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Extremes and recurrence in dynamical systems / Valerio Lucarini...[et al.].

By: Contributor(s): Material type: TextTextSeries: Pure and applied mathematics: a Wiley series of texts, monographs, and tractsPublication details: New Jersey : John Wiley & Sons, Inc., ©2016.Description: xi, 295 pages : illustrations ; 25 cmISBN:
  • 9781118632192
Subject(s): DDC classification:
  • 515.39 23 L932
Contents:
1. Introduction -- 2. A framework for rare events in stochastic processes and dynamical systems -- 3. Classical extreme value theory -- 4. Emergence of extreme value laws for dynamical systems -- 5. Hitting and return time statistics -- 6. Extreme value theory for selected dynamical systems -- 7. Extreme value theory for randomly perturbed dynamical systems -- 8. A statistical mechanical point of view -- 9. Extremes as dynamical and geometrical indicators -- 10. Extremes as physical probes -- 11. Conclusions -- Appendix A: Codes.
Summary: Written by a team of international experts, Extremes and Recurrence in Dynamical Systems presents a unique point of view on the mathematical theory of extremes and on its applications in the natural and social sciences.
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Includes bibliographical references and index.

1. Introduction --
2. A framework for rare events in stochastic processes and dynamical systems --
3. Classical extreme value theory --
4. Emergence of extreme value laws for dynamical systems --
5. Hitting and return time statistics --
6. Extreme value theory for selected dynamical systems --
7. Extreme value theory for randomly perturbed dynamical systems --
8. A statistical mechanical point of view --
9. Extremes as dynamical and geometrical indicators --
10. Extremes as physical probes --
11. Conclusions --
Appendix A: Codes.

Written by a team of international experts, Extremes and Recurrence in Dynamical Systems presents a unique point of view on the mathematical theory of extremes and on its applications in the natural and social sciences.

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