Related papers: Extreme Value Distributions for some classes of No…
Extreme value distributions are routinely employed to assess risks connected to extreme events in a large number of applications. They typically are two- or three- parameter distributions: the inference can be unstable, which is…
We discuss limit distributions for hitting-time functions of certain exceptional families of asymptotically rare events for ergodic probability preserving transformations. The abstract core is an inducing argument. The latter applies, for…
We study analytically the distribution of the minimum of a set of hierarchically correlated random variables $E_1$, $E_2$, $...$, $E_N$ where $E_i$ represents the energy of the $i$-th path of a directed polymer on a Cayley tree. If 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:…
Motivated by observations that suggest the presence of extremely massive clusters at uncomfortably high redshifts for the standard cosmological model to explain, we develop a theoretical framework for the study of the most massive haloes,…
We describe the asymptotic behaviour of large degrees in random hyperbolic graphs, for all values of the curvature parameter $ \alpha$. We prove that, with high probability, the node degrees satisfy the following ordering property: the…
In this paper we provide a connection between the geometrical properties of a chaotic dynamical system and the distribution of extreme values. We show that the extremes of so-called physical observables are distributed according to the…
We extend the scope of the dynamical theory of extreme values to cover phenomena that do not happen instantaneously, but evolve over a finite, albeit unknown at the onset, time interval. We consider complex dynamical systems, composed of…
We study the extremal dynamics emerging in an out-of-equilibrium one-dimensional Jepsen gas of $(N+1)$ hard-point particles. The particles undergo binary elastic collisions, but move ballistically in-between collisions. The gas is initally…
We provide a near-optimal, computationally efficient algorithm for the unit-demand pricing problem, where a seller wants to price n items to optimize revenue against a unit-demand buyer whose values for the items are independently drawn…
We explore the class of exchangeable Bernoulli distributions building on their geometrical structure. Exchangeable Bernoulli probability mass functions are points in a convex polytope and we have found analytical expressions for their…
Exponential distribution is ubiquitous in the framework of multi-agent systems. Usually, it appears as an equilibrium state in the asymptotic time evolution of statistical systems. It has been explained from very different perspectives. In…
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…
Building upon previous works by Young, Chernov-Zhang and Bruin-Melbourne-Terhesiu, we present a general scheme to improve bounds on the statistical properties (in particular, decay of correlations, and rates in the almost sure invariant…
We investigate the limiting distribution of geometric Brownian motion conditional on its running maximum taking large values. We show that the conditional distribution of the geometric Brownian motion converges after a suitable…
For a certain parametrized family of maps on the circle, with critical points and logarithmic singularities where derivatives blow up to infinity, a positive measure set of parameters was constructed in [19], corresponding to maps which…
It will be discussed the statistics of the extreme values in time series characterized by finite-term correlations with non-exponential decay. Precisely, it will be considered the results of numerical analyses concerning the return…
We show that a compound Poisson distribution holds for scaled exceedances of observables $\phi$ uniquely maximized at a periodic point $\zeta$ in a variety of two-dimensional hyperbolic dynamical systems with singularities $(M,T,\mu)$,…
We prove the almost sure invariance principle with rate $o(n^{\varepsilon})$ for every $\varepsilon > 0$ for H\"older continuous observables on nonuniformly expanding and nonuniformly hyperbolic transformations with exponential tails.…
A family of models of growing hypergraphs with preferential rules of new linking is introduced and studied. The model hypergraphs evolve via the hyperedge-based growth as well as the node-based one, thus generalizing the…