| bibtype |
J -
Journal Article
|
| ARLID |
0434480 |
| utime |
20240103204951.8 |
| mtime |
20141124235959.9 |
| SCOPUS |
84938419766 |
| WOS |
000358779700010 |
| DOI |
10.1017/etds.2014.11 |
| title
(primary) (eng) |
Example of a Non-standard Extreme Value Law |
| specification |
| page_count |
11 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0252855 |
| ISSN |
0143-3857 |
| title
|
Ergodic Theory and Dynamical Systems |
| volume_id |
35 |
| volume |
6 (2015) |
| page_num |
1902-1912 |
|
| keyword |
extreme-value law |
| keyword |
rotations of unit circle |
| keyword |
non-mixing systems |
| keyword |
discrete law |
| keyword |
Gumbel distribution |
| keyword |
Weibull distribution |
| keyword |
Frechet distribution |
| keyword |
return times |
| author
(primary) |
| ARLID |
cav_un_auth*0310074 |
| name1 |
Haydn |
| name2 |
N. |
| country |
US |
|
| author
|
| ARLID |
cav_un_auth*0219359 |
| name1 |
Kupsa |
| name2 |
Michal |
| full_dept (cz) |
Stochastická informatika |
| full_dept |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department |
SI |
| institution |
UTIA-B |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| abstract
(eng) |
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. |
| reportyear |
2016 |
| RIV |
BB |
| num_of_auth |
2 |
| mrcbC52 |
4 A 4a 20231122140556.7 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0239384 |
| confidential |
S |
| mrcbT16-e |
MATHEMATICS|MATHEMATICSAPPLIED |
| mrcbT16-j |
1.315 |
| mrcbT16-s |
1.748 |
| mrcbT16-4 |
Q1 |
| mrcbT16-B |
86.521 |
| mrcbT16-C |
71.702 |
| mrcbT16-D |
Q1 |
| mrcbT16-E |
Q1* |
| arlyear |
2015 |
| mrcbTft |
\nSoubory v repozitáři: kupsa-0434480.pdf |
| mrcbU14 |
84938419766 SCOPUS |
| mrcbU34 |
000358779700010 WOS |
| mrcbU63 |
cav_un_epca*0252855 Ergodic Theory and Dynamical Systems 0143-3857 1469-4417 Roč. 35 č. 6 2015 1902 1912 |
|