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Article Dans Une Revue Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques Année : 2017

Extreme Value Laws For Non Stationary Processes Generated By Sequential And Random Dynamical Systems

Résumé

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 sequential dynamical systems, both given by uniformly expanding maps and by maps with a neutral fixed point, and to a few classes of random dynamical systems. Some examples are presented and worked out in detail.
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Dates et versions

hal-01258389 , version 1 (18-01-2016)

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Citer

Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Sandro Vaienti. Extreme Value Laws For Non Stationary Processes Generated By Sequential And Random Dynamical Systems. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2017, 53 (3), pp. 1341-1370 ⟨10.1214/16-AIHP757⟩. ⟨hal-01258389⟩
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