Related papers: Extreme value statistics in coupled lasers
The phase locking value (PLV) is a widely used measure to detect phase connectivity. Main drawbacks of the standard PLV are it can be sensitive to noisy observations and does not provide uncertainty measures under finite samples. To…
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 study the rescaled probability distribution of the critical depinning force of an elastic system in a random medium. We put in evidence the underlying connection between the critical properties of the depinning transition and the extreme…
We derive uniform convergence rates for the maximum likelihood estimator and minimax lower bounds for parameter estimation in two-component location-scale Gaussian mixture models with unequal variances. We assume the mixing proportions of…
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…
Numerical simulation is used to analyze statistical characteristics of vortex beams propagating in the atmosphere. The cumulative distribution function and the probability density function of intensity fluctuations are compared for Gaussian…
Coupled semiconductor lasers are systems possessing complex dynamics that are interesting for numerous applications in photonics. In this work, we investigate the existence and the stability of asymmetric phase-locked states of the…
We study the effect of long range algebraic correlations on extreme value statistics and demonstrate that correlations can produce a limit distribution which is indistinguishable from the ubiquitous Bramwell-Holdsworth-Pinton distribution.…
Being the limits of copulas of componentwise maxima in independent random samples, extreme-value copulas can be considered to provide appropriate models for the dependence structure between rare events. Extreme-value copulas not only arise…
The Tracy-Widom distribution that has been much studied in recent years can be thought of as an extreme value distribution. We discuss interpolation between the classical extreme value distribution $\exp(-\exp(-x))$, the Gumbel distribution…
We consider the extreme value statistics of correlated random variables that arise from a Langevin equation. Recently, it was shown that the extreme values of the Ornstein-Uhlenbeck process follow a different distribution than those…
Probabilistic heralded Gaussification of quantum states of light is an important ingredient of protocols for distillation of continuous variable entanglement and squeezing. An elementary step of heralded Gaussification protocol consists of…
This paper unifies and extends results on a class of multivariate Extreme Value (EV) models studied by Hougaard, Crowder, and Tawn. In these models both unconditional and conditional distributions are EV, and all lower-dimensional marginals…
Turbulence is a challenging feature common to a wide range of complex phenomena. Random fibre lasers are a special class of lasers in which the feedback arises from multiple scattering in a one-dimensional disordered cavity-less medium.…
We explain the connection between the Gumbel limit for diffusion exit times and the theory of extreme values.
A famous result going back to Eric Kostlan states that the moduli of the eigenvalues of random normal matrices with radial potential are independent yet non identically distributed. This phenomenon is at the heart of the asymptotic analysis…
This work develops a Bayesian non-parametric approach to signal separation where the signals may vary according to latent variables. Our key contribution is to augment Gaussian Process Latent Variable Models (GPLVMs) for the case where each…
L-shape probability distributions are extremely non-Gaussian distributions that have been surprisingly successful in describing the frequency of occurrence of extreme events, ranging from stock market crashes and natural disasters, the…
The univariate generalized extreme value (GEV) distribution is the most commonly used tool for analyzing the properties of rare events. The ever greater utilization of Bayesian methods for extreme value analysis warrants detailed…
We investigate coupled identical phase oscillators with scale-free distribution of coupling strength. It is shown that partially locked states can occur due to the inhomogeneity in coupling and some properties of the coupling function.…