Correlation dimension and phase space contraction via extreme value theory
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Publication:4565964
Abstract: This study uses the link between extreme value laws and dynamical systems theory to show that important dynamical quantities as the correlation dimension, the entropy and the Lyapunov exponents can be obtained by fitting observables computed along a trajectory of a chaotic systems. All this information is contained in a newly defined Dynamical Extreme Index. Besides being mathematically well defined, it is almost numerically effortless to get as i) it does not require the specification of any additional parameter (e.g. embedding dimension, decorrelation time); ii) it does not suffer from the so-called curse of dimensionality. A numerical code for its computation is provided.
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Cited in
(14)- On the shortest distance between orbits and the longest common substring problem
- Shortest distance between multiple orbits and generalized fractal dimensions
- Matching of observations of dynamical systems, with applications to sequence matching
- Generalized dimensions, large deviations and the distribution of rare events
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- Network measures of mixing
- Contours and dimple for the Gneiting class of space-time correlation functions
- A stream cipher algorithm based on 2D coupled map lattice and partitioned cellular automata
- Dynamical systems approaches to the study of climate with applications to 2022 extreme weather events
- Multivariate extreme values for dynamical systems
- On the computation of the extremal index for time series
- Sampling hyperspheres via extreme value theory: implications for measuring attractor dimensions
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