EXTREME-VALUE DISTRIBUTIONS IN CHAOTIC DYNAMICS

被引：34

作者：

BALAKRISHNAN, V

NICOLIS, C

NICOLIS, G

机构：

[1] INDIAN INST TECHNOL,DEPT PHYS,MADRAS 600036,TAMIL NADU,INDIA

[2] INST ROYAL METEOROL BELGIQUE,B-1180 BRUSSELS,BELGIUM

来源：

JOURNAL OF STATISTICAL PHYSICS | 1995年 / 80卷 / 1-2期

关键词：

EXTREME VALUE THEORY; LOCAL MAXIMA STATISTICS; FULLY DEVELOPED CHAOS; INTERMITTENT CHAOS;

D O I：

10.1007/BF02178361

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

A theory of extremes is developed for chaotic dynamical systems and illustrated on representative models of fully developed chaos and intermittent chaos. The cumulative distribution and its associated density for the largest value occurring in a data set, for monotonically increasing (or decreasing) sequences, and for local maxima are evaluated both analytically and numerically. Substantial differences from the classical statistical theory of extremes are found, arising from the deterministic origin of the underlying dynamics.

引用

页码：307 / 336

页数：30

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