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We propose a Gaussian-copula-based framework that learns deal-level dependence directly from observed joint success frequencies across founder, geography, and market attributes. Holding marginal deal success probabilities fixed, deal-level…
Distributions of the resilience of transport networks are studied numerically, in particular the large-deviation tails. Thus, not only typical quantities like average or variance but the distributions over the (almost) full support can be…
Quenched randomness can have a dramatic effect on the dynamics of isolated 1D quantum many-body systems, even for systems that thermalize. This is because transport, entanglement, and operator spreading can be hindered by `Griffiths' rare…
Extreme value theory has constructed asymptotic properties of the sample maximum. This study concerns probability distribution estimation of the sample maximum. The traditional approach is parametric fitting to the limiting distribution --…
Strengthening of materials and preventing abrupt fracture are really challenging jobs in the field of engineering and material science. Such problems can be resolved by using composite materials. In this work, we have studied the fracture…
This paper determines the optimum secondary user power allocation and ergodic multicast rate of point-to-multipoint communication in a cognitive radio network in the presence of outage constraints for the primary users. Using tools from…
Waves propagating through a weakly scattering random medium show a pronounced branching of the flow accompanied by the formation of freak waves, i.e., extremely intense waves. Theory predicts that this strong fluctuation regime is…
It is of growing concern to ensure the resilience in electricity infrastructure systems to extreme weather events with the help of appropriate hardening measures and new operational procedures. An effective mitigation strategy requires a…
The frequency and magnitude of weather extreme events have increased significantly during the past few years in response to anthropogenic climate change. However, global statistical characteristics and underlying physical mechanisms are…
To study the kinetics of phase separation in active matter systems, we consider models that impose a Vicsek-type self-propulsion rule on otherwise passive particles interacting via the Lennard-Jones potential. Two types of kinetics are of…
The stability of a complex system generally decreases with increasing system size and interconnectivity, a counterintuitive result of widespread importance across the physical, life, and social sciences. Despite recent interest in the…
We review limiting models for fracture in bundles of fibers, with statistically distributed thresholds for breakdown of individual fibers. During the breakdown process, avalanches consisting of simultaneous rupture of several fibers occur,…
In the electrical grid, the distribution system is themost vulnerable to severe weather events. Well-placed and coordinatedupgrades, such as the combination of microgrids, systemhardening and additional line redundancy, can greatly reduce…
We show that assuming that the returns are independent when conditioned on the value of their variance (volatility), which itself varies in time randomly, then the distribution of returns is well described by the statistics of the sum of…
The entanglement evolution after a quantum quench became one of the tools to distinguish integrable versus chaotic (non-integrable) quantum many-body dynamics. Following this line of thoughts, here we propose that the revivals in the…
We investigate the approach to catastrophic failure in a model porous granular material undergoing uniaxial compression. A discrete element computational model is used to simulate both the micro-structure of the material and the complex…
We study rare events in the extreme value statistics of stochastic symmetric jump processes with power tails in the distributions of the jumps, using the big-jump principle. The principle states that in the presence of stochastic processes…
The distribution of the magnitudes of damage avalanches during a failure process typically follows a power law. When these avalanches are recorded close to the point at which the system fails catastrophically, we find that the power law has…
Rare events in the first-passage distributions of jump processes are capable of triggering anomalous reactions or series of events. Estimating their probability is particularly important when the jump probabilities have broad-tailed…
Understanding the mechanical behaviour of bones up to failure is necesary for diagnosis and prevention of accident and trauma. As far as we know, no authors have yet studied the tensile behaviour of compact bone including failure under…