Extreme Value Laws for non stationary processes generated by sequential and random dynamical systems

Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Sandro Vaienti

Published 2015-10-15Version 1

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.