Extreme value statistics for deterministic dynamical systems

DOI10.1142/S0218127411030659MaRDI QIDQ2843665zbMATH OpenFDO

Authors V. Balakrishnan

Publication date 23 August 2013

Published in International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0218127411030659

zbMATH Keywords

deterministic dynamicsextreme value statisticsfully-developed chaosintermittencyquasiperiodicity

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Statistics of extreme values; tail inference (62G32)

Recommendations

• Extreme value distributions in chaotic dynamics.
• Extreme events and dynamical complexity
• PROBABILISTIC ASPECTS OF EXTREME EVENTS GENERATED BY PERIODIC AND QUASIPERIODIC DETERMINISTIC DYNAMICS
• Universal behaviour of extreme value statistics for selected observables of dynamical systems
• Extreme value statistics for dynamical systems with noise

Cites work

• Extremal theory for stochastic processes
• Extreme value distributions in chaotic dynamics.
• scientific article; zbMATH DE number 3592801 (Why is no real title available?)
• PROBABILISTIC ASPECTS OF EXTREME EVENTS GENERATED BY PERIODIC AND QUASIPERIODIC DETERMINISTIC DYNAMICS
• Random differential equations in science and engineering
• The exact invariant density for a cusp-shaped return map

Cited in

(10)

• Extreme value distributions in chaotic dynamics.
• Extreme value statistics for dynamical systems with noise
• Extreme amplitudes of a periodically forced Duffing oscillator
• PROBABILISTIC ASPECTS OF EXTREME EVENTS GENERATED BY PERIODIC AND QUASIPERIODIC DETERMINISTIC DYNAMICS
• GLOBAL FLUCTUATIONS IN PHYSICAL SYSTEMS: A SUBTLE INTERPLAY BETWEEN SUM AND EXTREME VALUE STATISTICS
• Extreme-value statistics of 2D chaotic systems
• scientific article; zbMATH DE number 2163419 (Why is no real title available?)
• GENERALIZED EXTREME VALUE DISTRIBUTION PARAMETERS AS DYNAMICAL INDICATORS OF STABILITY
• Efficient Computation of Extreme Excursion Probabilities for Dynamical Systems through Rice's Formula
• Extreme events and dynamical complexity

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