{
  "id": "2310.13972",
  "version": "v1",
  "published": "2023-10-21T11:17:41.000Z",
  "updated": "2023-10-21T11:17:41.000Z",
  "title": "Extreme Value theory and Poisson statistics for discrete time samplings of stochastic differential equations",
  "authors": [
    "F. Flandoli",
    "S. Galatolo",
    "P. Giulietti",
    "S. Vaienti"
  ],
  "categories": [
    "math.DS",
    "math.PR"
  ],
  "abstract": "We investigate the distribution and multiple occurrences of extreme events stochastic processes constructed by sampling the solution of a Stochastic Differential Equation on $\\mathbb{R}^n$. We do so by studying the action of an annealead transfer operators on ad-hoc spaces of probability densities. The spectral properties of such operators are obtained by employing a mixture of techniques coming from SDE theory and a functional analytic approach to dynamical systems.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2023-10-21T11:17:41.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic differential equation",
      "discrete time samplings",
      "extreme value theory",
      "poisson statistics",
      "extreme events stochastic processes"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}