Extreme value theory for observables on chaotic dynamical systems, in particular exceedances of length k time steps

Speaker: Professor Matthew Nicol
Affiliation: University of Houston

Abstract

We will give an introduction to use extreme value theory and then describe recent work to estimate the probability of successive exceedances of a threshold value of a time-series of an observable on several classes of chaotic dynamical systems. The observables have a Fréchet (fat-tailed) distribution. The motivation for this work was to give estimates of the probabilities of sustained weather anomalies such as heatwaves, cold spells or prolonged periods of rainfall in climate models.

About Maths Colloquium

The Mathematics Colloquium is directed at students and academics working in the fields of pure and applied mathematics, and statistics.

We aim to present expository lectures that appeal to our wide audience.

Information for speakers

Maths colloquia are usually held on Mondays, from 2pm to 3pm, in various locations at St Lucia.

Presentations are 50 minutes, plus five minutes for questions and discussion.

Available facilities include:

computer
data projector
chalkboard or whiteboard

To avoid technical difficulties on the day, please contact us in advance of your presentation to discuss your requirements.

Venue

Physics Annexe (06)
Room: 407 (and via Zoom:
https://uqz.zoom.us/j/81688396546)