Universal Behaviour of Extreme Value Statistics for Selected Observables of Dynamical Systems

@article{Lucarini2012UniversalBO,
  title={Universal Behaviour of Extreme Value Statistics for Selected Observables of Dynamical Systems},
  author={Valerio Lucarini and Davide Faranda and Jeroen Wouters},
  journal={Journal of Statistical Physics},
  year={2012},
  volume={147},
  pages={63-73}
}
The main results of the extreme value theory developed for the investigation of the observables of dynamical systems rely, up to now, on the block maxima approach. In this framework, extremes are identified with the block maxima of the time series of the chosen observable, in the limit of infinitely long blocks. It has been proved that, assuming suitable mixing conditions for the underlying dynamical systems, the extremes of a specific class of observables are distributed according to the so… Expand

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