Extreme events in bimodal systems

被引：3
|
作者：
Nicolis, S. C. [1 ]
Nicolis, C. [2 ]
机构：
[1] Uppsala Univ, Dept Math, SE-75106 Uppsala, Sweden
[2] Inst Royal Meteorol Belg, B-1180 Brussels, Belgium
来源：
PHYSICAL REVIEW E | 2008年 / 78卷 / 03期
关键词：
D O I：
10.1103/PhysRevE.78.036222
中图分类号：
O35 [流体力学]; O53 [等离子体物理学];
学科分类号：
070204 ; 080103 ; 080704 ;
摘要：
The extreme value statistics of systems possessing a two-hump probability density of the relevant variable, in which the left peak is more pronounced than the right one, is studied. It is shown that systems of this type display a nontrivial transient behavior in the form of anomalous fluctuations around the mean, for certain (finite) ranges of observational time windows. The results are illustrated on independent identically distributed random variables, systems possessing two locally stable states and subjected to additive white noise, and dynamical systems in the regime of deterministic chaos.
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页数：6
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