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Extreme value distributions in chaotic dynamics

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Abstract

A theory of extremes is developed for chaotic dynamical systems and illustrated on representative models of fully developed chaos and intermitent chaos. The cumulative distribution and its associated density for the largest value occurring in a data set, for monotonically increasing (or decreasing) sequences, and for local maxima are evaluated both analytically and numerically. Substantial differences from the classical statistical theory of extremes are found, arising from the deterministic origin of the underlying dynamics.

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Authors and Affiliations

  1. Center for Nonlinear Phenomena and Complex Systems, Université Libre de Bruxelles, C.P. 231, 1050, Brussels, Belgium

    V. Balakrishnan & G. Nicolis

  2. Department of Physics, Indian Institute of Technology, 600 036, Madras, India

    V. Balakrishnan

  3. Institut Royal Météorologique de Belgique, 1180, Bruxelles, Belgium

    C. Nicolis

Authors
  1. V. Balakrishnan
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  2. C. Nicolis
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  3. G. Nicolis
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Balakrishnan, V., Nicolis, C. & Nicolis, G. Extreme value distributions in chaotic dynamics. J Stat Phys 80, 307–336 (1995). https://doi.org/10.1007/BF02178361

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  • DOI: https://doi.org/10.1007/BF02178361

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