Sampling local properties of attractors via Extreme Value Theory

• Tipo: Artigo em Revista Científica Internacional
• Data: 2015

Autores

Faranda, D (Autor) Outra; Jorge Milhazes Freitas (Autor) FCUP; Guiraud, P (Autor) Outra; Vaienti, S (Autor) Outra

Revista

Título: Chaos, Solitons & Fractals

Vol. 74

Páginas: 55-66

ISSN: 0960-0779

Indexação

ISI Web of Knowledge - 4 Citações

Scopus - 2 Citações

Outras Informações

ID Authenticus: P-00A-8RE

DOI: 10.1016/j.chaos.2015.01.016

Abstract (EN): 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.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 12