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H 1 Hitting time statistics for random dynamical systems

Auteurs : Rousseau, Jérôme (Auteur de la Conférence)
CIRM (Editeur )

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    Résumé : We study law of rare events for random dynamical systems. We obtain an exponential law (with respect to the invariant measure of the skew-product) for super-polynomially mixing random dynamical systems.
    For random subshifts of finite type, we analyze the distribution of hitting times with respect to the sample measures. We prove that with a superpolynomial decay of correlations one can get an exponential law for almost every point and with stronger mixing assumptions one can get a law of rare events depending on the extremal index for every point. (These are joint works with Benoit Saussol and Paulo Varandas, and Mike Todd).

    Codes MSC :
    37A25 - Ergodicity, mixing, rates of mixing
    37A50 - Relations with probability theory and stochastic processes
    37B20 - Notions of recurrence
    37Dxx - Dynamical systems with hyperbolic behavior

      Informations sur la Vidéo

      Langue : Anglais
      Date de publication : 22/08/14
      Date de captation : 17/07/14
      Collection : Research talks ; Dynamical Systems and Ordinary Differential Equations ; Probability and Statistics
      Format : quicktime ; audio/x-aac
      Durée : 00:53:02
      Domaine : Probability & Statistics ; Dynamical Systems & ODE
      Audience : Chercheurs ; Doctorants , Post - Doctorants
      Download : https://videos.cirm-math.fr/2014-07-17_Rousseau.mp4

    Informations sur la rencontre

    Nom de la rencontre : Extreme value theory and laws of rare events / Théorie des valeurs extrêmes et lois des évènements rares
    Organisateurs de la rencontre : Freitas, Ana Cristina ; Freitas, Jorge ; Todd, Michael J. ; Vaienti, Sandro
    Dates : 14/07/14 - 18/07/14
    Année de la rencontre : 2014
    URL Congrès : http://www.mcs.st-and.ac.uk/~miket/CIRM_...

    Citation Data

    DOI : 10.24350/CIRM.V.18579503
    Cite this video as: Rousseau, Jérôme (2014). Hitting time statistics for random dynamical systems. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.18579503
    URI : http://dx.doi.org/10.24350/CIRM.V.18579503


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