From weakly chaotic dynamics to deterministic subdiffusion via copula modeling

DOI10.1007/S10955-018-1999-8zbMATH Open1395.82227arXiv1804.07820OpenAlexW3099267737MaRDI QIDQ721787FDOQ721787

Authors: Pierre Nazé 

Publication date: 20 July 2018

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: Copula modeling consists in finding a probabilistic distribution, called copula, whereby its coupling with the marginal distributions of a set of random variables produces their joint distribution. The present work aims to use this technique to connect the statistical distributions of weakly chaotic dynamics and deterministic subdiffusion. More precisely, we decompose the jumps distribution of Geisel-Thomae map into a bivariate one and determine the marginal and copula distributions respectively by infinite ergodic theory and statistical inference techniques. We verify therefore that the characteristic tail distribution of subdiffusion is an extreme value copula coupling Mittag-Leffler distributions. We also present a method to calculate the exact copula and joint distributions in the case where weakly chaotic dynamics and deterministic subdiffusion statistical distributions are already known. Numerical simulations and consistency with the dynamical aspects of the map support our results.

Full work available at URL: https://arxiv.org/abs/1804.07820

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zbMATH Keywords

copula modelingdeterministic subdiffusionweakly chaotic dynamics

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Dynamical aspects of statistical mechanics (37A60) Transport processes in time-dependent statistical mechanics (82C70)

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