Related papers: Conditional Extremals
In the approximate integration some inequalities between the quadratures and the integrals approximated by them are called \emph{extremalities}. On the other hand, the set of all quadratures is convex. We are trying to find possible…
Conditionally specified models are often used to describe complex multivariate data. Such models assume implicit structures on the extremes. So far, no methodology exists for calculating extremal characteristics of conditional models since…
Models for extreme values are generally derived from limit results, which are meant to be good enough approximations when applied to finite samples. Depending on the speed of convergence of the process underlying the data, these…
The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…
Necessary conditions for existence of normal extremals in optimal control of systems subject to nonholonomic constraints are derived as solutions of a constrained second order variational problems. In this work, a geometric interpretation…
In optimal control problems, there exist different kinds of extremals, that is, curves candidates to be solution: abnormal, normal and strictly abnormal. The key point for this classification is how those extremals depend on the cost…
We give a characterization of the invariant measures for the exclusion process on the integers with certain reversible transition kernels. Some examples include all nearest-neighbor kernels with asymptotic mean zero. One tool used is a…
We consider a classical field theory whose equations of motion follow from the least action principle, but the class of admissible trajectories is restricted by differential equations. The key element of the proposed construction is the…
A coordinate-free proof of the Maximum Principle is provided in the specific case of an optimal control problem with fixed time. Our treatment heavily relies on a special notion of variation of curves that consist of a concatenation of…
In this work we study extremals on Lie groups $G$ endowed with a left invariant polyhedral Finsler structure. We use the Pontryagin's Maximal Principle (PMP) to find curves on the cotangent bundle of the group, such that its projections on…
We classify extremal curves in free nilpotent Lie groups. The classification is obtained via an explicit integration of the adjoint equation in Pontryagin Maximum Principle. It turns out that abnormal extremals are precisely the horizontal…
Recent work has suggested that in highly correlated systems, such as sandpiles, turbulent fluids, ignited trees in forest fires and magnetization in a ferromagnet close to a critical point, the probability distribution of a global quantity…
The extremal index $\theta$, a number in the interval $[0,1]$, is known to be a measure of primal importance for analyzing the extremes of a stationary time series. New rank-based estimators for $\theta$ are proposed which rely on the…
The present article is devoted to the semi-parametric estimation of multivariate expectiles for extreme levels. The considered multivariate risk measures also include the possible conditioning with respect to a functional covariate,…
In this paper we study the Sobolev Trace Theorem for variable exponent spaces with critical exponents. We find conditions on the best constant in order to guaranty the existence of extremals. Then we give local conditions on the exponents…
We give conditions to prove the existence of an Extremal Index for general stationary stochastic processes by detecting the presence of one or more underlying periodic phenomena. This theory, besides giving general useful tools to identify…
Let $(X,d,f)$ be a topological dynamical system, where $(X,d)$ is a compact metric space and $f:X\to X$ is a continuous map. We define $n$-ordered empirical measure of $x\in X$ by \begin{align*}…
For the sub-Riemannian problem on the group of motions of Euclidean space we present explicit formulas for extremal controls in a special case, when one of the initial momenta is fixed.
Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions…
We introduce the extremal range, a local statistic for studying the spatial extent of extreme events in random fields on $\mathbb{R}^d$. Conditioned on exceedance of a high threshold at a location $s$, the extremal range at $s$ is the…