Extreme value laws for dynamical systems under observational noise

DOI10.1016/j.physd.2014.04.011zbMath1349.60081arXiv1308.5624WikidataQ57886163 ScholiaQ57886163MaRDI QIDQ2832915

Sandro Vaienti, Davide Faranda

Publication date: 15 November 2016

Published in: Physica D: Nonlinear Phenomena (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.5624

zbMATH Keywords

maps; fractal dimension; extreme value theory; generalized extreme value distribution; observational noise

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

37M10: Time series analysis of dynamical systems

28A80: Fractals

37M05: Simulation of dynamical systems

37H05: General theory of random and stochastic dynamical systems