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Author(s): Ana Cristina M Moreira Freitas
Jorge Milhazes Freitas
Mike Todd
Title: Speed of convergence for laws of rare events and escape rates
Issue Date: 2015
Abstract: We obtain error terms on the rate of convergence to Extreme Value Laws, and to the asymptotic Hitting Time Statistics, for a general class of weakly dependent stochastic processes. The dependence of the error terms on the 'time' and 'length' scales is very explicit. Specialising to data derived from a class of dynamical systems we find even more detailed error terms, one application of which is to consider escape rates through small holes in these systems.
Subject: Matemática
Scientific areas: Ciências exactas e naturais::Matemática
Natural sciences::Mathematics
Document Type: Artigo em Revista Científica Internacional
Rights: openAccess
Appears in Collections:FCUP - Artigo em Revista Científica Internacional
FEP - Artigo em Revista Científica Internacional

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