Extreme value laws for non stationary processes generated by sequential and random dynamical systems

DOI10.1214/16-AIHP757zbMath1375.37026arXiv1510.04357OpenAlexW2964107605MaRDI QIDQ2403222

Jorge Milhazes Freitas, Ana Cristina Moreira Freitas, Sandro Vaienti

Publication date: 15 September 2017

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.04357

zbMATH Keywords

extreme value theoryhitting timerandom dynamical systemsequential dynamical system

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Ergodicity, mixing, rates of mixing (37A25) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Generation, random and stochastic difference and differential equations (37H10)

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Point processes of non stationary sequences generated by sequential and random dynamical systems ⋮ Mean dimension and metric mean dimension for non-autonomous dynamical systems ⋮ Extreme Value Laws for sequences of intermittent maps ⋮ Exponential law for random maps on compact manifolds* ⋮ Quenched normal approximation for random sequences of transformations ⋮ Targets and holes ⋮ Longest common substring for random subshifts of finite type ⋮ On the computation of the extremal index for time series ⋮ Quenched Poisson processes for random subshifts of finite type

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