Please use this identifier to cite or link to this item: https://hdl.handle.net/10216/90523
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dc.creatorAna Cristina M Moreira Freitas
dc.creatorJorge Milhazes Freitas
dc.creatorMike Todd
dc.date.accessioned2019-02-04T02:50:08Z-
dc.date.available2019-02-04T02:50:08Z-
dc.date.issued2015
dc.identifier.issn0304-4149
dc.identifier.othersigarra:110630
dc.identifier.urihttps://repositorio-aberto.up.pt/handle/10216/90523-
dc.description.abstractWe 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.
dc.language.isoeng
dc.rightsopenAccess
dc.subjectMatemática
dc.subjectMathematics
dc.titleSpeed of convergence for laws of rare events and escape rates
dc.typeArtigo em Revista Científica Internacional
dc.contributor.uportoFaculdade de Economia
dc.contributor.uportoFaculdade de Ciências
dc.identifier.doi10.1016/j.spa.2014.11.011
dc.identifier.authenticusP-00M-Y8H
dc.subject.fosCiências exactas e naturais::Matemática
dc.subject.fosNatural sciences::Mathematics
Appears in Collections:FCUP - Artigo em Revista Científica Internacional
FEP - Artigo em Revista Científica Internacional

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