Sampling local properties of attractors via Extreme Value Theory - Équipe Systèmes dynamiques : théories et applications Accéder directement au contenu
Article Dans Une Revue Chaos, Solitons & Fractals Année : 2015

Sampling local properties of attractors via Extreme Value Theory

Résumé

We provide formulas to compute the coefficients entering the affine scaling needed to get a non-degenerate function for the asymptotic distribution of the maxima of some kind of observable computed along the orbit of a randomly perturbed dynamical system. This will give information on the local geometrical properties of the stationary measure. We will consider systems perturbed with additive noise and with observational noise. Moreover we will apply our techniques to chaotic systems and to contractive systems, showing that both share the same qualitative behavior when perturbed.
Fichier principal
Vignette du fichier
SICSF_review_2.pdf (1.57 Mo) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01126747 , version 1 (06-03-2015)

Identifiants

Citer

Davide Faranda, Jorge Milhazes Freitas, Pierre Guiraud, Sandro Vaienti. Sampling local properties of attractors via Extreme Value Theory. Chaos, Solitons & Fractals, 2015, Extreme Events and its Applications, 74, pp.55-66. ⟨10.1016/j.chaos.2015.01.016⟩. ⟨hal-01126747⟩
399 Consultations
99 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More