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Extremes and Recurrence in Dynamical Systems (Hardcover) (Valerio Lucarini)
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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.