| Grant number: | 17/07084-6 |
| Support Opportunities: | Scholarships abroad - Research |
| Start date: | July 23, 2017 |
| End date: | July 22, 2018 |
| Field of knowledge: | Physical Sciences and Mathematics - Probability and Statistics - Probability |
| Principal Investigator: | Alexsandro Giacomo Grimbert Gallo |
| Grantee: | Alexsandro Giacomo Grimbert Gallo |
| Host Investigator: | Sandro Vaienti |
| Host Institution: | Centro de Ciências Exatas e de Tecnologia (CCET). Universidade Federal de São Carlos (UFSCAR). São Carlos , SP, Brazil |
| Institution abroad: | Centre de Physique Théorique (CPT), France |
Abstract The main objective of the present project is to study the Poincaré recurrence statistics, and their relations with extreme value theory, for stochastic processes (or equivalently, dynamical systems). Our focus will be through a statistics of the process called first possible return time. First, we want to study the asymptotic properties of the first possible return time, under general conditions for the stochastic processes. Next, we will explore the relation between the first possible return time and the so-called ''extremal index'', which quantifies the intensity of clustering of exceedance in the process. (AU) | |
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