Extreme value laws for sequences of intermittent maps
From MaRDI portal
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 cite{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 cite{FFV16}.
Recommendations
- Extreme value laws for non stationary processes generated by sequential and random dynamical systems
- Extremal behaviour of chaotic dynamics
- Central limit theorems for sequential and random intermittent dynamical systems
- Laws of rare events for deterministic and random dynamical systems
- Extreme value theory for non-uniformly expanding dynamical systems
Cites work
- A probabilistic approach to intermittency
- ACIM for random intermittent maps: existence, uniqueness and stochastic stability
- Almost sure invariance principle for sequential and non-stationary dynamical systems
- Asymptotic approximation of crossing probabilities of random sequences
- Decay of correlation for random intermittent maps
- Extremal behaviour of chaotic dynamics
- Extreme value laws for non stationary processes generated by sequential and random dynamical systems
- Extreme value theory for non-uniformly expanding dynamical systems
- Extreme values of non-stationary random sequences
- Hitting time statistics and extreme value theory
- scientific article; zbMATH DE number 3851438 (Why is no real title available?)
- Limit theorems for sequential expanding dynamical systems on \([0,1]\)
- Linear response for intermittent maps
- Linear response for intermittent maps with summable and nonsummable decay of correlations
- Linear response in the intermittent family: differentiation in a weighted C^0-norm
- Mixing rates and limit theorems for random intermittent maps
- Polynomial loss of memory for maps of the interval with a neutral fixed point
- Quasistatic dynamics with intermittency
- Speed of convergence for laws of rare events and escape rates
- Statistics of closest return for some non-uniformly hyperbolic systems
- The extremal index, hitting time statistics and periodicity
- The statistical stability of equilibrium states for interval maps
Cited in
(11)- Intermittent quasistatic dynamical systems: weak convergence of fluctuations
- Loss of memory and moment bounds for nonstationary intermittent dynamical systems
- Extreme value laws for non stationary processes generated by sequential and random dynamical systems
- Extreme value laws for dynamical systems with countable extremal sets
- Point processes of non stationary sequences generated by sequential and random dynamical systems
- Sunklodas' approach to normal approximation for time-dependent dynamical systems
- Extreme value theory for piecewise contracting maps with randomly applied stochastic perturbations
- Central limit theorems with a rate of convergence for time-dependent intermittent maps
- Extreme value distributions of observation recurrences
- Parameter estimation in Manneville-Pomeau processes
- Wasserstein convergence rates in the invariance principle for sequential dynamical systems
This page was built for publication: Extreme value laws for sequences of intermittent maps
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4604687)
