Extreme value laws for fractal intensity functions in dynamical systems: Minkowski analysis

DOI10.1088/1751-8113/49/37/374001zbMATH Open1380.37051arXiv1512.07383OpenAlexW3100331839MaRDI QIDQ2826693FDOQ2826693

Authors: Giorgio Mantica, Luca Perotti 

Publication date: 18 October 2016

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Abstract: Typically, in the dynamical theory of extremal events, the function that gauges the intensity of a phenomenon is assumed to be convex and maximal, or singular, at a single, or at most a finite collection of points in phase--space. In this paper we generalize this situation to fractal landscapes, i.e. intensity functions characterized by an uncountable set of singularities, located on a Cantor set. This reveals the dynamical r^ole of classical quantities like the Minkowski dimension and content, whose definition we extend to account for singular continuous invariant measures. We also introduce the concept of extremely rare event, quantified by non--standard Minkowski constants and we study its consequences to extreme value statistics. Limit laws are derived from formal calculations and are verified by numerical experiments.

Full work available at URL: https://arxiv.org/abs/1512.07383

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zbMATH Keywords

iterated function systemMinkowski dimensionquestion-mark functionextreme value lawextremely rare event

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Fractals (28A80) Dimension theory of smooth dynamical systems (37C45)

Cited In (9)

• Extreme value laws for dynamical systems with countable extremal sets
• Extreme value distributions of observation recurrences
• Title not available (Why is that?)
• Rare events for product fractal sets ^*
• Rare events for Cantor target sets
• On the computation of the extremal index for time series
• Compound Poisson distributions for random dynamical systems using probabilistic approximations
• Counting function fluctuations and extreme value threshold in multifractal patterns: the case study of an ideal \(1/f\) noise
• Extreme value theory of evolving phenomena in complex dynamical systems: firing cascades in a model of a neural network

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