Počet záznamů: 1  

Example of a Non-standard Extreme Value Law

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    0434480 - ÚTIA 2016 RIV GB eng J - Článek v odborném periodiku
    Haydn, N. - Kupsa, Michal
    Example of a Non-standard Extreme Value Law.
    Ergodic Theory and Dynamical Systems. Roč. 35, č. 6 (2015), s. 1902-1912. ISSN 0143-3857. E-ISSN 1469-4417
    Institucionální podpora: RVO:67985556
    Klíčová slova: extreme-value law * rotations of unit circle * non-mixing systems * discrete law * Gumbel distribution * Weibull distribution * Frechet distribution * return times
    Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum
    Impakt faktor: 0.983, rok: 2015
    http://library.utia.cas.cz/separaty/2014/SI/kupsa-0434480.pdf

    It has been shown that sufficiently well mixing dynamical systems with positive entropy have extreme-value laws which in the limit converge to one of the three standard distributions known for independently and identically distributed processes, namely Gumbel, Fréchet and Weibull distributions. In this short note, we give an example which has a non-standard limiting distribution for its extreme values. Rotations of the circle by irrational numbers are used and it will be shown that the limiting distribution is a step function where the limit has to be taken along a suitable sequence given by the convergents.
    Trvalý link: http://hdl.handle.net/11104/0239384

     
     
Počet záznamů: 1  

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