Extreme Value Theory for Observations of Dynamical Systems
1 : I2M
Aix Marseille Université, Aix Marseille Université
2 : CPT
Université de Toulon, , Université de Toulon
3 : LSCE
Laboratoire des Sciences du Climat et de l'Environnement (LSCE)
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.
| Subject : | : | oral |
| Topics | : | Dynamical Systems |
| Topics | : | Conference Session 6 |
| Keywords | : | Extreme Value Theory ; Observations |
| PDF version | : |  PDF version |
