Related papers: Finite-Size Effects on Return Interval Distributio…
We prove the emergence of stable fluctuations for reaction-diffusion in random environment with Weibull tails. This completes our work around the quenched to annealed transition phenomenon in this context of reaction diffusion. In [9], we…
We study the distribution and scaling of the extreme height fluctuations for Edwards-Wilkinson-type relaxation on small-world substrates. When random links are added to a one-dimensional lattice, the average size of the fluctuations becomes…
The strength of quasi-brittle materials depends on the ensemble of defects inside the sample and on the way damage accumulates before failure. Using large scale numerical simulations of the random fuse model, we investigate the evolution of…
A heterogeneous quasi-brittle granular material can withstand certain levels of internal damage before global failure. This robustness depends not just on the bond strengths but also on the topology and redundancy of the bonded contact…
Understanding and predicting uncertain things are the central themes of scientific evolution. Human beings revolve around these fears of uncertainties concerning various aspects like a global pandemic, health, finances, to name but a few.…
The failure probabilities or the strength distributions of heterogeneous 1D systems with continuous local strength distribution and local load sharing have been studied using a simple, exact, recursive method. The fracture behavior depends…
It is of growing concern to ensure resilience in power distribution systems to extreme weather events. However, there are no clear methodologies or metrics available for resilience assessment that allows system planners to assess the impact…
The Power Generalized DUS (PGDUS) Transformation is significant in reliability theory, especially for analyzing parallel systems. From the Generalized Extreme Value distribution, Inverse Weibull model particularly has wide applicability in…
Recently it was suggested that certain perturbations of integrable spin chains lead to a weak breaking of integrability in the sense that integrability is preserved at the first order in the coupling. Here we examine this claim using level…
This paper is devoted to study a new three- parameters model called the Exponential Flexible Weibull extension (EFWE) distribution which exhibits bathtub-shaped hazard rate. Some of it's statistical properties are obtained including…
We introduce a fiber bundle model where the interaction among fibers is modeled by an adjustable stress-transfer function which can interpolate between the two limiting cases of load redistribution, the global and the local load sharing…
Plastic deformation of crystalline and amorphous matter often involves intermittent local strain burst events. To understand the physical background of the phenomenon a minimal stochastic mesoscopic model was introduced, where…
The distribution of intertrade durations, defined as the waiting times between two consecutive transactions, is investigated based upon the limit order book data of 23 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole…
We investigate the distributions of epsilon-drawdowns and epsilon-drawups of the most liquid futures financial contracts of the world at time scales of 30 seconds. The epsilon-drawdowns (resp. epsilon- drawups) generalise the notion of runs…
We study extreme events of avalanche activities in finite-size two-dimensional self-organized critical (SOC) models, specifically the stochastic Manna model (SMM) and the Bak-Tang-Weisenfeld (BTW) sandpile model. Employing the approach of…
Expectile bears some interesting properties in comparison to the industry wide expected shortfall in terms of assessment of tail risk. We study the relationship between expectile and expected shortfall using duality results and the link to…
Engineers often cope with the problem of assessing the lifetime of industrial components, under the basis of observed industrial feedback data. Usually, lifetime is modelled as a continuous random variable, for instance exponentially or…
We introduce a new five-parameter family of size distributions on the semi-finite interval $[x_0, \infty), x_0 \geqslant 0$, with two attractive features. First, it interpolates between power laws, such as the Pareto distribution, and power…
We study the subsampling of the avalanches in the fiber bundle model of fracture. In cases where only a part of the system is observed for the micro-failure events, the recorded avalanche statistics gets distorted compared to the actual…
Rare events, and more general risk-sensitive quantities-of-interest (QoIs), are significantly impacted by uncertainty in the tail behavior of a distribution. Uncertainty in the tail can take many different forms, each of which leads to a…