Pure and Applied Mathematics a Wiley Series of Texts, Monographs and Tracts: Extremes and Recurrence in Dynamical Systems read book PDF
9781118632352 1118632354 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 a dynamical system can be taken as a 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(R) 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., This book aims at presenting a common perspective on recent advances in the theory of extreme values, arising from the investigation of dynamical systems. Collaboratively and meticulously produced, the book is written by a collection of authors from around the globe in order to display the complexity, the interdisciplinary, and the novelty of its contents, which require expertise, experience, and scientific know-how. The book consciously combines in a coherent way the major concepts from statistical mechanics, probability theory, measure theory, dynamical systems, statistical inference, and software in an effort to create a whole new point of view on extremes and how they are relevant to theoretical investigations as well as heuristic applications in the natural and social sciences. Companion software, written in the widely used Matlab/Octave programming language, is discussed in order to foster applications and to encourage the reader to develop his or her own perspective on key concepts. The presentation is built upon the premise that the material provides an entirely different flavor to the theory of extreme events and is a timely milestone for a new interdisciplinary sector of pure and applied mathematical research., 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 on its 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 the statistical mechanical point of view, the book introduces robust theoretical embedding for the application of extreme value theory in dynamical systems. Extremes and Recurrence in Dynamical Systems also features: * A careful examination of how a dynamical system can serve as a 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 along with a guide to future research projects * An appendix with software in Matlab 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 at the University of Hamburg, Germany and Professor of Statistical Mechanics at the University of Reading, UK. DAVIDE FARANDA, PhD, is Researcher at the Laboratoire des science du climat et de l'environnement, IPSL, CEA Saclay, Universit Paris-Saclay, Gif-sur-Yvette, France. ANA CRISTINA GOMES MONTEIRO MOREIRA DE FREITAS, PhD, is Assistant Professor in the Faculty of Economics at the University of Porto, Portugal. JORGE MIGUEL MILHAZES DE FREITAS, PhD, is Assistant Professor in the Department of Mathematics of the Faculty of Sciences at the University of Porto, Portugal. MARK HOLLAND, PhD, is Senior Lecturer in Applied Mathematics in the College of Engineering, Mathematics and Physical Sciences 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 Thorique, France.
9781118632352 1118632354 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 a dynamical system can be taken as a 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(R) 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., This book aims at presenting a common perspective on recent advances in the theory of extreme values, arising from the investigation of dynamical systems. Collaboratively and meticulously produced, the book is written by a collection of authors from around the globe in order to display the complexity, the interdisciplinary, and the novelty of its contents, which require expertise, experience, and scientific know-how. The book consciously combines in a coherent way the major concepts from statistical mechanics, probability theory, measure theory, dynamical systems, statistical inference, and software in an effort to create a whole new point of view on extremes and how they are relevant to theoretical investigations as well as heuristic applications in the natural and social sciences. Companion software, written in the widely used Matlab/Octave programming language, is discussed in order to foster applications and to encourage the reader to develop his or her own perspective on key concepts. The presentation is built upon the premise that the material provides an entirely different flavor to the theory of extreme events and is a timely milestone for a new interdisciplinary sector of pure and applied mathematical research., 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 on its 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 the statistical mechanical point of view, the book introduces robust theoretical embedding for the application of extreme value theory in dynamical systems. Extremes and Recurrence in Dynamical Systems also features: * A careful examination of how a dynamical system can serve as a 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 along with a guide to future research projects * An appendix with software in Matlab 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 at the University of Hamburg, Germany and Professor of Statistical Mechanics at the University of Reading, UK. DAVIDE FARANDA, PhD, is Researcher at the Laboratoire des science du climat et de l'environnement, IPSL, CEA Saclay, Universit Paris-Saclay, Gif-sur-Yvette, France. ANA CRISTINA GOMES MONTEIRO MOREIRA DE FREITAS, PhD, is Assistant Professor in the Faculty of Economics at the University of Porto, Portugal. JORGE MIGUEL MILHAZES DE FREITAS, PhD, is Assistant Professor in the Department of Mathematics of the Faculty of Sciences at the University of Porto, Portugal. MARK HOLLAND, PhD, is Senior Lecturer in Applied Mathematics in the College of Engineering, Mathematics and Physical Sciences 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 Thorique, France.