Example of a Non-standard Extreme Value Law
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F15%3A00434480" target="_blank" >RIV/67985556:_____/15:00434480 - isvavai.cz</a>
Alternative codes found
RIV/68407700:21240/15:00231703
Result on the web
<a href="http://dx.doi.org/10.1017/etds.2014.11" target="_blank" >http://dx.doi.org/10.1017/etds.2014.11</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1017/etds.2014.11" target="_blank" >10.1017/etds.2014.11</a>
Alternative languages
Result language
angličtina
Original language name
Example of a Non-standard Extreme Value Law
Original language description
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.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Ergodic Theory and Dynamical Systems
ISSN
0143-3857
e-ISSN
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Volume of the periodical
35
Issue of the periodical within the volume
6
Country of publishing house
GB - UNITED KINGDOM
Number of pages
11
Pages from-to
1902-1912
UT code for WoS article
000358779700010
EID of the result in the Scopus database
2-s2.0-84938419766