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arXiv · 1501.02913

Extreme Value Theory for Piecewise Contracting Maps with Randomly Applied Stochastic Perturbations

D. Faranda·J. -M. Freitas·P. Guiraud·S. Vaienti
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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.

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D. Faranda, J. -M. Freitas, P. Guiraud, S. Vaienti. 2015-03-17. Extreme Value Theory for Piecewise Contracting Maps with Randomly Applied Stochastic Perturbations. https://arxiv.org/abs/1501.02913

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