Multivariate extreme values for dynamical systems
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Ergodicity, mixing, rates of mixing (37A25) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Notions of recurrence and recurrent behavior in topological dynamical systems (37B20) Extreme value theory; extremal stochastic processes (60G70) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cites work
- Calculating the extremal index for a class of stationary sequences
- Cluster distributions for dynamically defined point processes
- Clustering of extreme events created by multiple correlated maxima
- Complete convergence and records for dynamically generated stochastic processes
- Convergence of marked point processes of excesses for dynamical systems
- Correlation dimension and phase space contraction via extreme value theory
- Extremal behaviour of chaotic dynamics
- Extremal dichotomy for uniformly hyperbolic systems
- Extreme value laws for dynamical systems with countable extremal sets
- Extreme value theory and return time statistics for dispersing billiard maps and flows, Lozi maps and Lorenz-like maps
- Extreme Value Theory for a Class of Markov Chains with Values in ℝd
- Extreme value theory for multivariate stationary sequences
- Extremes and recurrence in dynamical systems
- Extremes and related properties of random sequences and processes
- scientific article; zbMATH DE number 4143234 (Why is no real title available?)
- Laws of small numbers: extremes and rare events.
- Limiting entry and return times distribution for arbitrary null sets
- MAX-stable models for multivariate extremes
- On the multivariate extremal index
- Rare events for Cantor target sets
- Rare events for product fractal sets *
- Speed of convergence for laws of rare events and escape rates
- Stable sums to infer high return levels of multivariate rainfall time series
- Statistics of Extremes
- The extremal index, hitting time statistics and periodicity
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