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Extreme Value Laws for non stationary processes generated by sequential and random dynamical systems
| Summary: | We develop and generalise 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, given by uniformly expanding maps, and to a few classes of random dynamical systems. Some examples are presented and worked out in detail. (c) Association des Publications de l'Institut Henri Poincaré, 2017. |
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| Country: | Portugal |
| Document type: | journal article |
| Access type: | Open |
| Associated institution: | Repositório Aberto da Universidade do Porto |
| Language: | English |
| Origin: | Repositório Aberto da Universidade do Porto |
| Summary: | We develop and generalise 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, given by uniformly expanding maps, and to a few classes of random dynamical systems. Some examples are presented and worked out in detail. (c) Association des Publications de l'Institut Henri Poincaré, 2017. |
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