On the link between dependence and independence in extreme value theory for dynamical systems
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Cites work
- scientific article; zbMATH DE number 3249395 (Why is no real title available?)
- Conditions for the convergence in distribution of maxima of stationary normal processes
- Extreme values for Benedicks-Carleson quadratic maps
- Extreme values of the tent map process.
- Statistics of closest return for some non-uniformly hyperbolic systems
Cited in
(39)- Limit theorem for the Robin Hood game
- Generative stochastic modeling of strongly nonlinear flows with non-Gaussian statistics
- Extreme value laws in dynamical systems under physical observables
- Extreme value theory for non-uniformly expanding dynamical systems
- Extreme value distributions for one-parameter actions on homogeneous spaces
- Speed of convergence to an extreme value distribution for non-uniformly hyperbolic dynamical systems
- Extremal dichotomy for uniformly hyperbolic systems
- Extreme value theory for singular measures
- Generalized Fibonacci numbers and extreme value laws for the Rényi map
- Dichotomy results for eventually always hitting time statistics and almost sure growth of extremes
- Sampling local properties of attractors via extreme value theory
- Weak convergence to extremal processes and record events for non-uniformly hyperbolic dynamical systems
- Example of a non-standard extreme-value law
- A derivation of the Poisson law for returns of smooth maps with certain geometrical properties
- Functional limit theorems for dynamical systems with correlated maximal sets
- Rare events for the Manneville-Pomeau map
- Level hitting probabilities and extremal indexes for some particular dynamical systems
- Universal behaviour of extreme value statistics for selected observables of dynamical systems
- The extremal index, hitting time statistics and periodicity
- Extremal behaviour of chaotic dynamics
- Extreme value laws in dynamical systems for non-smooth observations
- Hitting time statistics and extreme value theory
- A Fréchet law and an Erdős-Philipp law for maximal cuspidal windings
- Matching of observations of dynamical systems, with applications to sequence matching
- Extremes and extremal indices for level set observables on hyperbolic systems
- Extreme amplitudes of a periodically forced Duffing oscillator
- Unimodal maps perturbed by heteroscedastic noise: an application to financial systems
- Numerical convergence of the block-maxima approach to the generalized extreme value distribution
- Dynamical systems approaches to the study of climate with applications to 2022 extreme weather events
- Statistics of the maximum for the tent map
- Laws of rare events for deterministic and random dynamical systems
- Borel-Cantelli lemmas and extreme value theory for geometric Lorenz models
- GENERALIZED EXTREME VALUE DISTRIBUTION PARAMETERS AS DYNAMICAL INDICATORS OF STABILITY
- Hitting times distribution and extreme value laws for semi-flows
- Extreme value laws for dynamical systems under observational noise
- Speed of convergence for laws of rare events and escape rates
- Towards a general theory of extremes for observables of chaotic dynamical systems
- Clustering of extreme events created by multiple correlated maxima
- The compound Poisson limit ruling periodic extreme behaviour of non-uniformly hyperbolic dynamics
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