arXiv · 1510.04357
Extreme Value Laws for non stationary processes generated by sequential and random dynamical systems
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.
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Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Sandro Vaienti. 2017-06-23. Extreme Value Laws for non stationary processes generated by sequential and random dynamical systems. https://arxiv.org/abs/1510.04357
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