Extreme Value Laws for non stationary processes generated by sequential and random dynamical systems

Abstract

We develop and generalise the theory of extreme value for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting.We apply our results to non-autonomous dynamical systems, in particular to sequential dynamical systems, given by uniformly expanding maps, and to a few classes of random dynamical systems. Some examples are presented and worked out in detail. (c) Association des Publications de l'Institut Henri Poincaré, 2017.