Clustering of extreme events created by multiple correlated maxima
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Publication:2357459
DOI10.1016/j.physd.2015.10.002zbMath1364.37162arXiv1505.01553OpenAlexW791115455MaRDI QIDQ2357459
Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Fagner B. Rodrigues, Davide Azevedo
Publication date: 13 June 2017
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.01553
Extreme value theory; extremal stochastic processes (60G70) Time series analysis of dynamical systems (37M10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (12)
Rare events for the Manneville-Pomeau map ⋮ Extreme value laws for dynamical systems with countable extremal sets ⋮ Cluster distributions for dynamically defined point processes ⋮ Dynamical counterexamples regarding the extremal index and the mean of the limiting cluster size distribution ⋮ Extreme value theory of evolving phenomena in complex dynamical systems: Firing cascades in a model of a neural network ⋮ Extreme value theory for piecewise contracting maps with randomly applied stochastic perturbations ⋮ Complete convergence and records for dynamically generated stochastic processes ⋮ Rare events for Cantor target sets ⋮ Clustering indices and decay of correlations in non-Markovian models ⋮ On the computation of the extremal index for time series ⋮ Rare events for product fractal sets * ⋮ Clustering of extreme events created by multiple correlated maxima
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