Extreme Value Theory for Piecewise Contracting Maps with Randomly Applied Stochastic Perturbations
Dynamical Systems
2015-03-19 v2
Abstract
We consider globally invertible and piecewise contracting maps in higher dimensions and we 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.
Cite
@article{arxiv.1501.02913,
title = {Extreme Value Theory for Piecewise Contracting Maps with Randomly Applied Stochastic Perturbations},
author = {D. Faranda and J. -M. Freitas and P. Guiraud and S. Vaienti},
journal= {arXiv preprint arXiv:1501.02913},
year = {2015}
}
Comments
16 pages. arXiv admin note: text overlap with arXiv:1407.0412