Anomalous time-scaling of extreme events in infinite systems and Birkhoff sums of infinite observables

TL;DR

This paper investigates the statistical behavior of infinite dynamical systems, revealing conditions under which Birkhoff sums exhibit oscillations or regular growth, and demonstrating anomalous scaling laws in extreme event statistics.

Contribution

It provides new results on the asymptotic behavior of Birkhoff sums for infinite systems, especially linking decay of correlations and Markov properties to oscillation suppression and scaling laws.

Findings

Weakly chaotic systems can have strongly oscillating Birkhoff sums.

Superpolynomial decay or Markov structure prevents oscillations.

Established anomalous scaling laws in extreme event limit laws and entrance times.

Abstract

We establish quantitative results for the statistical be\-ha\-vi\-our of \emph{infinite systems}. We consider two kinds of infinite system: i) a conservative dynamical system $(f,X,\mu)$ preserving a $\sigma$-finite measure $\mu$ such that $\mu(X)=\infty$; ii) the case where $\mu$ is a probability measure but we consider the statistical behaviour of an observable $\phi\colon X\to[0,\infty)$ which is non-integrable: $\int \phi \, d\mu=\infty$. In the first part of this work we study the behaviour of Birkhoff sums of systems of the kind ii). For certain weakly chaotic systems, we show that these sums can be strongly oscillating. However, if the system has superpolynomial decay of correlations or has a Markov structure, then we show this oscillation cannot happen. In this case we prove asymptotic relations between the behaviour of $\phi $, the local dimension of $\mu$, and on the growth of Birkhoff sums (as time tends to infinity). We then establish several important consequences which apply to infinite systems of the kind i). This includes showing anomalous scalings in extreme event limit laws, or entrance time statistics. We apply our findings to non-uniformly hyperbolic systems preserving an infinite measure, establishing anomalous scalings in the case of logarithm laws of entrance times, dynamical Borel--Cantelli lemmas, almost sure growth rates of extremes, and dynamical run length functions.