Related papers: Statistics of Extreme Values in Time Series with I…
There is substantial empirical and climatological evidence that precipitation extremes have become more extreme during the twentieth century, and that this trend is likely to continue as global warming becomes more intense. However,…
We study the linear eigenvalue statistics of large random graphs in the regimes when the mean number of edges for each vertex tends to infinity. We prove that for a rather wide class of test functions the fluctuations of linear eigenvalue…
Extreme value analysis is an essential methodology in the study of rare and extreme events, which hold significant interest in various fields, particularly in the context of environmental sciences. Models that employ the exceedances of…
We investigate the asymptotic distribution of the maximum of a frequency smoothed estimate of the spectral coherence of a M-variate complex Gaussian time series with mutually independent components when the dimension M and the number of…
We consider a two-dimensional random resistor network (RRN) in the presence of two competing biased percolations consisting of the breaking and recovering of elementary resistors. These two processes are driven by the joint effects of an…
The statistics of Lagrangian pair dispersion in a homogeneous isotropic flow is investigated by means of direct numerical simulations. The focus is on deviations from Richardson eddy-diffusivity model and in particular on the strong…
The inverse structure functions of exit distances have been introduced as a novel diagnostic of turbulence which emphasizes the more laminar regions [1-4]. Using Taylor's frozen field hypothesis, we investigate the statistical properties of…
We study the fractal properties of the distances between consecutive primes. The distance sequence is found to be well described by a non-stationary exponential probability distribution. We propose an intensity-expansion method to treat…
We consider the extreme value statistics of correlated random variables that arise from a Langevin equation. Recently, it was shown that the extreme values of the Ornstein-Uhlenbeck process follow a different distribution than those…
The exit time statistics of experimental turbulent data is analyzed. By looking at the exit-time moments (Inverse Structure Functions) it is possible to have a direct measurement of scaling properties of the laminar statistics. It turns out…
For fluctuating currents in non-equilibrium steady states, the recently discovered thermodynamic uncertainty relation expresses a fundamental relation between their variance and the overall entropic cost associated with the driving. We show…
An essential ingredient of turbulent flows is the vortex stretching mechanism, which emanates from the non-linear interaction of vorticity and strain-rate tensor and leads to formation of extreme events. We analyze the statistical…
We derive a variational expression for the correlation time of physical observables in steady-state diffusive systems. As a consequence of this variational expression, we obtain lower bounds on the correlation time, which provide speed…
We use point processes theory to describe the asymptotic distribution of all upper order statistics for observations collected at renewal times. As a corollary, we obtain limiting theorems for corresponding extremal processes.
When a spatial process is recorded over time and the observation at a given time instant is viewed as a point in a function space, the result is a time series taking values in a Banach space. To study the spatio-temporal extremal dynamics…
This study provides a summary of the theory which enables the analysis of extreme values, i.e., of measurements acquired from the observation of extraordinary/rare physical phenomena. The formalism is developed in a transparent way,…
Inspired by the importance of inhibitory and excitatory couplings in the brain, we analyze the largest eigenvalue statistics of random networks incorporating such features. We find that the largest real part of eigenvalues of a network,…
In this paper we propose a new model for volatility fluctuations in financial time series. This model relies on a non-stationary gaussian process that exhibits aging behavior. It turns out that its properties, over any finite time interval,…
We investigate a class of stochastic fragmentation processes involving stable and unstable fragments. We solve analytically for the fragment length density and find that a generic algebraic divergence characterizes its small-size tail.…
The fracture strength distribution of materials is often described in terms of the Weibull law which can be derived by using extreme value statistics if elastic interactions are ignored. Here, we consider explicitly the interplay between…