Related papers: Extreme-value statistics of dimensions determining…
Extremal length is a conformal invariant that transfers naturally to the discrete setting, giving square tilings as a natural combinatorial analog of conformal mappings. Recent work by S. Hersonsky has explored generalizing these ideas to…
This article proposes a generalized notion of extreme multivariate dependence between two random vectors which relies on the extremality of the cross-covariance matrix between these two vectors. Using a partial ordering on the…
Existing theory for multivariate extreme values focuses upon characterizations of the distributional tails when all components of a random vector, standardized to identical margins, grow at the same rate. In this paper, we consider the…
We provide a derivation of the Born Rule in the context of the Everett (Many-Worlds) approach to quantum mechanics. Our argument is based on the idea of self-locating uncertainty: in the period between the wave function branching via…
We investigate the string configuration that, in the framework of the theoretical scenario introduced in [1], corresponds to the most entropic configuration in the phase space of all the configurations of the universe. This describes a…
This paper deals with the generalized convolutions connected with the Williamson transform and the maximum operation. We focus on such convolutions which can define transition probabilities of renewal processes. They should be monotonic…
Currently available models for spatial extremes suffer either from inflexibility in the dependence structures that they can capture, lack of scalability to high dimensions, or in most cases, both of these. We present an approach to spatial…
We attach a ring of sequences to each number from a certain class of extremal real numbers, and we study the properties of this ring both from an analytic point of view by exhibiting elements with specific behaviors, and also from an…
It is shown that many modes of the gravitational field exist only inside the horizon of an extreme black hole in string theory. At least in certain cases, the number of such modes is sufficient to account for the Bekenstein-Hawking entropy.…
We study the distribution of maxima (Extreme Value Statistics) for sequences of observables computed along orbits generated by random transformations. The underlying, deterministic, dynamical system can be regular or chaotic. In the former…
A formalism is proposed to describe entangled quantum histories, and their entanglement entropy. We define a history vector, living in a tensor space with basis elements corresponding to the allowed histories, i.e. histories with…
We give a brief account of application of extreme value theory in dynamical systems by using perturbation techniques associated to the transfer operator. We will apply it to the baker's map and we will get a precise formula for the extremal…
We use importance sampling in a redefined way to highlight and investigate rare events in the form of trajectories trapped inside a target coherent set. We take a transfer operator approach to finding these sets on a reconstructed…
We consider stationary sequences whose marginal tail is subexponential and lies in the Gumbel Maximum domain of attraction. Due to the extremely strong dependence, their extreme values are caused by multiple big values and are clustered in…
It is demonstrated that almost any S-matrix of quantum field theory in curved spaces posses an infinite set of complex poles (or branch cuts). These poles can be transformed into complex eigenvalues, the corresponding eigenvectors being…
We survey the connections between extreme-value theory and regular variation, in one and higher dimensions, from the algebraic point of view of our recent work on Popa groups.
The problem of estimating a normal covariance matrix is considered from a decision-theoretic point of view, where the dimension of the covariance matrix is larger than the sample size. This paper addresses not only the nonsingular case but…
The statistics of critical wave functions at the Anderson transition in three and four dimensions are studied numerically. The distribution of the inverse participation ratios (IPR) $P_q$ is shown to acquire a scale-invariant form in the…
We consider globally invertible and piecewise contracting maps in higher dimensions and we perturb them with a particular kind of noise introduced by Lasota and Mackey. We got random transformations which are given by a stationary process:…
The aim of this paper is to study asymptotic geometric properties almost surely or/and in probability of extreme order statistics of an i.i.d. random field (potential) indexed by sites of multidimensional lattice cube, the volume of which…