Extreme value laws for non stationary processes generated by sequential and random dynamical systems (Q2403222)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme value laws for non stationary processes generated by sequential and random dynamical systems |
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Extreme value laws for non stationary processes generated by sequential and random dynamical systems (English)
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15 September 2017
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It is shown that, under some new large mathematical conditions, the marginal distribution of some stochastic processes, referred to as sequential dynamical systems, converge toward the exponential function, as \(t\) increases.
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extreme value theory
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hitting time
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sequential dynamical system
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random dynamical system
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