Related papers: Extremes and extremal indices for level set observ…
We derive a variational expression for the correlation time of physical observables in steady-state diffusive systems. As a consequence of this variational expression, we obtain lower bounds on the correlation time, which provide speed…
We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…
We continue our study of the dynamics of mappings with small topological degree on (projective) complex surfaces. Previously, under mild hypotheses, we have constructed an ergodic ``equilibrium'' measure for each such mapping. Here we study…
We investigate a wide class of two-dimensional hyperbolic systems with singularities, and prove the almost sure invariance principle (ASIP) for the random process generated by sequences of dynamically H\"older observables. The observables…
The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…
Several environmental phenomena can be described by different correlated variables that must be considered jointly in order to be more representative of the nature of these phenomena. For such events, identification of extremes is…
The extremal index $\theta$, a measure of the degree of local dependence in the extremes of a stationary process, plays an important role in extreme value analyses. We estimate $\theta$ semiparametrically, using the relationship between the…
In this paper we provide a connection between the geometrical properties of a chaotic dynamical system and the distribution of extreme values. We show that the extremes of so-called physical observables are distributed according to the…
The problem of the existence of a Strong Stochasticity Threshold in the FPU-beta model is reconsidered, using suitable microcanonical observables of thermodynamic nature, like the temperature and the specific heat. Explicit expressions for…
Both marginal and dependence features must be described when modelling the extremes of a stationary time series. There are standard approaches to marginal modelling, but long- and short-range dependence of extremes may both appear. In…
The aim of this paper is to study growth properties of group extensions of hyperbolic dynamical systems, where we do not assume that the extension satisfies the symmetry conditions seen, for example, in the work of Stadlbauer on symmetric…
Exceptional points are singularities in the spectrum of non-Hermitian systems in which several eigenvectors are linearly dependent and their eigenvalues are equal to each other. Usually it is assumed that the order of the exceptional point…
We present necessary and sufficient criteria for a max-algebraic supereigenvector, i.e., a solution of the system $A\otimes\textbf{x}\geq\textbf{x}$ with $A\in\overline{\mathbb{R}}^{n\times n}$ in max-plus algebra, to be an extremal. We…
We establish a theory for multivariate extreme value analysis of dynamical systems. Namely, we provide conditions adapted to the dynamical setting which enable the study of dependence between extreme values of the components of…
We introduce a finite scale geometric observable that quantifies the growth rate of localized sets under time evolution in dissipative dynamical systems. Defined at finite time and resolution without reference to symbolic dynamics or Markov…
A hyperbolic system approach is proposed for robust computation of anisotropic diffusion equations that appear in quasineutral plasmas. Though the approach exhibits merits of high extensibility and accurate flux computation, the…
Let $f$ be a $C^{1+\alpha}$ diffeomorphism of a compact Riemannian manifold and $\mu$ an ergodic hyperbolic measure with positive entropy. We prove that for every continuous potential $\phi$ there exists a sequence of basic sets $\Omega_n$…
In this paper, we show that for several interesting systems beyond uniform hyperbolicity, any generic continuous function has a unique maximizing measure with zero entropy. In some cases, we also know that the maximizing measure has full…
We prove the well posedness of a class of non linear and non local mixed hyperbolic-parabolic systems in bounded domains, with Dirichlet boundary conditions. In view of control problems, stability estimates on the dependence of solutions on…
Extreme value analysis is an essential methodology in the study of rare and extreme events, which hold significant interest in various fields, particularly in the context of environmental sciences. Models that employ the exceedances of…