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Extreme values of real phenomena are events that occur with low frequency, but can have a large impact on real life. These are, in many practical problems, high-dimensional by nature (e.g. Tawn, 1990; Coles and Tawn, 1991). To study these…

Methodology · Statistics 2015-08-25 Boris Beranger , Simone A. Padoan

A very large extra dimension may contain many localized branes. We discuss the possibility to formulate such models as a spin system where each spin indicates the supersymmetry direction preserved by the corresponding brane. In the…

High Energy Physics - Phenomenology · Physics 2014-11-20 Karim Benakli

Extreme-value copulas arise in the asymptotic theory for componentwise maxima of independent random samples. An extreme-value copula is determined by its Pickands dependence function, which is a function on the unit simplex subject to…

Methodology · Statistics 2011-11-30 Gordon Gudendorf , Johan Segers

We have developed an algorithm that numericaly computes the dimension of an extremely inhomogeous matter distribution, given by a discrete hierarchical metric. With our results it is possible to analise how the dimension of the matter…

High Energy Physics - Theory · Physics 2007-05-23 Cecilia B. M. H. Chirenti

The structural invariant subspaces of the discrete-time singular Hamiltonian system are used in 1] to give an analytic nonrecursive expression of all the admissible trajectories. A deeper insight into the features of these subspaces,…

Systems and Control · Computer Science 2012-10-31 Giovanni Marro

The object of this paper is twofold. From one side we study the dichotomy, in terms of the Extremal Index of the possible Extreme Value Laws, when the rare events are centred around periodic or non periodic points. Then we build a general…

Dynamical Systems · Mathematics 2016-03-24 Hale Aytaç , Jorge Milhazes Freitas , Sandro Vaienti

Maximum-type statistics of certain functions of the sample covariance matrix of high-dimensional vector time series are studied to statistically confirm or reject the null hypothesis that a data set has been collected under normal…

Statistics Theory · Mathematics 2023-10-13 Ansgar Steland

The dimension of random simplicial complexes (defined as the maximal dimension among all faces) is a natural extreme value associated with the complex, and is closely related to other functionals defined by a maximum, such as the clique…

Probability · Mathematics 2025-12-19 Kinga Nagy

This study uses the link between extreme value laws and dynamical systems theory to show that important dynamical quantities as the correlation dimension, the entropy and the Lyapunov exponents can be obtained by fitting observables…

Chaotic Dynamics · Physics 2018-05-23 Davide Faranda , Sandro Vaienti

Multivariate data sources with components of different information value seem to appear frequently in practice. Models in which the components change their homogeneity at different times are of significant importance. The fact whether any…

Optimization and Control · Mathematics 2020-11-04 Krzysztof Szajowski

We study a class of holomorphic matrix models. The integrals are taken over middle dimensional cycles in the space of complex square matrices. As the size of the matrices tends to infinity, the distribution of eigenvalues is given by a…

High Energy Physics - Theory · Physics 2009-11-10 Giovanni Felder , Roman Riser

We give a characterization for the extreme points of the convex set of correlation matrices with a countable index set. A Hermitian matrix is called a correlation matrix if it is positive semidefinite with unit diagonal entries. Using the…

General Mathematics · Mathematics 2010-10-19 J. Kiukas , J. -P. Pellonpää

The Shatters relation and the VC dimension have been investigated since the early seventies. These concepts have found numerous applications in statistics, combinatorics, learning theory and computational geometry. Shattering extremal…

Combinatorics · Mathematics 2012-11-14 Shay Moran

Invariants underlying shape inference are elusive: a variety of shapes can give rise to the same image, and a variety of images can be rendered from the same shape. The occluding contour is a rare exception: it has both image salience, in…

Computer Vision and Pattern Recognition · Computer Science 2020-05-19 Benjamin Kunsberg , Steven W. Zucker

Multidimensional record patterns are random sets of lattice points defined by means of a recursive stochastic construction. The patterns thus generated owe their richness to the fact that the construction is not based on a total order,…

Statistical Mechanics · Physics 2020-06-11 P. L. Krapivsky , J. M. Luck

In environmental sciences, it is often of interest to assess whether the dependence between extreme measurements has changed during the observation period. The aim of this work is to propose a statistical test that is particularly sensitive…

Methodology · Statistics 2015-05-06 Axel Bücher , Paul Kinsvater , Ivan Kojadinovic

An ultrametric topology formalizes the notion of hierarchical structure. An ultrametric embedding, referred to here as ultrametricity, is implied by a natural hierarchical embedding. Such hierarchical structure can be global in the data…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Fionn Murtagh

The low temperature physics of disordered systems is governed by the statistics of extremely low energy states. It is thus rather important to discuss the possible universality classes for extreme value statistics. We compare the usual…

Disordered Systems and Neural Networks · Physics 2009-10-30 J. P. Bouchaud , M. Mezard

In Everett's many worlds interpretation, where quantum measurements are seen as decoherence events, inexact decoherence may let large worlds mangle the memories of observers in small worlds, creating a cutoff in observable world size. I…

Quantum Physics · Physics 2007-05-23 Robin Hanson

We investigate the idea that decoherence is connected with the storage of information about the decohering system somewhere in the universe. The known connection between decoherence of histories and the existence of records is extended from…

Quantum Physics · Physics 2016-08-25 J. J. Halliwell
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