Extreme value distributions of observation recurrences

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 observab...

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Bibliographic Details
Published in:arXiv.org 2020-08
Main Authors: Caby, Théophile, Faranda, Davide, Vaienti, Sandro, Yiou, Pascal
Format: Article
Language:English
Subjects:
Extreme values
Normal distribution
Online Access:Get full text
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Summary: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.
ISSN:2331-8422
DOI:10.48550/arxiv.2002.10873