Scaling in the timing of extreme events

DOI10.1016/j.chaos.2015.01.011zbMath1352.62038arXiv1408.1943OpenAlexW2010288629WikidataQ57735640 ScholiaQ57735640MaRDI QIDQ728412

Álvaro Corral

Publication date: 20 December 2016

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.1943

zbMATH Keywords

Brownian motionwaiting timemarked point processgeneralized central limit theorem from renormalizationquiet time

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Brownian motion (60J65) Approximations to statistical distributions (nonasymptotic) (62E17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Uses Software

• ismev

Cites Work

• Generalized central limit theorem and renormalization group
• Fracture processes observed with a cryogenic detector
• An introduction to the theory of point processes
• Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: concepts and tools.
• Fractal renewal processes
• Chance and Stability
• A Guide to First-Passage Processes
• An introduction to statistical modeling of extreme values
• Renormalization group and probability theory
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item