Related papers: Conditional Extremals
We re-consider Leadbetter's extremal index for stationary sequences. It has interpretation as reciprocal of the expected size of an extremal cluster above high thresholds. We focus on heavy-tailed time series, in particular on regularly…
We consider the problem of a conditional extremum of an action in a class of fields constrained by differential equations. For this setup, we propose an extension of Noether's first theorem to connect the symmetries of the action and the…
We shall study non-linear extremal problems in Bergman space $\mathcal{A}^2(\mathbb{D})$. We show the existence of the solution and that the extremal functions are bounded. Further, we shall discuss special cases for polynomials,…
In this paper, we study gradient-based classical extremum seeking (ES) for uncertain n-dimensional (nD) static quadratic maps in the presence of known large constant distinct input delays and large output constant delay with a small…
We introduce variational problems on Riemannian manifolds with constrained acceleration and derive necessary conditions for normal extremals in the constrained variational problem. The problem consists on minimizing a higher-order energy…
A major issue of extreme value analysis is the determination of the shape parameter $\xi$ common to Generalized Extreme Value (GEV) and Generalized Pareto (GP) distributions, which drives the tail behavior, and is of major impact on the…
Noncausal, or anticipative, heavy-tailed processes generate trajectories featuring locally explosive episodes akin to speculative bubbles in financial time series data. For $(X_t)$ a two-sided infinite $\alpha$-stable moving average (MA),…
The correlations arising from sequential measurements on a single quantum system form a polytope. This is defined by the arrow-of-time (AoT) constraints, meaning that future choices of measurement settings cannot influence past outcomes. We…
The study of extremal properties of the spectrum often involves restricting the metrics under consideration. Motivated by the work of Abreu and Freitas in the case of the sphere $S^2$ endowed with $S^1$-invariant metrics, we consider the…
We study an extremal projection principle for families of operators ordered by domination, induced by fixed bounded linear mappings acting on a source with an additive baseline. Stability is defined through domination of second--order…
The true and eccentric anomaly parametrizations of the Kepler motion are generalized to quasiperiodic orbits, by considering perturbations of the radial part of the kinetic energy in a form of a series of negative powers of the orbital…
Motivated by the increasing availability of data of functional nature, we develop a general probabilistic and statistical framework for extremes of regularly varying random elements $X$ in $L^2[0,1]$. We place ourselves in a…
Extremal graphical models encode the conditional independence structure of multivariate extremes and provide a powerful tool for quantifying the risk of rare events. Prior work on learning these graphs from data has focused on the setting…
This article explores minimum of an extremal in the variational problem with delay under the degeneracy of the Weierstrass condition. Here for study the minimality of extremal, variations of the Weierstrass type are used in two forms: in…
Let E be the Engel group and D be a rank 2 bracket generating left invariant distribution with a Lorentzian metric, which is a nondegenerate metric of index 1. In this paper, we first prove that timelike normal extremals are locally…
Graphical models in extremes have emerged as a diverse and quickly expanding research area in extremal dependence modeling. They allow for parsimonious statistical methodology and are particularly suited for enforcing sparsity in…
The classical Euler's problem on stationary configurations of elastic rod with fixed endpoints and tangents at the endpoints is considered as a left-invariant optimal control problem on the group of motions of a two-dimensional plane…
For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…
The extremal t process was proposed in the literature for modeling spatial extremes within a copula framework based on the extreme value limit of elliptical t distributions (Davison, Padoan and Ribatet (2012)). A major drawback of this…
The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated…