4 papers
Probability distributions for analog-to-target distances
Paul Platzer, Pascal Yiou, Philippe Naveau +3
Some properties of chaotic dynamical systems can be probed through features of recurrences, also called analogs. In practice, analogs are nearest neighbours of the state of a syste…
Extreme value distributions of observation recurrences
Théophile Caby, Davide Faranda, Sandro Vaienti +1
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…
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…
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…