Related papers: Global fluctuations in physical systems: a subtle …
Condensation is the phenomenon whereby one of a sum of random variables contributes a finite fraction to the sum. It is manifested as an aggregation phenomenon in diverse physical systems such as coalescence in granular media, jamming in…
We are interested in investigating the statistical properties of extreme values for strongly correlated variables. The starting motivation is to understand how the strong-correlation properties of power-law distributed processes affect the…
Understanding the physics of non-equilibrium systems remains as one of the major open questions in statistical physics. This problem can be partially handled by investigating macroscopic fluctuations of key magnitudes that characterise the…
Heavy tailed phenomena are naturally analyzed by extreme value statistics. A crucial step in such an analysis is the estimation of the extreme value index, which describes the tail heaviness of the underlying probability distribution. We…
Extreme events such as earthquakes, floods, and power blackouts often display burst phenomena where multiple extreme events occur in quick succession or in bunches. This study examines bunching of extreme events on a complex network using a…
In this study, the cumulative effect of the empirical probability distribution of a random variable is identified as a factor that amplifies the occurrence of extreme events in datasets. To quantify this observation, a corresponding…
When extreme weather events affect large areas, their regional to sub-continental spatial scale is important for their impacts. We propose a novel machine learning (ML) framework that integrates spatial extreme-value theory to model weather…
A central problem in uncertainty quantification is how to characterize the impact that our incomplete knowledge about models has on the predictions we make from them. This question naturally lends itself to a probabilistic formulation, by…
The possibility of variations of the values of fundamental constants is a phenomenon predicted by a number of scenarios beyond General Relativity. This can happen if ``our'' fundamental constants are not the actual constants of the…
Hidden stochastic effects acting uniformly on a many-particle system can generate strong correlations and macroscopic relative fluctuations that persist at large system sizes, even when the particles themselves remain causally independent.…
We study the statistical fluctuations (such as the variance) of causal set quantities, with particular focus on the causal set action. To facilitate calculating such fluctuations, we develop tools to account for correlations between causal…
Econophysics and econometrics agree that there is a correlation between volume and volatility in a time series. Using empirical data and their distributions, we further investigate this correlation and discover new ways that volatility and…
We deal with a generalized statistical description of nonequilibrium complex systems based on least biased distributions given some prior information. A maximum entropy principle is introduced that allows for the determination of the…
Extreme events are an important theme in various areas of science because of their typically devastating effects on society and their scientific complexities. The latter is particularly true if the underlying dynamics does not lead to…
We discuss an event-by-event fluctuation analysis of particle production in heavy ion collisions. We compare different approaches to the evaluation of the event-by-event dynamical fluctuations in quantities defined on groups of particles,…
In the classical theorems of extreme value theory the limits of suitably rescaled maxima of sequences of independent, identically distributed random variables are studied. So far, only affine rescalings have been considered. We show,…
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 in nature exhibit selfsimilar fractal fluctuations and the corresponding power spectra follow inverse power law form signifying long-range space-time correlations identified as self-organized criticality. The physics of…
Understanding the fluctuations of observables is one of the main goals in science, be it theoretical or experimental, quantum or classical. We investigate such fluctuations when only a subregion of the full system can be observed, focusing…
This paper introduces a method for spatial interpolation of extreme values, and in particular targets the case in which conventional data, resulting from a measurement for example, are available at only a few locations. To overcome this the…