Multivariate extreme values for dynamical systems

• Type: Article in International Scientific Journal
• Date: 2026

Authors

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

Journal

Title: Nonlinearity

Vol. 39

ISSN: 0951-7715

Publisher: Institute of Physics Publishing

Indexing

ISI Web of Knowledge - 0 Citations

Other information

Authenticus ID: 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.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 24