2018
DOI: 10.48550/arxiv.1808.02970
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Dynamical counterexamples regarding the Extremal Index and the mean of the limiting cluster size distribution

Miguel Abadi,
Ana Cristina Moreira Freitas,
Jorge Milhazes Freitas

Abstract: The Extremal Index is a parameter that measures the intensity of clustering of rare events and is usually equal to the reciprocal of the mean of the limiting cluster size distribution. We show how to build dynamically generated stochastic processes with an Extremal Index for which that equality does not hold. The mechanism used to build such counterexamples is based on considering observable functions maximised at at least two points of the phase space, where one of them is an indifferent periodic point and an… Show more

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“…meaning that x and y are decoupled when D xy = D x + D y , while they are linked via a deterministic function (i.e., exhibit generalized synchronization) when D xy = min(D x , D y ). As for D, the bivariate persistence θ xy can be defined as a weighted average of θ x and θ y [44,45]. Different from the univariate case, an additional new dynamical system metric can be defined in the bivariate case, i.e., the so-called co-recurrence ratio As noted in Faranda et al [44], α cannot be interpreted in terms of causation but only as mutual relation.…”
Section: Dynamical System Metrics For Bivariate Time Seriesmentioning
confidence: 99%
“…meaning that x and y are decoupled when D xy = D x + D y , while they are linked via a deterministic function (i.e., exhibit generalized synchronization) when D xy = min(D x , D y ). As for D, the bivariate persistence θ xy can be defined as a weighted average of θ x and θ y [44,45]. Different from the univariate case, an additional new dynamical system metric can be defined in the bivariate case, i.e., the so-called co-recurrence ratio As noted in Faranda et al [44], α cannot be interpreted in terms of causation but only as mutual relation.…”
Section: Dynamical System Metrics For Bivariate Time Seriesmentioning
confidence: 99%