On the link between dependence and independence in extreme value theory for dynamical systems
作者： Ana Cristina Moreira Freitas , Jorge Milhazes Freitas
DOI: 10.1016/J.SPL.2007.11.002
关键词: Statistical physics 、 Calculus 、 Dynamical systems theory 、 Independence (mathematical logic) 、 Dynamical system 、 Mixing (physics) 、 Systems theory 、 Extreme value theory 、 Mathematics 、 Probability theory 、 Context (language use)
摘要: We reformulate the standard conditions that allow to reduce study of extremes for dependent sequences classical extreme value theory. Essentially, we weaken mixing type condition in such a way that, context dynamical systems, it should follow from decay correlations.
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