Extreme value laws for dynamical systems under observational noise
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Publication:2832915
DOI10.1016/j.physd.2014.04.011zbMath1349.60081arXiv1308.5624WikidataQ57886163 ScholiaQ57886163MaRDI QIDQ2832915
Sandro Vaienti, Davide Faranda
Publication date: 15 November 2016
Published in: Physica D: Nonlinear Phenomena (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.5624
maps; fractal dimension; extreme value theory; generalized extreme value distribution; observational noise
60G70: Extreme value theory; extremal stochastic processes
37M10: Time series analysis of dynamical systems
28A80: Fractals
37M05: Simulation of dynamical systems
37H05: General theory of random and stochastic dynamical systems
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