Related papers: Extreme Value Distributions for some classes of No…
In extreme values theory, for a sufficiently large block size, the maxima distribution is approximated by the generalized extreme value (GEV) distribution. The GEV distribution is a family of continuous probability distributions, which has…
The transfer operator corresponding to a uniformly expanding map enjoys good spectral properties. Here it is verified that coupling yields explicit estimates that depend continuously on the expansion and distortion constants of the map. For…
Advanced science and technology provide a wealth of big data from different sources for extreme value analysis. Classical extreme value theory was extended to obtain an accelerated max-stable distribution family for modelling competing…
We prove the finiteness of ergodic measures of maximal entropy for partially hyperbolic diffeomorphisms where the center direction has a dominated decomposition into one dimensional bundle and there is a uniform lower bound for the absolute…
Analysis of the rare and extreme values through statistical modeling is an important issue in economical crises, climate forecasting, and risk management of financial portfolios. Extreme value theory provides the probability models needed…
We study distributional robustness in the context of Extreme Value Theory (EVT). We provide a data-driven method for estimating extreme quantiles in a manner that is robust against incorrect model assumptions underlying the application of…
We give an effective estimate for the totally ramified value number of the hyperbolic Gauss maps of complete flat fronts in the hyperbolic three-space. As a corollary, we give the upper bound of the number of exceptional values of them for…
We establish an extreme value theorem for the geodesic flow on the hyperbolic surface $\Theta\backslash\mathbb{H}^2$ associated with the theta group $\Theta$. To capture excursions into both cusps of this surface, we introduce a generalized…
We study quadratic skew-products with parameters driven over piecewise expanding and Markov interval maps with countable many inverse branches, a generalization of the class of maps introduced by Viana. In particular we construct a class of…
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…
We study the extreme value distribution of stochastic processes modeled by superstatistics. Classical extreme value theory asserts that (under mild asymptotic independence assumptions) only three possible limit distributions are possible,…
We study extreme value statistics (EVS) for spatially extended models exhibiting mixed order phase transitions (MOT). These are phase transitions which exhibit features common to both first order (discontinuity of the order parameter) and…
We consider toral extensions of hyperbolic dynamical systems. We prove that its quantitative recurrence (also with respect to given observables) and hitting time scale behavior depend on the arithmetical properties of the extension. By this…
In this work we obtain mixing (and in some cases sharp mixing rates) for a reasonable large class of invertible systems preserving an infinite measure. The examples considered here are the invertible analogue of both Markov and non Markov…
We study analytically and numerically the extreme value distribution of observables defined along the temporal evolution of a dynamical system. The convergence to the Gumbel law of observable recurrences gives information on the fractal…
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…
We obtain large and moderate deviation estimates, as well as concentration inequalities, for a class of nonuniformly expanding maps with stretched exponential decay of correlations. In the large deviation regime, we also exhibit examples…
We discuss how an eigenvalue perturbation formula for transfer operators of dynamical systems is related to exponential hitting time distributions and extreme value theory for processes generated by chaotic dynamical systems. We also list a…
We study the limit distribution of the largest fitness for two models of weakly correlated and identically distributed random fitnesses. The correlated fitness is given by a linear combination of a fixed number of independent random…
Electrical grid congestion is a growing challenge in Europe, driving the need for accurate prediction of load, particularly of peak load. Non-time-resolved models of peak load offer the advantages of simplicity and compactness, and among…