Extremes and Recurrence in Dynamical Systems

Description

Presents recent advances on the theory of extreme values that result from investigations of dynamical systems applications 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 how it relates to applications in the natural and social sciences. Featuring an interdisciplinary approach to new concepts in pure and applied mathematical research, the book skillfully combines the areas of statistical mechanics, probability theory, measure theory, dynamical systems, statistical inference, geophysics, and software application. Emphasizing statistical mechanics, the book introduces robust theoretical embedding for the application of extreme value theory and modeling through dynamical systems.Extremes and Recurrence in Dynamical Systems also features: * A careful examination of how dynamical system can be taken as generator of stochastic processes * Discussions on the applications of statistical inference in th