We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial maximum of stochastic processes). This relation allows to study Hitting Time Statistics with tools from Extreme Value Theory, and vice versa. We apply these results to non-uniformly hyperbolic systems and prove that a multimodal map with an absolutely continuous invariant measure must satisfy the classical extreme value laws (with no extra condition on the speed of mixing, for example). We also give applications of our theory to higher dimensional examples, for which we also obtain classical extreme value laws and exponential hitting time statistics (for balls). We extend these ideas to the subsequent returns to asymptotically small sets, linking the Poisson statistics of both processes.J. M.

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Abstract. We prove the equivalence between the existence of a non-trivial hitting time statistics law and Extreme Value Laws in the case of dynamical systems with measures which are not absolutely continuous with respect to Lebesgue. This is a counterpart to the result of the authors in the absolutely continuous case. Moreover, we prove an equivalent result for returns to dynamically defined cylinders. This allows us to show that we have Extreme Value Laws for various dynamical systems with equilibrium states with good mixing properties. In order to achieve these goals we tailor our observables to the form of the measure at hand.

Abstract. It is well known that under some conditions on the dependence structure we can relate the asymptotic distribution of the partial maximum of a stationary stochastic process with the maximum of an associated independent sequence of random variables with the same distribution function of the dependent one. These conditions are known as D(u n ) and D (u n ). Although D(u n ) is of mixing type, when studying stochastic processes arising from a dynamical system with good mixing properties, verifying D(u n ) is not straightforward. We propose a reformulation of D(u n ) so that its validity may follow easily if we have a certain decay of correlations for the dynamical system in consideration.