1605.02715. doi: 10.1088/1361-6544/aa518b.  Google Scholar

[22]

P. Mattila, Geometry of Sets and Measures in Euclidean Spaces, 1$^{st}$ ed. Cambridge: Cambridge University Press, 1995. doi: 10.1017/CBO9780511623813.  Google Scholar

[23]

C. A. Morales, M. J. Pacifico and E. R. Pujals, Singular hyperbolic systems, Proc. Am. Math. Soc., 127 (1999), 3393-3401.  doi: 10.1090/S0002-9939-99-04936-9.  Google Scholar

[24]

F. Péne and B. Saussol, Poisson law for some non-uniformly hyperbolic dynamical systems with polynomial rate of mixing, Ergod. Th. & Dynam. Sys., 36 (2016), 2602-2626.  doi: 10.1017/etds.2015.28.  Google Scholar

[25]

B. Pitskel, Poisson law for Markov chains, Ergod. Th. & Dynam. Sys., 11 (1991), 501-513.  doi: 10.1017/S0143385700006301.  Google Scholar

[26]

J. Rousseau, Recurrence rates for observations of flows, Ergod. Th. & Dynam. Sys., 32 (2012), 1727-1751.  doi: 10.1017/S014338571100037X.  Google Scholar

[27]

J. Rousseau, B. Saussol and P. Varandas, Exponential law for random subshifts of finite type, Stochastic Processes and their Applications, 124 (2014), 3260-3276.  doi: 10.1016/j.spa.2014.04.016.  Google Scholar

[28]

L.-S. Young, Statistical properties of dynamical systems with some hyperbolicity, Annals of Math., 147 (1998), 585-650.  doi: 10.2307/120960.  Google Scholar

[29]

L.-S. Young, Recurrence time and rate of mixing, Israel J. of Math., 110 (1999), 153-188.  doi: 10.1007/BF02808180.  Google Scholar

[30]

L. Zhang, Borel-Cantelli lemmas and extreme value theory for geometric Lorenz models, Nonlinearity, 29 (2016), 232-255.  doi: 10.1088/0951-7715/29/1/232.  Google Scholar

show all references

References:
[1]

V. S. Afraimovic, V. V. Bykov and L. P. Silnikov, The origin and structure of the Lorenz attractor, Dokl. Akad. Nauk., 234 (1977), 336-339.  doi: 10.2307/2152750.  Google Scholar

[2]

V. Araújo and M. J. Pacifico, Three-Dimensional Flows, volume 53 of Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge. A Series of Modern Surveys in Mathematics [Results in Mathematics and Related Areas. 3rd Series. A Series of Modern Surveys in Mathematics]. Springer, Heidelberg, 2010.  Google Scholar

[3]

V. Araújo, M. J. Pacifico, E. R. Pujals and M. Viana, Singular-hyperbolic attractors are chaotic, Trans. Amer. Math. Soc., 361 (2009), 2431-2485.  doi: 10.1090/S0002-9947-08-04595-9.  Google Scholar

[4]

J. R. Chazottes and P. Collet, Poisson approximation for the number of visits to balls in nonuniformly hyperbolic dynamical systems, Ergod. Th. & Dynam. Sys., 33 (2013), 49-80.  doi: 10.1017/S0143385711000897.  Google Scholar

[5]

P. Collet, Statistics of closest return for some non-uniformly hyperbolic systems, Ergod. Th. & Dynam. Sys., 21 (2001), 401-420.  doi: 10.1017/S0143385701001201.  Google Scholar

[6]

A. C. M. Freitas and J. M. Freitas, On the link between dependence and independence in extreme value theory for dynamical systems, Stat. Probab. Lett., 78 (2008), 1088-1093.  doi: 10.1016/j.spl.2007.11.002.  Google Scholar

[7]

A. C. M. Freitas, J. M. Freitas and M. Todd, Hitting time statistics and extreme value theory, Probab. Theory Related Fields, 147 (2010), 675-710.  doi: 10.1007/s00440-009-0221-y.  Google Scholar

[8]

A. C. M. Freitas, J. M. Freitas and M. Todd, Extreme value laws in dynamical systems for non-smooth observations, J. Stat. Phys., 142 (2011), 108-126.  doi: 10.1007/s10955-010-0096-4.  Google Scholar

[9]

J. M. Freitas, N. Haydn and M. Nicol, Convergence of rare event point processes to the Poisson process for planar billiards, Nonlinearity, 27 (2014), 1669-1687.  doi: 10.1088/0951-7715/27/7/1669.  Google Scholar

[10]

S. Galatolo, I. Nisoli and M. J. Pacifico, Decay of correlations and logarithm laws for Rovella attractors, preprint, arXiv: 1701.08743. Google Scholar

[11]

S. Galatolo and M. J. Pacifico, Lorenz like flows: Exponential decay of correlations for the poincaré map, logarithm law, quantitative recurrence, Ergodic Theory and Dynamical Systems, 30 (2010), 1703-1737.  doi: 10.1017/S0143385709000856.  Google Scholar

