On convergence toward an extreme value distribution in C[0,1]
نویسندگان
چکیده
منابع مشابه
Speed of convergence to an extreme value distribution for non-uniformly hyperbolic dynamical systems
Suppose (f,X , ν) is a dynamical system and φ : X → R is an observation with a unique maximum at a (generic) point in X . We consider the time series of successive maxima Mn(x) := max{φ(x), . . . ,φ ◦ fn−1(x)}. Recent works have focused on the distributional convergence of such maxima (under suitable normalization) to an extreme value distribution. In this article, for certain dynamical systems...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2001
ISSN: 0091-1798
DOI: 10.1214/aop/1008956340