Valerio Lucarini - Böcker

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 conceptsExtremes 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, Université 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 Théorique, France.

This is the first one-volume work to provide a thorough and comprehensive description of the physical background, rigorous theory and applications of Kramers-Kronig relations in the fields of linear and nonlinear optical spectroscopy. Currently, Kramers-Kronig relations have become basic tools in the investigation of the optical properties of materials. A brief presentation of a related data-retrieval technique, the maximum entropy method, is also given. Computer codes for data analysis via Kramers-Kronig relations are also provided. The contents and style potentially make this a standard text for physicists, chemists and engineers interested in optical-materials research and development.