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Towards a General Theory of Extremes for Observables of Chaotic Dynamical Systems

In this paper we provide a connection between the geometrical properties of the attractor of a chaotic dynamical system and the distribution of extreme values. We show that the extremes of so-called physical observables are distributed according to the classical generalised Pareto distribution and d...

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Detalles Bibliográficos
Autores principales: Lucarini, Valerio, Faranda, Davide, Wouters, Jeroen, Kuna, Tobias
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2014
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3919652/
https://www.ncbi.nlm.nih.gov/pubmed/24532855
http://dx.doi.org/10.1007/s10955-013-0914-6