Extremes and Recurrence in Dynamical Systems

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 the theoretical and heuristic use of extremes Several examples of analysis of extremes in a physical and geophysical context A final summary of the main results presented with a discussion of forthcoming research guidelines An appendix with software Matlab® and Octave programming language to help readers to develop further understanding of the presented concepts

Extremes and Recurrence in Dynamical Systems is ideal for academics and practitioners in pure and applied mathematics, probability theory, statistics, chaos, theoretical and applied dynamical systems, statistical mechanics, geophysical fluid dynamics, geosciences and complexity science.

Valerio Lucarini, PhD, is Professor of Theoretical Meteorology in the Institute of Meteorology at the University of Hamburg, Germany and Professor of Statistical Mechanics at the University of Reading, UK.

Davide Faranda, PhD, is researcher at LSCE–CNRS, France.

Ana Cristina Moreira Freitas, PhD, is Assistant Professor in the Department of Economics at the University of Porto, Portugal.

Jorge Milhazes Freitas, PhD, is Assistant Professor in the Department of Mathematics at the University of Porto, Portugal.

Mark Holland, PhD, is Senior Lecturer in Applied Mathematics in the School of Engineering, Computer Science and Mathematics at the University of Exeter, UK.

Tobias Kuna, PhD, is Associate Professor in the Department of Mathematics and Statistics at the University of Reading, UK.

Matthew Nicol, PhD, is Professor of Mathematics at the University of Houston, USA.

Mike Todd, PhD, is Lecturer in the School of Mathematics and Statistics at the University of St. Andrews, Scotland.

Sandro Vaienti, PhD, is Professor of Mathematics at the University of Toulon and Researcher at the Centre de Physique Théorique, France.