On record behaviours of returns for interval maps

Source abstract

Given a dynamical system $(X,T)$ and an ergodic invariant measure $μ$, a $μ$-typical point $x\in X$ under $T$ visits arbitrarily small neighbourhood of $x$. We will use techniques based on extreme value theory and Laplace functional for point process to show that, for interval maps with suitable mixing and anti-clustering conditions, the limiting distributions of the record times and values of the return process $Y_j(x)=-\log d(T^jx,x)$, after possible normalisation, has Poisson-type laws.