Article ID Journal Published Year Pages File Type
1153363 Statistics & Probability Letters 2008 6 Pages PDF
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.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On the link between dependence and independence in extreme value theory for dynamical systems
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