Extreme value statistics for dynamical systems with noise
Work
Year: 2013
Type: article
Abstract: We study the distribution of maxima (Extreme Value Statistics) for sequences of observables computed along orbits generated by random transformations. The underlying, deterministic, dynamical system c... more
Source: Nonlinearity
Institutions Service de Physique de l'État Condensé, Commissariat à l'Énergie Atomique et aux Énergies Alternatives, CEA Paris-Saclay, Centre National de la Recherche Scientifique, Universidade do Porto +5 more
Cites: 67
Cited by: 41
Related to: 10
FWCI: 10.32
Citation percentile (by year/subfield): 100
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green