arXiv:1605.06287 Abstract | arXiv Analytics

arXiv:1605.06287 [math.DS]Abstract References Reviews Resources

Extreme Value Laws for sequences of intermittent maps

Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Sandro Vaienti

Published 2016-05-20Version 1

We study non-stationary stochastic processes arising from sequential dynamical systems built on maps with a neutral fixed points and prove the existence of Extreme Value Laws for such processes. We use an approach developed in \cite{FFV16}, where we generalised the theory of extreme values for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting. The present work is an extension of our previous results for concatenations of uniformly expanding maps obtained in \cite{FFV16}.

Comments: arXiv admin note: substantial text overlap with arXiv:1510.04357

Categories: math.DS, math.PR

Keywords: extreme value laws, intermittent maps, study non-stationary stochastic processes arising, sequential dynamical systems built, uniform mixing condition

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