On the link between dependence and independence in extreme value theory for dynamical systems (Q930082): Difference between revisions

For a stochastic stationary process \(X_0,X_1,\dots\) with common distribution function (d.f.) \(F\) let \(M_{ij}=\max\{X_i ,\dots,X_{i+j-1}\}\) and \(M_n=M_{0,n}\). A relation of the asymptotic distribution of \(M_n\) with that of \(\hat M_n\) where \(\hat M_n=\max \{Z_0,\dots,Z_{n-1}\}\) for an associated sequence of random variables with common d.f. \(F\) was given by \textit{M. R. Leadbetter, G. Lindgren} and \textit{H. Rootzen} [Extremes and related properties of random sequences and processes. New York, etc.: Springer (1983; Zbl 0518.60021)]. The present paper gives weaker conditions which guarantee that \(M_n\) and \(\hat M_n\) have the same asymptotic distribution. These conditions in the context of dynamical systems follow from the decay of correlations.