Extreme value distributions of observation recurrences
Dynamical Systems
2020-12-02 v2 Chaotic Dynamics
Abstract
We study analytically and numerically the extreme value distribution of observables defined along the temporal evolution of a dynamical system. The convergence to the Gumbel law of observable recurrences gives information on the fractal structure of the image of the invariant measure by the observable. We provide illustrations on idealized and physical systems.
Keywords
Cite
@article{arxiv.2002.10873,
title = {Extreme value distributions of observation recurrences},
author = {Théophile Caby and Davide Faranda and Sandro Vaienti and Pascal Yiou},
journal= {arXiv preprint arXiv:2002.10873},
year = {2020}
}
Comments
54 pages, to appear in Nonlinearity