par Nicolis, C. ;Nicolis, Grégoire
Référence Extreme Events: Observations, Modeling, and Economics, Wiley Blackwell, page (23-34)
Publication Publié, 2015-11
Partie d'ouvrage collectif
Résumé : The principal signatures of deterministic dynamics in the probabilistic properties of extremes are identified in this chapter. Analytical expressions for n-fold cumulative distributions and their associated densities, for the exceedance probabilities and spatial propagation of extremes, are derived and complemented by numerical simulations. Substantial differences from the classical statistical theory are found and illustrated on generic classes of dynamical systems, giving rise to fully developed chaos, intermittent chaos, and quasi-periodic behavior.