Extreme Value Laws for non stationary processes generated by sequential and random dynamical systems
Dynamical Systems
2017-06-27 v3 Mathematical Physics
math.MP
Probability
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.
Cite
@article{arxiv.1510.04357,
title = {Extreme Value Laws for non stationary processes generated by sequential and random dynamical systems},
author = {Ana Cristina Moreira Freitas and Jorge Milhazes Freitas and Sandro Vaienti},
journal= {arXiv preprint arXiv:1510.04357},
year = {2017}
}