3 papers
q-bio.NC2019
Extreme value theory of evolving phenomena in complex dynamical systems: firing cascades in a model of neural network
Theophile Caby, Giorgio Mantica
We extend the scope of the dynamical theory of extreme values to cover phenomena that do not happen instantaneously, but evolve over a finite, albeit unknown at the onset, time int…
math.DS2019
On the computation of the extremal index for time series
Th. Caby, D. Faranda, S. Vaienti +1
The extremal index is a quantity introduced in extreme value theory to measure the presence of clusters of exceedances. In the dynamical systems framework, it provides important in…
math.DS2018
Generalized dimensions, large deviations and the distribution of rare events
Théophile Caby, Davide Faranda, Giorgio Mantica +2
Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cel…