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Register a new userSampling local properties of attractors via Extreme Value Theory
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We provide formulas to compute the coefficients entering the affine scaling needed to get a non-degenerate function for the asymptotic distribution of the maxima of some kind of observable computed along the orbit of a randomly perturbed dynamical system. This will give information on the local geometrical properties of the stationary measure. We will consider systems perturbed with additive noise and with observational noise. Moreover we will apply our techniques to chaotic systems and to contractive systems, showing that both share the same qualitative behavior when perturbed.
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In this paper we characterize the mixing properties in the advection of passive tracers by exploiting the extreme value theory for dynamical systems. With respect to classical techniques directly related to the Poincare recurrences analysis, our method provides reliable estimations of the characteristic mixing times and distinguishes between barriers and unstable fixed points. The method is based on a check of convergence for extreme value laws on finite datasets. We define the mixing times in terms of the shortest time intervals such that extremes converge to the asymptotic (known) parameters of the Generalized Extreme Value distribution. Our technique is suitable for applications in the analysis of other systems where mixing time scales need to be determined and limited datasets are available.
This study uses the link between extreme value laws and dynamical systems theory to show that important dynamical quantities as the correlation dimension, the entropy and the Lyapunov exponents can be obtained by fitting observables computed along a trajectory of a chaotic systems. All this information is contained in a newly defined Dynamical Extreme Index. Besides being mathematically well defined, it is almost numerically effortless to get as i) it does not require the specification of any additional parameter (e.g. embedding dimension, decorrelation time); ii) it does not suffer from the so-called curse of dimensionality. A numerical code for its computation is provided.
The notion of Carry Value Transformation (CVT) is a model of Discrete Deterministic Dynamical System. In this paper, we have studied some interesting properties of CVT and proved that (1) the addition of any two non-negative integers is same as the sum of their CVT and XOR values. (2) While performing the repeated addition of CVT and XOR of two non-negative integers a and b (where a >= b), the number of iterations required to get either CVT=0 or XOR=0 is at most the length of a when both are expressed as binary strings. A similar process of addition of Modified Carry Value Transformation (MCVT) and XOR requires a maximum of two iterations for MCVT to be zero. (3) An equivalence relation is defined in the set (Z x Z) which divides the CV table into disjoint equivalence classes.
We propose a new method for modeling the distribution function of high dimensional extreme value distributions. The Pickands dependence function models the relationship between the covariates in the tails, and we learn this function using a neural network that is designed to satisfy its required properties. Moreover, we present new methods for recovering the spectral representation of extreme distributions and propose a generative model for sampling from extreme copulas. Numerical examples are provided demonstrating the efficacy and promise of our proposed methods.
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