Generalized extreme value distribution parameters as dynamical indicators of 
stability

Faranda, Davide; Lucarini, Valerio; Turchetti, Giorgio; Vaienti, Sandro

doi:10.1142/S0218127412502768

Item

ITEM ACTIONSEXPORT

Add to Basket

Local TagsRelease HistoryDetailsSummary

Released

Journal Article

Generalized extreme value distribution parameters as dynamical indicators of stability

MPS-Authors

There are no MPG-Authors in the publication available

External Resource

No external resources are shared

Fulltext (restricted access)

There are currently no full texts shared for your IP range.

Fulltext (public)

There are no public fulltexts stored in PuRe

Supplementary Material (public)

There is no public supplementary material available

Citation

Faranda, D., Lucarini, V., Turchetti, G., & Vaienti, S. (2012). Generalized extreme value distribution parameters as dynamical indicators of stability. INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS, 22(11): 1250276. doi:10.1142/S0218127412502768.

Cite as: https://hdl.handle.net/11858/00-001M-0000-0017-C4E9-6

Abstract

We introduce a new dynamical indicator of stability based on the Extreme Value statistics showing that it provides an insight into the local stability properties of dynamical systems. The indicator performs faster than others based on the iteration of the tangent map since it requires only the evolution of the original systems and, in the chaotic regions, gives further information about the local information dimension of the attractor. A numerical validation of the method is presented through the analysis of the motions in the Standard map.