Sampling local properties of attractors via Extreme Value Theory

Davide Faranda, Jorge Milhazes Freitas, Pierre Guiraud and Sandro Vaienti

Chaos, Solitons & Fractals, 2015, vol. 74, issue C, 55-66

Abstract: We provide formulas to compute the coefficients entering the affine scaling needed to get a non-degenerate function for the asymptotic distribution of the maxima of some kind of observable computed along the orbit of a randomly perturbed dynamical system. This will give information on the local geometrical properties of the stationary measure. We will consider systems perturbed with additive noise and with observational noise. Moreover we will apply our techniques to chaotic systems and to contractive systems, showing that both share the same qualitative behavior when perturbed.

Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:74:y:2015:i:c:p:55-66

DOI: 10.1016/j.chaos.2015.01.016

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