Extreme Value Laws for sequences of intermittent maps

Freitas, Ana Cristina; Freitas, Jorge; Vaienti, Sandro

doi:10.1090/proc/13892

Extreme Value Laws for sequences of intermittent maps
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by Ana Cristina Moreira Freitas, Jorge Milhazes Freitas and Sandro Vaienti PDF

Proc. Amer. Math. Soc. 146 (2018), 2103-2116 Request permission

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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