Multivariate extreme values for dynamical systems

• Tipo: Artigo em Revista Científica Internacional
• Data: 2026

Autores

Aimino, R (Autor) Outra; Ana Cristina Moreira Freitas (Autor) FEP; Jorge Milhazes Freitas (Autor) FCUP; Todd, M (Autor) Outra

Revista

Título: Nonlinearity

Vol. 39

ISSN: 0951-7715

Editora: Institute of Physics Publishing

Indexação

ISI Web of Knowledge - 0 Citações

Outras Informações

ID Authenticus: P-01A-Z5Q

DOI: 10.1088/1361-6544/ae36db

Abstract (EN): We establish a theory for multivariate extreme value analysis of dynamical systems. Namely, we provide conditions adapted to the dynamical setting which enable the study of dependence between extreme values of the components of Rd-valued observables evaluated along the orbits of the systems. We study this cross-sectional dependence, which results from the combination of a spatial and a temporal dependence structures. We give several illustrative applications, where concrete systems and dependence sources are introduced and analysed.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 24