ii 4.1.2 The New Conditions 44 4.1.3 The Existence of EVL for General Stationary Stochastic Processes under Weaker Hypotheses 46 4.1.4 Proofs of Theorem 4.1.4 and Corollary 4.1.5 48 4.2 Extreme Values for Dynamically Defined Stochastic Processes 53 4.2.1 Observables and Corresponding Extreme Value Laws 55 4.2.2 Extreme Value Laws for Uniformly Expanding Systems 59 4.2.3 Example 4.2.1 revisited 61 4.2.4 Proof of the Dichotomy for Uniformly Expanding Maps 63 4.3 Point Processes of Rare Events 64 4.3.1 Absence of Clustering 64 4.3.2 Presence of Clustering 65 4.3.3 Dichotomy for Uniformly Expanding Systems for Point Processes 67 4.4 Conditions Д q (u n ), D 3 (u n ), D p (u n ) * and Decay of Correlations 68 4.5 Specific Dynamical Systems where the Dichotomy Applies 71 4.5.1 Rychlik Systems 72 4.5.2 Piecewise Expanding Maps in Higher Dimensions 73 4.6 Extreme Value Laws for Physical Observables 74

Abstract. We obtain large deviation estimates for a large class of nonuniformly hyperbolic systems: namely those modelled by Young towers with summable decay of correlations. In the case of exponential decay of correlations, we obtain exponential large deviation estimates given by a rate function. In the case of polynomial decay of correlations, we obtain polynomial large deviation estimates, and exhibit examples where these estimates are essentially optimal.In contrast with many treatments of large deviations, our methods do not rely on thermodynamic formalism. Hence, for Hölder observables we are able to obtain exponential estimates in situations where the space of equilibrium measures is not known to be a singleton, as well as polynomial estimates in situations where there is not a unique equilibrium measure.

We prove an almost sure invariance principle that is valid for general classes of nonuniformly expanding and nonuniformly hyperbolic dynamical systems. Discrete time systems and flows are covered by this result. In particular, the result applies to the planar periodic Lorentz flow with finite horizon.Statistical limit laws such as the central limit theorem, the law of the iterated logarithm, and their functional versions, are immediate consequences.

In this paper, we investigate annealed and quenched limit theorems for random expanding dynamical systems. Making use of functional analytic techniques and more probabilistic arguments with martingales, we prove annealed versions of a central limit theorem, a large deviation principle, a local limit theorem, and an almost sure invariance principle. We also discuss the quenched central limit theorem, dynamical Borel-Cantelli lemmas, Erdös-Rényi laws and concentration inequalities.Appeared online on Probability Theory and Related Fields. The final publication is available at Springer via http://dx.

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We prove an almost sure invariance principle (approximation by d-dimensional Brownian motion) for vector-valued Hölder observables of large classes of nonuniformly hyperbolic dynamical systems. These systems include Axiom A diffeomorphisms and flows as well as systems modelled by Young towers with moderate tail decay rates.In particular, the position variable of the planar periodic Lorentz gas with finite horizon approximates a 2-dimensional Brownian motion. 7 15 +ǫ ).Remark 1.8 (a) A number of authors [9,30,35] have independently established scalar ASIPs for one-dimensional projections of q(t). In hindsight, the scalar ASIP for the Lorentz

We establish extreme value statistics for functions with multiple maxima and some degree of regularity on certain non-uniformly expanding dynamical systems. We also establish extreme value statistics for time series of observations on discrete and continuous suspensions of certain non-uniformly expanding dynamical systems via a general lifting theorem. The main result is that a broad class of observations on these systems exhibit the same extreme value statistics as i.i.d. processes with the same distribution function.