- Ana Cristina Moreira Freitas
- Faculdade de Economia e Centro de Matemática da Universidade do Porto
- Local: ZOOM – 13:00 – Link
- Quarta-feira, 10 de fevereiro de 2021
- UL Extremes Webinar
- Referência Projeto: UIDB/00006/2020 and UIDB/04621/2020
We consider stochastic processes arising from dynamical systems by evaluating an observable function along the orbits of the system. We associate the existence of an Extremal Index less than 1 to the occurrence of periodic phenomena. For generic points, the exceedances, in the limit, are singular and occur at Poisson times. But around periodic points, the respective point processes of exceedances converge to a compound Poisson process. The extremal index usually coincides with the reciprocal of the mean of the limiting cluster size distribution. Here, we build dynamically generated stochastic processes with an extremal index for which that equality does not hold.