Extreme value theory for singular measures

DOI10.1063/1.4718935MaRDI QIDQ2787779zbMATH OpenOpenAlexWikidataFDO

Authors Valerio Lucarini, Davide Faranda, Giorgio Turchetti, Sandro Vaienti

Publication date 4 March 2016

Published in Chaos (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.4718935

Mathematics Subject Classification ID

Smooth ergodic theory, invariant measures for smooth dynamical systems (37C40) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

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• Towards a general theory of extremes for observables of chaotic dynamical systems
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Cites work

• Dimension, entropy and Lyapunov exponents
• Ergodic theory of chaos and strange attractors
• Estimation of dimension for spatially distributed data and related limit theorems
• Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone. With comments and a rejoinder by the author
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• Extreme value theory for non-uniformly expanding dynamical systems
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Cited in

(22)

• Convergence of extreme value statistics in a two-layer quasi-geostrophic atmospheric model
• Towards a general theory of extremes for observables of chaotic dynamical systems
• The compound Poisson limit ruling periodic extreme behaviour of non-uniformly hyperbolic dynamics
• Extreme value laws in dynamical systems under physical observables
• Extreme value laws for fractal intensity functions in dynamical systems: Minkowski analysis
• Extreme value laws for dynamical systems under observational noise
• On using extreme values to detect global stability thresholds in multi-stable systems: the case of transitional plane Couette flow
• Extremal properties of singularities for Goursat distributions
• Universal behaviour of extreme value statistics for selected observables of dynamical systems
• Extreme-value statistics of 2D chaotic systems
• Correlation dimension and phase space contraction via extreme value theory
• GENERALIZED EXTREME VALUE DISTRIBUTION PARAMETERS AS DYNAMICAL INDICATORS OF STABILITY
• Targets and holes
• Extreme value distributions of observation recurrences
• Extreme value distributions for one-parameter actions on homogeneous spaces
• Singular extremals in dimensional analysis
• Scale dependence of fractal dimension in deterministic and stochastic Lorenz-63 systems
• Numerical convergence of the block-maxima approach to the generalized extreme value distribution
• Limitations of estimating local dimension and extremal index using exceedances in dynamical systems
• Max-semistable extreme value laws for autoregressive processes with Cantor-like marginals
• Sampling local properties of attractors via extreme value theory
• Rare events for Cantor target sets

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