Towards a general theory of extremes for observables of chaotic dynamical systems
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Publication:2016546
DOI10.1007/S10955-013-0914-6zbMATH Open1295.60068arXiv1301.0733OpenAlexW3106374797WikidataQ30758210 ScholiaQ30758210MaRDI QIDQ2016546FDOQ2016546
Tobias Kuna, Davide Faranda, Jeroen Wouters, Valerio Lucarini
Publication date: 20 June 2014
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Abstract: In this paper we provide a connection between the geometrical properties 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 derive explicit expressions for the scaling and the shape parameter. In particular, we derive that the shape parameter does not depend on the chosen observables, but only on the partial dimensions of the invariant measure on the stable, unstable, and neutral manifolds. The shape parameter is negative and is close to zero when high-dimensional systems are considered. This result agrees with what was derived recently using the generalized extreme value approach. Combining the results obtained using such physical observables and the properties of the extremes of distance observables, it is possible to derive estimates of the partial dimensions of the attractor along the stable and the unstable directions of the flow. Moreover, by writing the shape parameter in terms of moments of the extremes of the considered observable and by using linear response theory, we relate the sensitivity to perturbations of the shape parameter to the sensitivity of the moments, of the partial dimensions, and of the Kaplan-Yorke dimension of the attractor. Preliminary numerical investigations provide encouraging results on the applicability of the theory presented here. The results presented here do not apply for all combinations of Axiom A systems and observables, but the breakdown seems to be related to very special geometrical configurations.
Full work available at URL: https://arxiv.org/abs/1301.0733
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extreme value theoryaxiom Achaotic systemsresponse theory[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDnon+map&go=Go H��non map]Kaplan-Yorke dimension
Extreme value theory; extremal stochastic processes (60G70) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.) (37D25) Multiobjective variational problems, Pareto optimality, applications to economics, etc. (58E17)
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