Related papers: Extreme values for two-dimensional discrete Gaussi…

The necessity of a Maximum Principle arises naturally when one is interested in the study of qualitative properties of solutions to partial differential equations. In general, to ensure the validity of these kind of principles one has to…

We consider the setting of two disks in a domain in $\mathbb{R}^2$ which are almost touching and have finite and positive conductivities, giving rise to a divergence form elliptic equation with discontinuous coefficients. We use the maximum…

We study deviation probabilities for the number of high positioned particles in branching Brownian motion, and confirm a conjecture of Derrida and Shi (2016). We also solve the corresponding problem for the two-dimensional discrete Gaussian…

Let X(t) be a Gaussian random field R d $\rightarrow$ R. Using the notion of (d -- 1)-integral geometric measures, we establish a relation between (a) the volume of the level set (b) the number of crossings of the restriction of the random…

A new family of Barnes beta distributions on $(0, \infty)$ is introduced and its infinite divisibility, moment determinacy, scaling, and factorization properties are established. The Morris integral probability distribution is constructed…

Let $X_{i,n},n\in \mathbb{N},1\leq i\leq n$, be a triangular array of independent $\mathbb{R}^d$-valued Gaussian random vectors with correlation matrices $\Sigma_{i,n}$. We give necessary conditions under which the row-wise maxima converge…

In this paper, we consider the distribution of the supremum of non-stationary Gaussian processes, and present a new theoretical result on the asymptotic behaviour of this distribution. Unlike previously known facts in this field, our main…

These notes were written for the mini-course "Extrema of log-correlated random variables: Principles and Examples" at the Introductory School held in January 2015 at the Centre International de Rencontres Math\'ematiques in Marseille. There…

Let $\{X(s,t):s,t\geqslant 0\}$ be a centered homogeneous Gaussian field with a.s. continuous sample paths and correlation function $r(s,t)=Cov(X(s,t),X(0,0))$ such that…

Optimal Dirichlet boundary control for a fractional/normal evolution with a final observation is considered. The unique existence of the solution and the first-order optimality condition of the optimal control problem are derived. The…

We establish a boundary maximum principle for free boundary minimal submanifolds in a Riemannian manifold with boundary, in any dimension and codimension. Our result holds more generally in the context of varifolds.

This paper studies the optimal rate of estimation in a finite Gaussian location mixture model in high dimensions without separation conditions. We assume that the number of components $k$ is bounded and that the centers lie in a ball of…

The statistical distribution of the largest value drawn from a sample of a given size has only three possible shapes: it is either a Weibull, a Fr\'echet or a Gumbel extreme value distributions. I describe in this short review how to relate…

This contribution establishes exact tail asymptotics of $\sup_{(s,t)\in\mathbf{E}}$ $X(s,t)$ for a large class of nonhomogeneous Gaussian random fields $X$ on a bounded convex set $\mathbf{E}\subset\mathbb{R}^2$, with variance function that…

Interface dynamics in two-dimensional systems with a maximal number of conservation laws gives an accurate theoretical model for many physical processes, from the hydrodynamics of immiscible, viscous flows (zero surface-tension limit of…

Suppose that the edges of a complete graph are assigned weights independently at random and we ask for the weight of the minimal-weight spanning tree, or perfect matching, or Hamiltonian cycle. For these and several other common…

We calculate the average number of critical points of a Gaussian field on a high-dimensional space as a function of their energy and their index. Our results give a complete picture of the organization of critical points and are of…

Extreme values are considered in samples with random size that has a mixed Poisson distribution being generated by a doubly stochastic Poisson process. We prove some inequalities providing bounds on the rate of convergence in limit theorems…

Max-stable processes have proved to be useful for the statistical modelling of spatial extremes. Several representations of max-stable random fields have been proposed in the literature. For statistical inference it is often assumed that…

We examine four dimensional, near-extremal black hole solutions in the presence of a finite boundary obeying conformal boundary conditions, where the conformal class of the induced metric and the trace of the extrinsic curvature are fixed.…