Extreme value laws for fractal intensity functions in dynamical systems: Minkowski analysis
Creators
- 1. Center for Nonlinear and Complex Systems, Dipartimento di Scienza ed Alta Tecnologia, Università dell'Insubria, via Valleggio 11, I-22100 Como (Italy)
- 2. Department of Physics, Texas Southern University, Houston, TX 77004 (United States)
Description
Typically, in the dynamical theory of extremal events, the function that gauges the intensity of a phenomenon is assumed to be convex and maximal, or singular, at a single, or at most a finite collection of points in phase–space. In this paper we generalize this situation to fractal landscapes, i.e. intensity functions characterized by an uncountable set of singularities, located on a Cantor set. This reveals the dynamical rôle of classical quantities like the Minkowski dimension and content, whose definition we extend to account for singular continuous invariant measures. We also introduce the concept of extremely rare event, quantified by non-standard Minkowski constants and we study its consequences to extreme value statistics. Limit laws are derived from formal calculations and are verified by numerical experiments. (paper)
Availability note (English)
Available from http://dx.doi.org/10.1088/1751-8113/49/37/374001Additional details
Identifiers
Publishing Information
- Journal Title
- Journal of Physics. A, Mathematical and Theoretical (Online)
- Journal Volume
- 49
- Journal Issue
- 37
- Journal Page Range
- [21 p.]
- ISSN
- 1751-8121
INIS
- Country of Publication
- United Kingdom
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 48100293
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
- Descriptors DEI
- FRACTALS; FUNCTIONS; MINKOWSKI SPACE; PHASE SPACE; SINGULARITY; STANDARDS; STATISTICS
- Descriptors DEC
- MATHEMATICAL SPACE; MATHEMATICS; SPACE