On the link between dependence and independence in extreme value theory for dynamical systems

DOI10.1016/j.spl.2007.11.002zbMath1173.37007OpenAlexW1988956194MaRDI QIDQ930082

Ana Cristina Moreira Freitas, Jorge Milhazes Freitas

Publication date: 19 June 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.11.002

zbMATH Keywords

stochastic processextreme value theorydecay of correlations

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Smooth ergodic theory, invariant measures for smooth dynamical systems (37C40)

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Cites Work

• Conditions for the convergence in distribution of maxima of stationary normal processes
• Extreme values of the tent map process.
• Statistics of closest return for some non-uniformly hyperbolic systems
• Extreme values for Benedicks-Carleson quadratic maps
• Unnamed Item

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