Extreme Value Laws for non stationary processes generated by sequential and random dynamical systems

2015/10/15 by Freitas, Ana Cristina Moreira, Freitas, Jorge Milhazes, Vaienti, Sandro · 1 citation
#Dynamical Systems (math.DS) #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR)

paper · doi:10.48550/arxiv.1510.04357

Abstract

We develop and generalize the theory of extreme value for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting. We apply our results to non-autonomous dynamical systems, in particular to \em sequential dynamical systems, given by uniformly expanding maps, and to a few classes of random dynamical systems. Some examples are presented and worked out in detail.

Cited by

• Higher order return times for ϕ-mixing measures

Related

• Extreme Value Laws for sequences of intermittent maps
• Extremes and Recurrence in Dynamical Systems
• Max-semistable extreme value laws for autoregressive processes with Cantor-like marginals
• Extreme Value Theory for Piecewise Contracting Maps with Randomly Applied Stochastic Perturbations
• Extreme Events of Markov Chains