[12]

J. Guckenheimer and R. F. Williams, Structural stability of Lorenz attractors, Inst. Hautes Études Sci., 50 (1979), 59-72.   Google Scholar

[13]

C. Gupta, M. Holland and M. Nicol, Extreme value theory and return time statistics for dispersing billard maps and flows, Lozi maps and Lorenz-like maps, Ergod. Th. & Dynam. Sys., 31 (2011), 1363-1390.  doi: 10.1017/S014338571000057X.  Google Scholar

[14]

N. Haydn and K. Wassilewska, Limiting distribution and error terms for the number of visits to balls in non-uniformly hyperbolic dynamical systems, Discrete Contin. Dyn. Sys., 36 (2016), 2585-2611.  doi: 10.3934/dcds.2016.36.2585.  Google Scholar

[15]

M. Hirata, Poisson law for Axiom A diffeomorphisms, Ergod. Th. & Dynam. Sys., 13 (1993), 533-556.  doi: 10.1017/S0143385700007513.  Google Scholar

[16]

M. Hirata, B. Saussol and S. Vaienti, Statistics of return times: A general framework and new applications, Comm. Math. Phys., 206 (1999), 33-55.  doi: 10.1007/s002200050697.  Google Scholar

[17]

M. Holland, M. Nicol and A. Török, Extreme value theory for non-uniformly expanding dynamical systems, Trans. Amer. Math. Soc., 364 (2012), 661-688.  doi: 10.1090/S0002-9947-2011-05271-2.  Google Scholar

[18]

M. R. Leadbetter, G. Lindgren and H. Rootzén, Extremes and Related Properties of Random Sequences and Processes, Springer Series in Statistics, Springer-Verlag, New York, 1983.  Google Scholar

[19]

E. N. Lorenz, Deterministic nonperiodic flow, The Theory of Chaotic Attractors, (2004), 25-36.  doi: 10.1007/978-0-387-21830-4_2.  Google Scholar

[20]

V. Lucarini, D. Faranda, A. C. M. Freitas, J. M. Freitas, M. Holland, T. Kuna, M. Nicol and S. Vaienti, Extremes and Recurrence in Dynamical Systems, Pure and Applied Mathematics: A Wiley Series of Texts, Monographs and Tracts, Wiley, Hoboken, NJ, 2016. doi: 10.1002/9781118632321.  Google Scholar

[21]

P. Mattila, J. Marklof, Entry and return times for semi-flows, Nonlinearity, 30 (2017), 810-824, arXiv: 1605.02715. doi: 10.1088/1361-6544/aa518b.  Google Scholar

[22]

P. Mattila, Geometry of Sets and Measures in Euclidean Spaces, 1$^{st}$ ed. Cambridge: Cambridge University Press, 1995. doi: 10.1017/CBO9780511623813.  Google Scholar

[23]

C. A. Morales, M. J. Pacifico and E. R. Pujals, Singular hyperbolic systems, Proc. Am. Math. Soc., 127 (1999), 3393-3401.  doi: 10.1090/S0002-9939-99-04936-9.  Google Scholar

[24]

F. Péne and B. Saussol, Poisson law for some non-uniformly hyperbolic dynamical systems with polynomial rate of mixing, Ergod. Th. & Dynam. Sys., 36 (2016), 2602-2626.  doi: 10.1017/etds.2015.28.  Google Scholar

[25]

B. Pitskel, Poisson law for Markov chains, Ergod. Th. & Dynam. Sys., 11 (1991), 501-513.  doi: 10.1017/S0143385700006301.  Google Scholar

[26]

J. Rousseau, Recurrence rates for observations of flows, Ergod. Th. & Dynam. Sys., 32 (2012), 1727-1751.  doi: 10.1017/S014338571100037X.  Google Scholar

[27]

J. Rousseau, B. Saussol and P. Varandas, Exponential law for random subshifts of finite type, Stochastic Processes and their Applications, 124 (2014), 3260-3276.  doi: 10.1016/j.spa.2014.04.016.  Google Scholar

[28]

L.-S. Young, Statistical properties of dynamical systems with some hyperbolicity, Annals of Math., 147 (1998), 585-650.  doi: 10.2307/120960.  Google Scholar

[29]

L.-S. Young, Recurrence time and rate of mixing, Israel J. of Math., 110 (1999), 153-188.  doi: 10.1007/BF02808180.  Google Scholar

[30]

L. Zhang, Borel-Cantelli lemmas and extreme value theory for geometric Lorenz models, Nonlinearity, 29 (2016), 232-255.  doi: 10.1088/0951-7715/29/1/232.  Google Scholar

[1]

V. Chaumoître, M. Kupsa. k-limit laws of return and hitting times. Discrete & Continuous Dynamical Systems - A, 2006, 15 (1) : 73-86. doi: 10.3934/dcds.2006.15.73
[2]

