arXiv · 1401.4206
Speed of convergence for laws of rare events and escape rates
Abstract
We obtain error terms on the rate of convergence to Extreme Value Laws 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.
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Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Mike Todd. 2014-11-07. Speed of convergence for laws of rare events and escape rates. https://doi.org/10.1016/j.spa.2014.11.011
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