Extreme value theory for piecewise contracting maps with randomly applied stochastic perturbations

• Type: Article in International Scientific Journal
• Date: 2016

Authors

Faranda, D (Author) Other; Jorge Milhazes Freitas (Author) FCUP; Guiraud, P (Author) Other; Vaienti, S (Author) Other

Journal

Title: Stochastics and Dynamics

Vol. 16

Final page: 1660015

ISSN: 0219-4937

Publisher: World Scientific

Indexing

ISI Web of Knowledge - 1 Citation

Scopus - 2 Citations

Other information

Authenticus ID: P-00K-92W

DOI: 10.1142/s0219493716600157

Abstract (EN): We consider globally invertible and piecewise contracting maps in higher dimensions and perturb them with a particular kind of noise introduced by Lasota and Mackey. We got random transformations which are given by a stationary process: in this framework we develop an extreme value theory for a few classes of observables and we show how to get the (usual) limiting distributions together with an extremal index depending on the strength of the noise.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 23