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Extreme Value Laws for sequences of intermittent maps


Authors: Ana Cristina Moreira Freitas, Jorge Milhazes Freitas and Sandro Vaienti
Journal: Proc. Amer. Math. Soc. 146 (2018), 2103-2116
MSC (2010): Primary 37A50, 60G70, 37B20, 37A25
DOI: https://doi.org/10.1090/proc/13892
Published electronically: January 29, 2018
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Abstract: We study non-stationary stochastic processes arising from sequential dynamical systems built on maps with a neutral fixed point and prove the existence of Extreme Value Laws for such processes. We use an approach developed in an earlier work of the authors, 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.


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Ana Cristina Moreira Freitas
Affiliation: Centro de Matemática & Faculdade de Economia da Universidade do Porto Rua Dr. Roberto Frias 4200-464 Porto Portugal
Email: amoreira@fep.up.pt

Jorge Milhazes Freitas
Affiliation: Centro de Matemática & Faculdade de Ciências da Universidade do Porto Rua do Campo Alegre 687 4169-007 Porto Portugal
Email: jmfreita@fc.up.pt

Sandro Vaienti
Affiliation: Aix Marseille Université, CNRS, CPT, UMR 7332 13288 Marseille, France – and – Université de Toulon, CNRS, CPT, UMR 7332, 83957 La Garde, France
Email: vaienti@cpt.univ-mrs.fr

DOI: https://doi.org/10.1090/proc/13892
Keywords: Non-stationarity, Extreme Value Theory, sequential dynamical systems, intermittent maps
Received by editor(s): May 23, 2016
Received by editor(s) in revised form: July 12, 2017
Published electronically: January 29, 2018
Communicated by: Yingfei Yi
Article copyright: © Copyright 2018 American Mathematical Society

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