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arXiv:1401.4206 [math.DS]AbstractReferencesReviewsResources

Speed of convergence for laws of rare events and escape rates

Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Mike Todd

Published 2014-01-17, updated 2014-11-07Version 2

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.

Categories: math.DS, math.PR
Subjects: 37A50, 60G70, 37B20, 60G10, 37C25
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