Multivariate extreme values for dynamical systems
Fuente:
arXiv
Gespeichert in:
| Hauptverfasser: | , , , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2024
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866912829544595456 |
|---|---|
| author | Aimino, Romain Freitas, Ana Cristina Moreira Freitas, Jorge Milhazes Todd, Mike |
| author_facet | Aimino, Romain Freitas, Ana Cristina Moreira Freitas, Jorge Milhazes Todd, Mike |
| contents | We establish a theory for multivariate extreme value analysis of dynamical systems. Namely, we provide conditions adapted to the dynamical setting which enable the study of dependence between extreme values of the components of $\R^d$-valued observables evaluated along the orbits of the systems. We study this cross-sectional dependence, which results from the combination of a spatial and a temporal dependence structures. We give several illustrative applications, where concrete systems and dependence sources are introduced and analysed. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2406_14807 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Multivariate extreme values for dynamical systems Aimino, Romain Freitas, Ana Cristina Moreira Freitas, Jorge Milhazes Todd, Mike Dynamical Systems Probability 37A50, 37A25, 37B20, 60G70, 62H05 We establish a theory for multivariate extreme value analysis of dynamical systems. Namely, we provide conditions adapted to the dynamical setting which enable the study of dependence between extreme values of the components of $\R^d$-valued observables evaluated along the orbits of the systems. We study this cross-sectional dependence, which results from the combination of a spatial and a temporal dependence structures. We give several illustrative applications, where concrete systems and dependence sources are introduced and analysed. |
| title | Multivariate extreme values for dynamical systems |
| topic | Dynamical Systems Probability 37A50, 37A25, 37B20, 60G70, 62H05 |
| url | https://arxiv.org/abs/2406.14807 |