Related papers: Extreme value distributions and Renormalization Gr…
Although well described by mean-field theory in the thermodynamic limit, scaling has long been puzzling for finite systems in high dimensions. This raised questions about the efficacy of the renormalization group and foundational concepts…
Exact renormalization group techniques are applied to mass deformed N=4 supersymmetric Yang-Mills theory, viewed as a regularised N=2 model. The solution of the flow equation, in the local potential approximation, reproduces the one-loop…
Let $(X_i)_{1 \le i \le n}$ be independent and identically distributed (i.i.d.) standard Gaussian random variables, and denote by $X_{(n)} = \max_{1 \le i \le n} X_i$ the maximum order statistic. It is well-known in extreme value theory…
Formal orbifolds are defined in higher dimension. Their \'etale fundamental groups are also defined. It is shown that the fundamental groups of formal orbifolds have certain finiteness property and it is also shown that they can be used to…
We discuss the quantum mechanics of a particle restricted to the half-line $x > 0$ with potential energy $V = \alpha/x^2$ for $-1/4 < \alpha < 0$. It is known that two scale-invariant theories may be defined. By regularizing the near-origin…
When considering d possibly dependent random variables, one is often interested in extreme risk regions, with very small probability p. We consider risk regions of the form ${\mathbf{z}\in\mathbb{R}^d:f(\mathbf{z})\leq\beta}$, where f is…
The effect of transformations analogous to those of the real-space renormalization group are analyzed for the temporal occurrence of earthquakes. The distribution of recurrence times turns out to be invariant under such transformations, for…
Extreme value analysis for time series is often based on the block maxima method, in particular for environmental applications. In the classical univariate case, the latter is based on fitting an extreme-value distribution to the sample of…
Count data are omnipresent in many applied fields, often with overdispersion due to an excess of zeroes or extreme values. With mixtures of Poisson distributions representing an elegant and appealing modelling strategy, we focus here on the…
In classical extreme value theory probabilities of extreme events are estimated assuming all the components of a random vector to be in a domain of attraction of an extreme value distribution. In contrast, the conditional extreme value…
The renormalization group has proven to be a very powerful tool in physics for treating systems with many length scales. Here we show how it can be adapted to provide a new class of algorithms for discrete optimization. The heart of our…
We explain the connection between the Gumbel limit for diffusion exit times and the theory of extreme values.
We consider random Hermitian matrices made of complex or real $M\times N$ rectangular blocks, where the blocks are drawn from various ensembles. These matrices have $N$ pairs of opposite real nonvanishing eigenvalues, as well as $M-N$ zero…
In this paper we investigate the Burr distributions family which contains twelve members. Second order expansions of quantiles of the Burr's distributions are provided on which may be based statistical methods, in particular in extreme…
Variational approximations are increasingly based on gradient-based optimization of expectations estimated by sampling. Handling discrete latent variables is then challenging because the sampling process is not differentiable. Continuous…
Detecting anomalies in a temporal sequence of graphs can be applied is areas such as the detection of accidents in transport networks and cyber attacks in computer networks. Existing methods for detecting abnormal graphs can suffer from…
We consider a family of random normal matrix models whose eigenvalues tend to occupy lemniscate type droplets as the size of the matrix increases. Under the insertion of a point charge, we derive the scaling limit at the singular boundary…
Nonparametric regression quantiles obtained by inverting a kernel estimator of the conditional distribution of the response are long established in statistics. Attention has been, however, restricted to ordinary quantiles staying away from…
The problem of estimating the exponent of a stable law received a considerable attention in the recent literature. Here, we deal with an estimate of such a exponent introduced by De Haan and Resnick when the corresponding distribution…
We survey the connections between extreme-value theory and regular variation, in one and higher dimensions, from the algebraic point of view of our recent work on Popa groups.