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The occurrence of extreme events like heavy precipitation or storms at a certain location often shows a clustering behaviour and is thus not described well by a Poisson process. We construct a general model for the inter-exceedance times in…

Methodology · Statistics 2025-09-16 Christina Mathieu , Katharina Hees , Roland Fried

Verifying probabilistic forecasts for extreme events is a highly active research area because popular media and public opinions are naturally focused on extreme events, and biased conclusions are readily made. In this context, classical…

Forecasting extreme precipitation is essential yet challenging due to its rarity and complexity. We develop a large deviation framework to estimate the return times of extreme precipitation events. We first find that the Landau…

Statistical Mechanics · Physics 2026-04-14 Haotian Xie , Haoxian Liu , Jingfang Fan , Ying Tang

Complex social systems are composed of interconnected individuals whose interactions result in group behaviors. Optimal control of a real-world complex system has many applications, including road traffic management, epidemic prevention,…

Systems and Control · Computer Science 2019-05-08 Wen Dong , Bo Liu , Fan Yang

Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…

Methodology · Statistics 2021-01-06 Sebastian Engelke , Jevgenijs Ivanovs

Rare events are processes that occur upon the emergence of unlikely fluctuations. Unlike what their name suggests, rare events are fairly ubiquitous in nature, as the occurrence of many structural transformations in biology and material…

Statistical Mechanics · Physics 2020-02-26 Sarwar Hussain , Amir Haji-Akbari

We propose currently feasible experiments using small, isolated systems of ultracold atoms to investigate the effects of dynamical chaos in the microscopic onset of irreversibility. A control parameter is tuned past a critical value, then…

Quantum Gases · Physics 2019-10-07 Ralf Bürkle , Amichay Vardi , Doron Cohen , James R. Anglin

A strong analogy is found between the evolution of localized disturbances in extended chaotic systems and the propagation of fronts separating different phases. A condition for the evolution to be controlled by nonlinear mechanisms is…

chao-dyn · Physics 2009-10-28 A. Torcini , P. Grassberger , A. Politi

In this paper we obtain some possibilistic variants of the probabilistic laws of large numbers, different from those obtained by other authors, but very natural extensions of the corresponding ones in probability theory. Our results are…

Probability · Mathematics 2020-09-15 Sorin G. Gal

The probability of rare and extreme events is an important quantity for design purposes. However, computing the probability of rare events can be expensive because only a few events, if any, can be observed. To this end, it is necessary to…

Computational Physics · Physics 2020-01-08 Malik Hassanaly , Venkat Raman

In this paper we address the use of rare event computation techniques to estimate small over-threshold probabilities of observables in determin-istic dynamical systems. We demonstrate that the genealogical particle analysis algorithms can…

Statistical Mechanics · Physics 2016-09-21 Jeroen Wouters , Freddy Bouchet

Complex systems universally exhibit emergence, where macroscopic dynamics arise from local interactions, but a predictive law governing this process has been absent. We establish and verify such a law. We define a system's causal power at a…

Information Theory · Computer Science 2025-08-19 Liang Chen

Spontaneous self-organization is ubiquitous in systems far from thermodynamic equilibrium. While organized structures that emerge dominate transport properties, universal representations that identify and describe these key objects remain…

Computational Physics · Physics 2023-09-29 Adam Rupe , Karthik Kashinath , Nalini Kumar , James P. Crutchfield

Large language model-powered multi-agent systems have emerged as powerful tools for simulating complex human-like systems. The interactions within these systems often lead to extreme events whose origins remain obscured by the black box of…

Multiagent Systems · Computer Science 2026-02-17 Ling Tang , Jilin Mei , Dongrui Liu , Chen Qian , Dawei Cheng , Jing Shao , Xia Hu

In this manuscript we continue the thread of [M. Chertkov, F. Pan, M. Stepanov, Predicting Failures in Power Grids: The Case of Static Overloads, IEEE Smart Grid 2011] and suggest a new algorithm discovering most probable extreme stochastic…

Systems and Control · Computer Science 2011-09-08 Michael Chertkov , Mikhail Stepanov , Feng Pan , Ross Baldick

Dynamical systems can be prone to severe fluctuations due to the presence of chaotic dynamics. This paper explains for a toy chaotic economic model how such a system can be regulated by the application of relatively weak control to keep the…

Dynamical Systems · Mathematics 2018-01-31 Suddhasattwa Das , James Yorke

Interacting particle systems with many degrees of freedom may undergo phase transitions to sustain atypical fluctuations of dynamical observables such as the current or the activity. This leads in some cases to symmetry-broken space-time…

Statistical Mechanics · Physics 2019-08-23 Carlos Pérez-Espigares , Pablo I. Hurtado

Extreme events are often multivariate in nature. A compound extreme occurs when a combination of variables jointly produces a significant impact, even if individual components are not necessarily marginally extreme. Compound extremes have…

Methodology · Statistics 2025-09-24 Cathy Yin , Adam M. Sykulski , Almut E. D. Veraart

A theory of exceptional extreme events, characterized by their abnormal sizes compared with the rest of the distribution, is presented. Such outliers, called "dragon-kings", have been reported in the distribution of financial drawdowns,…

Physics and Society · Physics 2015-06-05 V. I. Yukalov , D. Sornette

Extreme environmental events such as severe storms, drought, heat waves, flash floods, and abrupt species collapse have become more prevalent in the earth-atmosphere dynamic system in recent years. In order to fully understand the…

Methodology · Statistics 2025-08-05 Myungsoo Yoo , Likun Zhang , Christopher K. Wikle , Thomas Opitz