Extreme events and dynamical complexity

C. Nicolis and G. Nicolis

Chaos, Solitons & Fractals, 2015, vol. 74, issue C, 46-54

Abstract: The principal signatures of deterministic dynamics in the probabilistic properties of extremes are identified. Analytical expressions for n-fold cumulative distributions and their associated densities are derived. Substantial differences from the classical statistical theory of extreme values are found and illustrated on generic classes of dynamical systems giving rise to fully developed chaos and to quasi-periodic behavior.

Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:74:y:2015:i:c:p:46-54

DOI: 10.1016/j.chaos.2014.12.006

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