Extreme value distributions in chaotic dynamics.

DOI10.1007/BF02178361zbMath1081.60528OpenAlexW2060309917MaRDI QIDQ1593260

R. Smith

Publication date: 16 January 2001

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

Full work available at URL: https://doi.org/10.1007/bf02178361

zbMATH Keywords

extreme value theoryintermittent chaosfully developed chaoslocal maxima statistics

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items

On using extreme values to detect global stability thresholds in multi-stable systems: the case of transitional plane Couette flow, STATISTICAL DEPENDENCY IN CHAOS, Extreme event statistics in a map with singularity, PROBABILISTIC ASPECTS OF EXTREME EVENTS GENERATED BY PERIODIC AND QUASIPERIODIC DETERMINISTIC DYNAMICS, Numerical convergence of the block-maxima approach to the generalized extreme value distribution, GENERALIZED EXTREME VALUE DISTRIBUTION PARAMETERS AS DYNAMICAL INDICATORS OF STABILITY, Rational divide-and-conquer relations, Extreme value theory for singular measures, Extreme events and dynamical complexity, A Fréchet law and an Erdős–Philipp law for maximal cuspidal windings, EXTREME VALUE STATISTICS FOR DETERMINISTIC DYNAMICAL SYSTEMS, On rare and extreme events

Cites Work

• Extremes and related properties of random sequences and processes
• Extremal theory for stochastic processes
• The exact invariant density for a cusp-shaped return map
• Statistics of extremes in climatology
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