Jean René Chazottes, E. Ugalde. Entropy estimation and fluctuations of hitting and recurrence times for Gibbsian sources. Discrete & Continuous Dynamical Systems - B, 2005, 5 (3) : 565-586. doi: 10.3934/dcdsb.2005.5.565
[3]

Vadim Kaushansky, Christoph Reisinger. Simulation of a simple particle system interacting through hitting times. Discrete & Continuous Dynamical Systems - B, 2019, 24 (10) : 5481-5502. doi: 10.3934/dcdsb.2019067
[4]

Maxim Sølund Kirsebom. Extreme value theory for random walks on homogeneous spaces. Discrete & Continuous Dynamical Systems - A, 2014, 34 (11) : 4689-4717. doi: 10.3934/dcds.2014.34.4689
[5]

R.L. Sheu, M.J. Ting, I.L. Wang. Maximum flow problem in the distribution network. Journal of Industrial & Management Optimization, 2006, 2 (3) : 237-254. doi: 10.3934/jimo.2006.2.237
[6]

Nicolai Haydn, Sandro Vaienti. The limiting distribution and error terms for return times of dynamical systems. Discrete & Continuous Dynamical Systems - A, 2004, 10 (3) : 589-616. doi: 10.3934/dcds.2004.10.589
[7]

Yu Zhou. On the distribution of auto-correlation value of balanced Boolean functions. Advances in Mathematics of Communications, 2013, 7 (3) : 335-347. doi: 10.3934/amc.2013.7.335
[8]

Tong Yang, Huijiang Zhao. Asymptotics toward strong rarefaction waves for $2\times 2$ systems of viscous conservation laws. Discrete & Continuous Dynamical Systems - A, 2005, 12 (2) : 251-282. doi: 10.3934/dcds.2005.12.251
[9]

Stefano Bianchini. On the shift differentiability of the flow generated by a hyperbolic system of conservation laws. Discrete & Continuous Dynamical Systems - A, 2000, 6 (2) : 329-350. doi: 10.3934/dcds.2000.6.329
[10]

Christophe Chalons, Paola Goatin, Nicolas Seguin. General constrained conservation laws. Application to pedestrian flow modeling. Networks & Heterogeneous Media, 2013, 8 (2) : 433-463. doi: 10.3934/nhm.2013.8.433
[11]

Martin Gugat, Alexander Keimer, Günter Leugering, Zhiqiang Wang. Analysis of a system of nonlocal conservation laws for multi-commodity flow on networks. Networks & Heterogeneous Media, 2015, 10 (4) : 749-785. doi: 10.3934/nhm.2015.10.749
[12]

Wen Shen. Traveling waves for conservation laws with nonlocal flux for traffic flow on rough roads. Networks & Heterogeneous Media, 2019, 14 (4) : 709-732. doi: 10.3934/nhm.2019028
[13]

Elena Rossi. Well-posedness of general 1D initial boundary value problems for scalar balance laws. Discrete & Continuous Dynamical Systems - A, 2019, 39 (6) : 3577-3608. doi: 10.3934/dcds.2019147
[14]

Leo G. Rebholz, Dehua Wang, Zhian Wang, Camille Zerfas, Kun Zhao. Initial boundary value problems for a system of parabolic conservation laws arising from chemotaxis in multi-dimensions. Discrete & Continuous Dynamical Systems - A, 2019, 39 (7) : 3789-3838. doi: 10.3934/dcds.2019154
[15]

Ivana Bochicchio, Claudio Giorgi, Elena Vuk. On the viscoelastic coupled suspension bridge. Evolution Equations & Control Theory, 2014, 3 (3) : 373-397. doi: 10.3934/eect.2014.3.373
[16]

P. J. McKenna. Oscillations in suspension bridges, vertical and torsional. Discrete & Continuous Dynamical Systems - S, 2014, 7 (4) : 785-791. doi: 10.3934/dcdss.2014.7.785
[17]

Kevin Ford. The distribution of totients. Electronic Research Announcements, 1998, 4: 27-34.

[18]

Huan Gao, Zhibao Li, Haibin Zhang. A fast continuous method for the extreme eigenvalue problem. Journal of Industrial & Management Optimization, 2017, 13 (3) : 1587-1599. doi: 10.3934/jimo.2017008
[19]

Tony Lyons. Geophysical internal equatorial waves of extreme form. Discrete & Continuous Dynamical Systems - A, 2019, 39 (8) : 4471-4486. doi: 10.3934/dcds.2019183
[20]

Xiangfeng Yang, Yaodong Ni. Extreme values problem of uncertain heat equation. Journal of Industrial & Management Optimization, 2019, 15 (4) : 1995-2008. doi: 10.3934/jimo.2018133

2018 Impact Factor: 1.143

Tools

Metrics

  • PDF downloads (18)
  • HTML views (20)
  • Cited by (0)

Other articles
by authors

[Back to Top]

Copyright © 2019 American Institute of Mathematical Sciences