Extremes and recurrence in dynamical systems

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Author(s): Lucarini Valerio et al.
Series: Pure and applied mathematics (John Wiley & Sons : Unnumbered)
Publisher: John Wiley & Sons
Year: 2016

Language: English
Pages: 295
Tags: Chaotic behavior in systems.;Stochastic processes.;Probabilities.;Extreme value theory.;Dynamics.

Content: A framework for rare events in stochastic processes and dynamical systems --
Classical extreme value theory --
Emergence of extreme value laws for dynamical systems --
Hitting and return time statistics --
Extreme value theory for selected dynamical systems --
Extreme value theory for randomly perturbed dynamical systems --
A statistical mechanical point of view --
Extremes as dynamical and geometrical indicators --
Extremes as physical probes --
Conclusions --
Appendix A: Codes.