Abstract

We consider the extreme value theory of a hyperbolic toral automorphism T:T2→T2T: \mathbb{T}^2 \to \mathbb{T}^2 showing that if a Hölder observation ϕϕ which is a function of a Euclidean-type distance to a non-periodic point ζζ is strictly maximized at ζζ then the corresponding time series {ϕ∘Ti}\{ϕ\circ T^i\} exhibits extreme value statistics corresponding to an iid sequence of random variables with the same distribution function as ϕϕ and with extremal index one. If however ϕϕ is strictly maximized at a periodic point qq then the corresponding time-series exhibits extreme value statistics corresponding to an iid sequence of random variables with the same distribution function as ϕϕ but with extremal index not equal to one. We give a formula for the extremal index (which depends upon the metric used and the period of qq). These results imply that return times are Poisson to small balls centered at non-periodic points and compound Poisson for small balls centered at periodic points.

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