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.
Domaines
Systèmes dynamiques [math.DS]
Origine : Fichiers produits par l'(les) auteur(s)
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