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

• Type: Article in International Scientific Journal
• Date: 2017

Authors

Ana Cristina Moreira Freitas (Author) FEP; Jorge Milhazes Freitas (Author) FCUP; Vaienti, S (Author) Other

Journal

Title: Annales de l'institut Henri Poincare (B) Probability and Statistics

Vol. 53

Pages: 1341-1370

ISSN: 0246-0203

Publisher: Institute of Mathematical Statistics

Indexing

ISI Web of Knowledge - 17 Citations

Scopus - 17 Citations

Other information

Authenticus ID: P-00N-2MF

DOI: 10.1214/16-aihp757

Abstract (EN): We develop and generalise 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 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. © Association des Publications de l'Institut Henri Poincaré, 2017.

Language: English

Type (Professor's evaluation): Scientific