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Traditionally, stress fluctuations in flowing and deformed materials are overlooked, with an obvious focus on average stresses in a continuum mechanical approximation. However, these fluctuations, often dismissed as noise, hold the…

Materials Science · Physics 2024-07-02 Arturo Winters , Hans Christian Öttinger , Jan Vermant

The class of Dirichlet random vectors is central in numerous probabilistic and statistical applications. The main result of this paper derives the exact tail asymptotics of the aggregated risk of powers of Dirichlet random vectors when the…

Probability · Mathematics 2014-12-12 Enkelejd Hashorva

There is an increasing interest to understand the dependence structure of a random vector not only in the center of its distribution but also in the tails. Extreme-value theory tackles the problem of modelling the joint tail of a…

Methodology · Statistics 2014-11-04 Anna Kiriliouk , Johan Segers , Michal Warchol

We consider the extremal properties of the highly flexible univariate extended skew-normal distribution. We derive the well-known Mills' inequalities and Mills' ratio for the extended skew-normal distribution and establish the asymptotic…

Methodology · Statistics 2018-10-01 Boris Beranger , Simone A. Padoan , Yangfan Xu , Scott A. Sisson

We study the tail behavior of the distribution of the sum of asymptotically independent risks whose marginal distributions belong to the maximal domain of attraction of the Gumbel distribution. We impose conditions on the distribution of…

Probability · Mathematics 2009-06-29 Abhimanyu Mitra , Sidney I. Resnick

In this paper, according to a certain criterion, we divide the exponential distribution class into three subclasses. One of them is closely related to the regular-variation-tailed distribution class, so it is called the…

Probability · Mathematics 2018-05-30 Zhaolei Cui , Edward Omey , Wenyuan Wang , Yuebao Wang

The elasticity of disordered and polydisperse polymer networks is a fundamental problem of soft matter physics that is still open. Here, we self-assemble polymer networks via simulations of a mixture of bivalent and tri- or tetravalent…

In this paper we are concerned with the analysis of heavy-tailed data when a portion of the extreme values is unavailable. This research was motivated by an analysis of the degree distributions in a large social network. The degree…

Statistics Theory · Mathematics 2018-12-20 Jingjing Zou , Richard A. Davis , Gennady Samorodnitsky

By introducing a weight function into the density power divergence, we develop a new class of robust and smooth estimators for the tail index of Pareto-type distributions, offering improved efficiency in the presence of outliers. These…

Statistics Theory · Mathematics 2025-07-25 Saida Mancer , Abdelhakim Necir , Djamel Meraghni

Inner porous regions play a critical role in the load bearing capability of large bones.We show that an extension of disordered elastic networks [Chung et. al., Phys. Rev. B, {\bf 54}, 15094 (1996)] exhibits analogs of several known…

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…

Statistics Theory · Mathematics 2026-02-19 Nathan Huet , Ilaria Prosdocimi

We characterize the complex, heavy-tailed probability distribution functions (pdf) describing the response and its local extrema for structural systems subjected to random forcing that includes extreme events. Our approach is based on the…

Chaotic Dynamics · Physics 2017-06-02 Han Kyul Joo , Mustafa A. Mohamad , Themistoklis P. Sapsis

The total number of fatalities of an epidemic outbreak is a dramatic but extremely informative quantity. Knowledge of the statistics of this quantity allows the calculation of the mean total number of fatalities conditioned to the fact that…

Physics and Society · Physics 2024-03-06 Alvaro Corral

Disorder and long-range interactions are two of the key components that make material failure an interesting playfield for the application of statistical mechanics. The cornerstone in this respect has been lattice models of the fracture in…

Statistical Mechanics · Physics 2009-11-11 Mikko J. Alava , Phani K. V. V. Nukala , Stefano Zapperi

Asymptotic behavior of distribution functions of local quantities in disordered conductors is studied in the weak disorder limit by means of an optimal fluctuation method. It is argued that this method is more appropriate for the study of…

Condensed Matter · Physics 2009-10-28 Igor E. Smolyarenko , Boris L. Altshuler

We investigate the fracture process of a bundle of fibers with random Young modulus and a constant breaking strength. For two component systems we show that the strength of the mixture is always lower than the strength of the individual…

Disordered Systems and Neural Networks · Physics 2011-06-24 Ehud Karpas , Ferenc Kun

We study the extreme value distribution of stochastic processes modeled by superstatistics. Classical extreme value theory asserts that (under mild asymptotic independence assumptions) only three possible limit distributions are possible,…

Statistical Mechanics · Physics 2015-06-22 Pau Rabassa , Christian Beck

Despite a very good understanding of single-particle Anderson localization in one-dimensional (1D) disordered systems, many-body effects are still full of surprises, a famous example being the interaction-driven many-body localization (MBL)…

Disordered Systems and Neural Networks · Physics 2023-11-14 Jeanne Colbois , Nicolas Laflorencie

This paper extends the distributed rolling contact FrBD framework to linear viscoelasticity by considering classic derivative Generalised Maxwell and Kelvin-Voigt rheological representations of the bristle element. With this modelling…

Applied Physics · Physics 2026-04-30 Luigi Romano

Financial crises are a recurrent phenomenon with important effects on the real economy. The financial system is inherently fragile and it is therefore of great importance to be able to measure and characterize its systemic stability.…

Statistics Theory · Mathematics 2011-12-08 Helena Ferreira , Marta Ferreira