Extremes and recurrence in dynamical systems / Valerio Lucarini [and eight others].

Format:

Book

Author/Creator:

Lucarini, Valerio, 1976- author.

Series:

Pure and applied mathematics (John Wiley & Sons : Unnumbered)

Pure and applied mathematics: A Wiley Series of Texts, Monographs, and Tracts

Language:

English

Subjects (All):

Chaotic behavior in systems.

Stochastic processes.

Probabilities.

Extreme value theory.

Dynamics.

Physical Description:

xi, 295 pages : illustrations ; 25 cm.

Place of Publication:

Hoboken, New Jersey : John Wiley & Sons, Inc., [2016]

Contents:

A Framework for Rare Events in Stochastic Processes and Dynamical Systems

Classical Extreme Value Theory

Emergence of Extreme Value Laws for Dynamical Systems

Hitting and Return Time Statistics

Extreme Value Theory for Selected Dynamical Systems

Extreme Value Theory for Randomly Perturbed Dynamical Systems

A Statistical Mechanical Point of View

Extremes as Dynamical and Geometrical Indicators

Extremes as Physical Probes

Conclusions

Appendix A: Codes.

Notes:

Includes bibliographical references (pages 273-292) and index.

"Written by a team of experts, Extremes and Recurrence in Dynamical Systems presents a unique point of view on the mathematical theory of extremes and on its applications in the natural and social sciences. Featuring an interdisciplinary approach to new concepts in pure and applied mathematical research, the book skillfully combines the areas of statistical mechanics, probability theory, measure theory, dynamical systems, statistical inference, geophysics, and software applications. Emphasizing the statistical mechanical point of view, the book introduces robust theoretical embedding for the application of extreme value theory in dynamical systems."--Back cover.

ISBN:

9781118632192

1118632192

OCLC:

931226803