Extreme Value Laws for sequences of intermittent maps

DOI10.1090/proc/13892zbMath1383.37006arXiv1605.06287OpenAlexW2963039840MaRDI QIDQ4604687

Jorge Milhazes Freitas, Ana Cristina Moreira Freitas, Sandro Vaienti

Publication date: 5 March 2018

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.06287

zbMATH Keywords

extreme value theorynon-stationarityintermittent mapsequential 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) Notions of recurrence and recurrent behavior in topological dynamical systems (37B20)

Related Items (7)

Intermittent quasistatic dynamical systems: weak convergence of fluctuations ⋮ Point processes of non stationary sequences generated by sequential and random dynamical systems ⋮ Sunklodas' approach to normal approximation for time-dependent dynamical systems ⋮ Parameter estimation in Manneville-Pomeau processes ⋮ Central limit theorems with a rate of convergence for time-dependent intermittent maps ⋮ Extreme value distributions of observation recurrences ⋮ Loss of memory and moment bounds for nonstationary intermittent dynamical systems

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