Matching of observations

Abstract

We study the statistical distribution of the closest encounter between observations computed along different trajectories of a mixing dynamical system. At the limit of large trajectories, the distribution is of Gumbel type and depends on the length of the trajectories and on the Generalized Dimensions of the image measure. It is also modulated by an Extremal Index, for which we give a formula in the case of expanding maps of the interval and regular observations. We discuss the implications of these results for the study of physical systems.