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Название: Extreme Value Distributions in Chaotic Dynamics
Авторы: Balakrishnan V., Nicolis C., Nicolis G.
Аннотация:
Journal of Statistical Physics, Vol. 80, Nos. 1/2, 1995. p. 307-336.
A theory of extremes is developed for chaotic dynamical systems and illustrated on representative models of fully developed chaos and intermittent 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.