An Investigation of the Statistical Properties of Certain Chaotic Dynamical Systems Through Extremes and Recurrence: A Theoretical and Applied Approach

Date

2019-05

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Abstract

Motivated by proofs in extreme value theory, we investigate the statistical properties of certain chaotic dynamical systems, including the well-known dispersing billiard model. In particular, we prove the existence of a maximal probability distribution and rare event point process in the setting of two-dimensional hyperbolic systems with singularities. We also obtain bounds on the growth rates of Birkhoff sums with non-integrable observables, where the Birkhoff ergodic theorem fails, by using the recurrence properties of the system to a point of maximization. We end with an analysis of extreme temperatures across Texas where we find compelling evidence that the probability of observing higher summer temperature extremes has increased.

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Keywords

Dynamical systems, Chaotic Dynamics, Borel-Cantelli, Probability and Statistics, Ergodic, Hyperbolic, Climate Science, Extreme Value theory

Citation

Portions of this document appear in: Carney, M., and Nicol, M. (2017) Dynamical Borel-Cantelli lemmas and rates of growth of Birkhoff sums of non-integrable observables on chaotic dynamical systems. Nonlinearity, 30(7), 2854-2870. And in: Carney, M., Nicol, M., and Zhang, H.K. (2017) Compound Poisson Law for Hitting Times to Periodic Orbits in Two-Dimensional Hyperbolic Systems with Singularities. Journal of Statistical Physics, 169(4), 804-823.