par Nicolis, C. ;Nicolis, Grégoire
Référence Physical review. E, Statistical, nonlinear, and soft matter physics, 80, 6, 061119
Publication Publié, 2009-12
Article révisé par les pairs
Résumé : A dynamical approach to recurrent and extreme events is developed focusing on the role of correlations and memory in the structure of the probability distributions and their low-order moments. The procedure is illustrated on homogeneous first and second order Markov chains, non-Markovian and nonhomogeneous processes and deterministic dynamical systems. Substantial differences with classical statistical theory as applied to independent identically distributed random variables are identified. © 2009 The American Physical Society.