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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...
Autores principales: | Lucarini, Valerio, Faranda, Davide, Wouters, Jeroen, Kuna, Tobias |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer US
2014
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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 |
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