Extreme Value laws for dynamical systems under observational noise

In this paper we prove the existence of Extreme Value Laws for dynamical systems perturbed by instrument-like-error, also called observational noise. An orbit perturbed with observational noise mimics the behavior of an instrumentally recorded time series. Instrument characteristics - defined as precision and accuracy - act both by truncating and randomly displacing the real value of a measured observable. Here we analyze both these effects from a theoretical and numerical point of view. First we show that classical extreme value laws can be found for orbits of dynamical systems perturbed with observational noise. Then we present numerical experiments to support the theoretical findings and give an indication of the order of magnitude of the instrumental perturbations which cause relevant deviations from the extreme value laws observed in deterministic dynamical systems. Finally, we show that the observational noise preserves the structure of the deterministic attractor. This goes against the common assumption that random transformations cause the orbits asymptotically fill the ambient space with a loss of information about any fractal structures present on the attractor

Escape Rates Formulae and Metastability for Randomly perturbed maps

We provide escape rates formulae for piecewise expanding interval maps with `random holes'. Then we obtain rigorous approximations of invariant densities of randomly perturbed metabstable interval maps. We show that our escape rates formulae can be used to approximate limits of invariant densities of randomly perturbed metastable systems.Comment: Appeared in Nonlinearity, May 201

Metastability of Certain Intermittent Maps

We study an intermittent map which has exactly two ergodic invariant densities. The densities are supported on two subintervals with a common boundary point. Due to certain perturbations, leakage of mass through subsets, called holes, of the initially invariant subintervals occurs and forces the subsystems to merge into one system that has exactly one invariant density. We prove that the invariant density of the perturbed system converges in the $L^1$-norm to a particular convex combination of the invariant densities of the intermittent map. In particular, we show that the ratio of the weights in the combination equals to the limit of the ratio of the measures of the holes.Comment: 19 pages, 2 figure

Annealed and quenched limit theorems for random expanding dynamical systems

In this paper, we investigate annealed and quenched limit theorems for random expanding dynamical systems. Making use of functional analytic techniques and more probabilistic arguments with martingales, we prove annealed versions of a central limit theorem, a large deviation principle, a local limit theorem, and an almost sure invariance principle. We also discuss the quenched central limit theorem, dynamical Borel-Cantelli lemmas, Erd\"os-R\'enyi laws and concentration inequalities.Comment: Appeared online in Probability Theory and Related Field

Mixing properties in the advection of passive tracers via recurrences and extreme value theory

In this paper we characterize the mixing properties in the advection of passive tracers by exploiting the extreme value theory for dynamical systems. With respect to classical techniques directly related to the Poincar\'e recurrences analysis, our method provides reliable estimations of the characteristic mixing times and distinguishes between barriers and unstable fixed points. The method is based on a check of convergence for extreme value laws on finite datasets. We define the mixing times in terms of the shortest time intervals such that extremes converge to the asymptotic (known) parameters of the Generalized Extreme Value distribution. Our technique is suitable for applications in the analysis of other systems where mixing time scales need to be determined and limited datasets are available.Comment: arXiv admin note: text overlap with arXiv:1107.597

Diffusion on the torus for Hamiltonian maps

For a mapping of the torusT2 we propose a definition of the diffusion coefficientD suggested by the solution of the diffusion equation ofT2. The definition ofD, based on the limit of moments of the invariant measure, depends on the set Ω where an initial uniform distribution is assigned. For the algebraic automorphism of the torus the limit is proved to exist and to have the same value for almost all initial sets Ω in the subfamily of parallelograms. Numerical results show that it has the same value for arbitrary polygons Ω and for arbitrary moments