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Testing whether two multivariate samples exhibit the same extremal behavior is an important problem in various fields including environmental and climate sciences. While several ad-hoc approaches exist in the literature, they often lack…

Statistics Theory · Mathematics 2026-02-03 Sebastian Engelke , Philippe Naveau , Chen Zhou

We study the extremes for a class of a symmetric stable random fields with long range dependence. We prove functional extremal theorems both in the space of sup measures and in the space of cadlag functions of several variables. The limits…

Probability · Mathematics 2018-10-17 Zaoli Chen , Gennady Samorodnitsky

This paper is concerned with the study of the stability of dynamical systems evolving on time scales. We first {formalize the notion of matrix measures on time scales, prove some of their key properties and make use of this notion to study…

Dynamical Systems · Mathematics 2022-06-10 Giovanni Russo , Fabian Wirth

A new class of critical points, termed as perpetual points, where acceleration becomes zero but the velocity remains non-zero, are observed in dynamical systems. The velocity at these points is either maximum or minimum or of inflection…

Chaotic Dynamics · Physics 2015-06-22 Awadhesh Prasad

Extreme value (EV) statistics of correlated systems are widely investigated in many fields, spanning the spectrum from weather forecasting to earthquake prediction. Does the unavoidable discrete sampling of a continuous correlated…

Statistical Mechanics · Physics 2022-08-29 Lior Zarfaty , Eli Barkai , David A. Kessler

We prove existence of (at most denumerable many) absolutely continuous invariant probability measures for random one-dimensional dynamical systems with asymptotic expansion. If the rate of expansion (Lyapunov exponents) is bounded away from…

Dynamical Systems · Mathematics 2014-11-18 Vitor Araujo , Javier Solano

We propose a definition of equilibrium and non-equilibrium states in dynamical systems on the basis of the time average. We show numerically that there exists a non-equilibrium non-stationary state in the coupled modified Bernoulli map…

Chaotic Dynamics · Physics 2009-11-13 Takuma Akimoto

Using Onsager's variational principle, we derive dynamical equations for a nonequilibrium active system with odd elasticity. The elimination of the extra variable that is coupled to the nonequilibrium driving force leads to the…

Soft Condensed Matter · Physics 2023-02-15 Li-Shing Lin , Kento Yasuda , Kenta Ishimoto , Yuto Hosaka , Shigeyuki Komura

Detecting anomalies in a temporal sequence of graphs can be applied is areas such as the detection of accidents in transport networks and cyber attacks in computer networks. Existing methods for detecting abnormal graphs can suffer from…

Machine Learning · Computer Science 2025-02-03 Sevvandi Kandanaarachchi , Conrad Sanderson , Rob J. Hyndman

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…

Statistical Mechanics · Physics 2007-05-23 V. V. Ryazanov , S. G. Shpyrko

We prove an almost sure invariance principle that is valid for general classes of nonuniformly expanding and nonuniformly hyperbolic dynamical systems. Discrete time systems and flows are covered by this result. In particular, the result…

Dynamical Systems · Mathematics 2014-12-09 Ian Melbourne , Matthew Nicol

Equilibrium statistical mechanics rests on the assumption of ergodic dynamics of a system modulo the conservation laws of local observables: extremization of entropy immediately gives Gibbs' ensemble (GE) for energy conserving systems and a…

Statistical Mechanics · Physics 2022-04-20 Asmi Haldar , Arnab Das

This paper considers a class of nonlinear time harmonic Maxwell systems at fixed frequency, with nonlinear terms taking the form $\mathscr{X}(x,|\vec E(x)|^2)\vec E(x)$, $\mathscr{Y}(x,|\vec H(x)|^2)\vec H(x)$, such that $\mathscr{X}(x,s)$,…

Analysis of PDEs · Mathematics 2018-04-26 Cătălin I. Cârstea

We consider nonlinear, or "event-dependent", sampling, i.e. such that the sampling instances {tk} depend on the function being sampled. The use of such sampling in the construction of Lebesgue's integral sums is noted and discussed as…

Data Analysis, Statistics and Probability · Physics 2016-11-17 Emanuel Gluskin

The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…

Probability · Mathematics 2018-03-16 Hari Bercovici , Jiun-Chau Wang , Ping Zhong

We derive sufficient conditions for the solvability of the state estimation problem for a class of nonlinear control time-varying systems which includes those, whose dynamics have triangular structure. The state estimation is exhibited by…

Optimization and Control · Mathematics 2018-06-07 John Tsinias , Constantinos Kitsos

Extremal principles are fundamental in our interpretation of phenomena in nature. One of the best known examples is the second law of thermodynamics, governing most physical and chemical systems and stating the continuous increase of…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing , Tamas Vicsek

The mathematical physics of mechanical systems in thermal equilibrium is a well studied, and relatively easy, subject, because the Gibbs distribution is in general an adequate guess for the equilibrium state. On the other hand, the…

Mathematical Physics · Physics 2007-05-23 Jean-Pierre Eckmann

We consider a discrete-time temporally-homogeneous conservative Markov process. We show that extremality of reversible measure implies extremality of invariant measure. Using analogue of Dirichlet form, we modify a proof that in stochastic…

General Mathematics · Mathematics 2023-12-25 Hiroki Yagisita

We proved that for the countably infinite number of one-parameterized one dimensional dynamical systems, they preserve the Lebesgue measure and they are ergodic for the measure (infinite ergodicity). Considered systems connect the parameter…

Chaotic Dynamics · Physics 2021-03-31 Ken-ichi Okubo , Ken Umeno