Related papers: Extreme Value Distributions for some classes of No…
In the present paper new light is shed on the non-central extensions of the Dirichlet distribution. Due to several probabilistic and inferential properties and to the easiness of parameter interpretation, the Dirichlet distribution proves…
A spatial distribution is hyperuniform if it has local density fluctuations that vanish in the limit of long length scales. Hyperuniformity is a well known property of both crystals and quasicrystals. Of recent interest, however, is…
This paper studies the joint limiting behavior of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model, where the asymptotic regime is such that the dimension and sample size grow…
We study the distribution of finite clusters in slightly supercritical ($p \downarrow p_c$) Bernoulli bond percolation on transitive nonamenable graphs, proving in particular that if $G$ is a transitive nonamenable graph satisfying the…
We consider a class of fast-slow $C^4$ partially hyperbolic systems on $\mathbb{T}^2$ given by $\epsilon$-perturbations of maps $F(x,\theta)=(f(x,\theta),\theta)$ where $f(\cdot,\theta)$ are $C^{4}$ expanding maps of the circle. For…
We obtain non-uniform Edgeworth expansions for several classes of weakly dependent (non-stationary) sequences of random variables, including uniformly elliptic inhomogeneous Markov chains, random and time-varying (partially) hyperbolic or…
Given a first-order nonlinear hyperbolic system of conservation laws endowed with a convex entropy-entropy flux pair, we can consider the class of weak solutions containing shock waves depending upon some small scale parameters. In this…
Inference over tails is usually performed by fitting an appropriate limiting distribution over observations that exceed a fixed threshold. However, the choice of such threshold is critical and can affect the inferential results. Extreme…
We use extreme value theory to estimate the probability of successive exceedances of a threshold value of a time-series of an observable on several classes of chaotic dynamical systems. The observables have either a Fr\'echet (fat-tailed)…
Nonparametric regression quantiles obtained by inverting a kernel estimator of the conditional distribution of the response are long established in statistics. Attention has been, however, restricted to ordinary quantiles staying away from…
In this work, it is suggested that the extremum complexity distribution of a high dimensional dynamical system can be interpreted as a piecewise uniform distribution in the phase space of its accessible states. When these distributions are…
We formulate and prove a Jakobson-Benedicks-Carleson type theorem on the occurence of nonuniform hyperbolicity (stochastic dynamics) in families of one-dimensional maps, based on "computable starting conditions" and providing "explicit,…
Extreme value statistics (EVS) concerns the study of the statistics of the maximum or the minimum of a set of random variables. This is an important problem for any time-series and has applications in climate, finance, sports, all the way…
Motivated by the analysis of extreme rainfall data, we introduce a general Bayesian hierarchical model for estimating the probability distribution of extreme values of intermittent random sequences, a common problem in geophysical and…
One of the main goal of extreme value analysis is to estimate the probability of rare events given a sample from an unknown distribution. The upper tail behavior of this distribution is described by the extreme value index. We present a new…
We propose a new method for estimating the extreme quantiles for a function of several dependent random variables. In contrast to the conventional approach based on extreme value theory, we do not impose the condition that the tail of the…
We study higher order expansions both in the Berry-Ess\'een estimate (Edgeworth expansions) and in the local limit theorems for Birkhoff sums of chaotic probability preserving dynamical systems. We establish general results under technical…
We investigate the emergence and corresponding nature of exceptional points located on exceptional hyper-surfaces of non-hermitian transfer matrices for finite-range one-dimensional lattice models. We unravel the non-trivial role of these…
We study step skew-products over a finite-state shift (base) space whose fiber maps are $C^1$ injective maps on the unit interval. We show that certain invariant sets have a multi-graph structure and can be written graphs of one, two or…
For a large class of transitive non-hyperbolic systems, we construct nonhyperbolic ergodic measures with entropy arbitrarily close to its maximal possible value. The systems we consider are partially hyperbolic with one-dimension central…