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On Max-Semistable Laws and Extremes for Dynamical Systems
2021
Entropy
Suppose (f,X,μ) is a measure preserving dynamical system and ϕ:X→R a measurable observable. Let Xi=ϕ∘fi−1 denote the time series of observations on the system, and consider the maxima process Mn:=max{X1,...,Xn}. Under linear scaling of Mn, its asymptotic statistics are usually captured by a three-parameter generalised extreme value distribution. This assumes certain regularity conditions on the measure density and the observable. We explore an alternative parametric distribution that can be
doi:10.3390/e23091192
pmid:34573816
fatcat:4saep2t7trdldeav7tjzyiojqy