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Extreme Value Laws for Sequences of Intermittent Maps

Abstract : We study non-stationary stochastic processes arising from sequential dynamical systems built on maps with a neutral fixed points and prove the existence of Extreme Value Laws for such processes. We use an approach developed in [FFV16], 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 obtained in [FFV16].
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Contributor : Sandro Vaienti <>
Submitted on : Monday, May 23, 2016 - 7:57:36 AM
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Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Sandro Vaienti. Extreme Value Laws for Sequences of Intermittent Maps. Proceedings of the American Mathematical Society, American Mathematical Society, 2018, 146 (5), pp.2103-2116. ⟨10.1090/proc/13892⟩. ⟨hal-01319764⟩



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