Universal behaviour of extreme value statistics for selected observables of dynamical systems

DOI10.1007/s10955-012-0468-zzbMath1254.60050arXiv1110.0176OpenAlexW3098256513WikidataQ57886206 ScholiaQ57886206MaRDI QIDQ425192

Davide Faranda, Jeroen Wouters, Valerio Lucarini

Publication date: 7 June 2012

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

Full work available at URL: https://arxiv.org/abs/1110.0176

zbMATH Keywords

dynamical systemsextreme value theorygeneralized Pareto distributionblock maximapeak over threshold

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Related Items (12)

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Uses Software

• ismev

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