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Paper detail

Extreme Value Theory for Piecewise Contracting Maps with Randomly Applied Stochastic Perturbations

We consider globally invertible and piecewise contracting maps in higher dimensions and we perturb them with a particular kind of noise introduced by Lasota and Mackey. We got random transformations which are given by a stationary process: in this framework we develop an extreme value theory for a few classes of observables and we show how to get the (usual) limiting distributions together with an extremal index depending on the strength of the noise.

preprint2015arXivOpen access
D. FarandaJ. -M. FreitasP. GuiraudS. Vaienti
math.DS
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D. FarandaJ. -M. FreitasP. GuiraudS. Vaienti

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