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The risk of occurrence of atypical phenomena is a cross-cutting concern in several areas, such as engineering, climatology, finance, actuarial, among others. Extreme value theory is the natural tool to approach this theme. Many of these…

Statistics Theory · Mathematics 2020-07-09 Marta Ferreira , Ana Paula Martins , Helena Ferreira

Gaussian mixture models are widely used in Statistics. A fundamental aspect of these distributions is the study of the local maxima of the density, or modes. In particular, it is not known how many modes a mixture of $k$ Gaussians in $d$…

Statistics Theory · Mathematics 2019-07-22 Carlos Améndola , Alexander Engström , Christian Haase

We find the exponential exact two-terms non-asymptotic expression for the maximum and minimum distribution of a non-Gaussian, in general case, random vector.

Probability · Mathematics 2022-06-09 M. R. Formica , E. Ostrovsky , L. Sirota

We consider equations of the form $\Delta u +\lambda^2 V(x)e^{\,u}=\rho$ in various two dimensional settings. We assume that $V>0$ is a given function, $\lambda>0$ is a small parameter and $\rho=\mathcal O(1)$ or $\rho\to +\infty$ as…

Analysis of PDEs · Mathematics 2018-08-02 Michal Kowalczyk , Angela Pistoia , Piotr Rybka , Giusi Vaira

Let $\{Z(\tau,s), (\tau,s)\in [a,b]\times[0,T]\}$ with some positive constants $a,b,T$ be a centered Gaussian random field with variance function $\sigma^{2}(\tau,s)$ satisfying $\sigma^{2}(\tau,s)=\sigma^{2}(\tau)$. We firstly derive the…

Probability · Mathematics 2019-10-10 Zhongquan Tan , Shengchao Zheng

Could the location of the maximum point for a positive solution of a semilinear Poisson equation on a convex domain be independent of the form of the nonlinearity? Cima and Derrick found certain evidence for this surprising conjecture. We…

Analysis of PDEs · Mathematics 2015-07-07 Brian A. Benson , Richard S. Laugesen , Michael Minion , Bartlomiej A. Siudeja

We introduce a framework to derive quantitative central limit theorems in the context of non-linear approximation of Gaussian random variables taking values in a separable Hilbert space. In particular, our method provides an alternative to…

Probability · Mathematics 2020-11-25 Solesne Bourguin , Simon Campese

We study the extremes for a class of a symmetric stable random fields with long range dependence. We prove functional extremal theorems both in the space of sup measures and in the space of cadlag functions of several variables. The limits…

Probability · Mathematics 2018-10-17 Zaoli Chen , Gennady Samorodnitsky

We find by simulation that the interfaces in the exclusive-or (XOR) of two independent 2D Ising spin configurations at the critical temperature form an ensemble of loops that have the same distribution as the contour lines of the Gaussian…

Statistical Mechanics · Physics 2011-02-21 David B. Wilson

We characterize those valued fields for which the image of the valuation ring under every polynomial in several variables contains an element of maximal value, or zero.

Commutative Algebra · Mathematics 2013-04-02 Salih Azgin , Franz-Viktor Kuhlmann , Florian Pop

The maximal graph Dirichlet problem asks whether there exists a spacelike graph, in a semi-Euclidean space, with a given boundary and with mean curvature everywhere zero. We prove the existence of solutions to this problem under certain…

Analysis of PDEs · Mathematics 2011-12-20 Benjamin Stuart Thorpe

Gauge fields in exotic representations of the Lorentz group in D dimensions - i.e. ones which are tensors of mixed symmetry corresponding to Young tableaux with arbitrary numbers of rows and columns - naturally arise through massive string…

High Energy Physics - Theory · Physics 2009-11-07 P. de Medeiros , C. Hull

We study the supremum of some random Dirichlet polynomials with independent coefficients and obtain sharp upper and lower bounds for supremum expectation thus extending the results from our previous work (see…

Probability · Mathematics 2009-04-23 Mikhail Lifshits , Michel Weber

We show that Blokhuis' quadratic upper bound for two-distance sets is sharp over finite fields in almost all dimensions. Our construction complements Lison\v{e}k's higher-dimensional maximal constructions that were carried out in Lorentz…

Combinatorics · Mathematics 2026-01-01 Jozsef Solymosi

Motivated by the problem of computing the distribution of the largest distance $d_{\max}$ between $n$ random points on a circle we derive an explicit formula for the moments of the maximal component of a random vector following a Dirichlet…

Probability · Mathematics 2015-05-19 Eckhard Schlemm

We study extrema of the first and the second mixed eigenvalues of the Laplacian on the disk among some families of Dirichlet-Neumann boundary conditions. We show that the minimizer of the second eigenvalue among all mixed boundary…

Spectral Theory · Mathematics 2010-11-30 Eveline Legendre

We give an upper bound on the number of rational points of an arbitrary Zariski closed subset of a projective space over a finite field. This bound depends only on the dimensions and degrees of the irreducible components and holds for very…

Algebraic Geometry · Mathematics 2015-11-03 Alain Couvreur

We compute the expected value of various quantities related to the biparametric singularities of a pair of smooth centered Gaussian random fields on an n-dimensional compact manifold, such as the lengths of the critical curves and contours…

Probability · Mathematics 2022-02-17 Mishal Assif P K

We propose a toy model of quantum gravity in two dimensions with Euclidean signature. The model is given by a kind of discretization which is different from the dynamical triangulation. We show that there exists a continuum limit and we can…

High Energy Physics - Theory · Physics 2017-08-28 Marcello Rotondo , Shin'ichi Nojiri

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…

Statistics Theory · Mathematics 2019-02-20 Thomas Lugrin , Anthony C. Davison , Jonathan A. Tawn