Related papers: Extreme value statistics and the Pareto distributi…
In extreme value statistics, the peaks-over-threshold method is widely used. The method is based on the generalized Pareto distribution characterizing probabilities of exceedances over high thresholds in $\mathbb {R}^d$. We present a…
The distribution of return intervals of extreme events is studied in time series characterized by finite-term correlations with non-exponential decay. Precisely, it has been analyzed the statistics of the return intervals of extreme values…
The extreme value statistics of active matter offer significant insight into their unique properties. A phase transition has recently been reported in a model of branching run-and-tumble particles, describing the spatial spreading of an…
Deep inelastic scattering is considered in a statistical model of the nucleon. This incorporates certain features which are absent in the standard parton model such as quantum statistical correlations which play a role in the propagation of…
The regular variation model for multivariate extremes decomposes the joint distribution of the extremes in polar coordinates in terms of the angles and the norm of the random vector as the product of two independent densities: the angular…
Spin-glass theory is one of the leading paradigms of complex physics and describes condensed matter, neural networks and biological systems, ultracold atoms, random photonics, and many other research fields. According to this theory,…
Within the point vortex model, we compute the probability distribution function of the velocity fluctuations induced by same-signed vortices scattered within a disk according to a fractal distribution of distances to origin $\sim…
Pareto distributions, and power laws in general, have demonstrated to be very useful models to describe very different phenomena, from physics to finance. In recent years, the econophysical literature has proposed a large amount of papers…
Recently, it has been conjectured that the statistics of extremes is of relevance for a large class of correlated system. For certain probability densities this predicts the characteristic large $x$ fall-off behavior $f(x)\sim\exp (-a…
Based on recent results in extreme value theory, we use a new technique for the statistical estimation of distribution tails. Specifically, we use the Gnedenko-Pickands-Balkema-de Haan theorem, which gives a natural limit law for…
Extensive numerical simulations were performed to investigate all stages of modulation instability development from the initial pulse of pico-second duration in photonic crystal fiber: quasi-solitons and dispersive waves formation, their…
Our contribution is to widen the scope of extreme value analysis applied to discrete-valued data. Extreme values of a random variable $X$ are commonly modeled using the generalized Pareto distribution, a method that often gives good results…
We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…
We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…
A semiclassical model is used to investigate the possibility of selectively exciting one of two closely spaced, uncoupled Raman transitions. The duration of the intense pump pulse that creates the Raman coherence is shorter than the…
In this paper, we consider a nonlinear inverse problem occurring in nuclear science. Gamma rays randomly hit a semiconductor detector which produces an impulse response of electric current. Because the sampling period of the measured…
Recent advances in extreme value theory have established $\ell$-Pareto processes as the natural limits for extreme events defined in terms of exceedances of a risk functional. Here we provide methods for the practical modelling of data…
Experimental configuration for investigating the dynamics and the statistics of the phase locking level of coupled lasers that have no common frequency is presented. The results reveal that the probability distribution of the phase locking…
In this paper, we view fluctuating fronts made of particles on a one-dimensional lattice as an extreme value problem. The idea is to denote the configuration for a single front realization at time $t$ by the set of co-ordinates…
While averages and typical fluctuations often play a major role to understand the behavior of a non-equilibrium system, this nonetheless is not always true. Rare events and large fluctuations are also pivotal when a thorough analysis of the…