On the link between dependence and independence in extreme value theory for dynamical systems

• Type: Article in International Scientific Journal
• Date: 2008

Authors

Ana Cristina Moreira Freitas (Author) FEP; Jorge Milhazes Freitas (Author) FCUP

Journal

Title: Statistics & Probability Letters

Vol. 78 No. 9

Pages: 1088-1093

ISSN: 0167-7152

Publisher: Elsevier Science

Indexing

ISI Web of Knowledge - 56 Citations

ISI Web of Science

Scopus - 59 Citations

Scientific classification

FOS: Natural sciences > Mathematics

CORDIS: Physical sciences > Mathematics > Chaos theory

Other information

Authenticus ID: P-003-XS4

DOI: 10.1016/j.spl.2007.11.002

Abstract (EN): We reformulate the standard conditions that allow to reduce the study of extremes for dependent sequences to the classical extreme value theory. Essentially, we weaken the mixing type condition in such a way that, in the context of dynamical systems, it should follow from decay of correlations.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 6