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

Ana Cristina Moreira Freitas and Jorge Milhazes Freitas

Statistics & Probability Letters, 2008, vol. 78, issue 9, 1088-1093

Abstract: We reformulate the standard conditions that allow to reduce the study of extremes for dependent sequences to the classical extreme value theory. Essentially, we weaken the mixing type condition in such a way that, in the context of dynamical systems, it should follow from decay of correlations.

Date: 2008
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