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We investigate the size scaling of the macroscopic fracture strength of heterogeneous materials when microscopic disorder is controlled by fat-tailed distributions. We consider a fiber bundle model where the strength of single fibers is…

Disordered Systems and Neural Networks · Physics 2017-09-08 Viktoria Kadar , Zsuzsa Danku , Ferenc Kun

The random fiber bundle (RFB) model, with the strength of the fibers distributed uniformly within a finite interval, is studied under the assumption of global load sharing among all unbroken fibers of the bundle. At any fixed value of the…

Statistical Mechanics · Physics 2009-11-07 S. Pradhan , P. Bhattacharyya , B. K. Chakrabarti

In this paper we revisited the classical problem of max-sum equivalence of randomly weighted sums in two dimensions. In opposite to the most papers in literature, we consider that there exists some interdependence between the primary random…

Probability · Mathematics 2025-05-27 Dimitrios G. Konstantinides , Charalampos D. Passalidis

We propose an approach to compute the conditional moments of fat-tailed phenomena that, only looking at data, could be mistakenly considered as having infinite mean. This type of problems manifests itself when a random variable Y has a…

Applications · Statistics 2018-08-02 Nassim Nicholas Taleb , Pasquale Cirillo

The extreme value theory is very popular in applied sciences including Finance, economics, hydrology and many other disciplines. In univariate extreme value theory, we model the data by a suitable distribution from the general max-domain of…

Methodology · Statistics 2019-05-09 Abhik Ghosh

Many man-made and natural phenomena, including the intensity of earthquakes, population of cities and size of international wars, are believed to follow power-law distributions. The accurate identification of power-law patterns has…

Data Analysis, Statistics and Probability · Physics 2014-04-15 Yogesh Virkar , Aaron Clauset

Disordered networks of fragile elastic elements have been proposed as a model for inner porous regions of large bones [Gunaratne et.al., cond-mat/0009221]. In numerical studies, weakening of such networks is seen to be accompanied by…

Soft Condensed Matter · Physics 2009-11-07 Gemunu H. Gunaratne

Standard statistical analysis is unable to provide reliable confidence intervals on expectation values of probability distributions that do not satisfy the conditions of the central limit theorem. We present a regression-based estimator of…

Data Analysis, Statistics and Probability · Physics 2019-06-24 Pablo Lopez Rios , Gareth J. Conduit

We benchmark the robustness of maximum likelihood based uncertainty estimation methods to outliers in training data for regression tasks. Outliers or noisy labels in training data results in degraded performances as well as incorrect…

Machine Learning · Computer Science 2022-02-09 Deebul S. Nair , Nico Hochgeschwender , Miguel A. Olivares-Mendez

We apply the formalism of amplitude symmetries to the angular distribution of the decays $B \to D^* \ell \nu$ for $\ell=e,\mu,\tau$. We show that the angular observables used to describe the distribution of this class of decays are not…

High Energy Physics - Phenomenology · Physics 2020-07-15 Marcel Algueró , Sébastien Descotes-Genon , Joaquim Matias , Martín Novoa-Brunet

We consider the problem of learning the interaction strength between the nodes of a network based on dependent binary observations residing on these nodes, generated from a Markov Random Field (MRF). Since these observations can possibly be…

Methodology · Statistics 2025-12-02 Tianyu Liu , Somabha Mukherjee , Abhik Ghosh

Consider $n$ i.i.d. random vectors on $\mathbb{R}^2$, with unknown, common distribution function $F$. Under a sharpening of the extreme value condition on $F$, we derive a weighted approximation of the corresponding tail copula process.…

Statistics Theory · Mathematics 2007-06-13 John H. J. Einmahl , Laurens de Haan , Deyuan Li

We investigate the upper tail distribution of the partition function of the directed polymer in a random environment on $\mathbb Z^d$ in the weak disorder phase. We show that the distribution of the infinite volume partition function…

Probability · Mathematics 2025-01-09 Stefan Junk , Hubert Lacoin

We study the limit distribution of the largest fitness for two models of weakly correlated and identically distributed random fitnesses. The correlated fitness is given by a linear combination of a fixed number of independent random…

Statistical Mechanics · Physics 2015-05-19 Kavita Jain

We study the failure properties of fiber bundles when continuous rupture goes on due to the application of external load on the bundles. We take the two extreme models: equal load sharing model (democratic fiber bundles) and local load…

Statistical Mechanics · Physics 2009-11-10 Srutarshi Pradhan , Bikas K. Chakrabarti

Molecular-dynamics simulations of fracture in metallic glass-like systems are observed to undergo embrittlement due to a small change in interatomic potential. This change in fracture toughness, however, is not accompanied by a…

Materials Science · Physics 2009-10-31 M. L. Falk

Quasi-brittle behavior where macroscopic failure is preceded by stable damaging and intensive cracking activity is a desired feature of materials because it makes fracture predictable. Based on a fiber bundle model with global load sharing…

Materials Science · Physics 2016-04-07 Ehud D. Karpas , Ferenc Kun

Nanoscale materials display enhanced strength and toughness but also larger fluctuations and more pronounced size effects with respect to their macroscopic counterparts. Here we study the system size-dependence of the failure strength…

Mesoscale and Nanoscale Physics · Physics 2015-08-25 Alessandro Luigi Sellerio , Alessandro Taloni , Stefano Zapperi

Disordered networks of fragile elastic elements have been proposed as a model of inner porous regions of large bones [Gunaratne et.al., cond-mat/0009221, http://xyz.lanl.gov]. It is shown that the ratio $\Gamma$ of responses of such a…

Soft Condensed Matter · Physics 2013-05-29 Gemunu H. Gunaratne

The nonparametric maximum likelihood estimator (NPMLE) in monotone binary regression models is studied when the impact of the features on the labels is weak. Here, weakness is colloquially understood as "close to flatness" of the…

Statistics Theory · Mathematics 2025-06-05 Dario Kieffer , Angelika Rohde