Related papers: Maxima of Skew Elliptical Triangular Arrays
In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems that have a singular measure. Using the block maxima approach described in Faranda et al. [2011] we show that,…
The asymptotic sectional hyperbolicity is a weak notion of hyperbolicity that extends properly the sectional-hyperbolicity and includes the Rovella attractor as a archetypal example. The main feature of this definition is the existence of…
A pedagogical account of some aspects of Extreme Value Statistics (EVS) is presented from the somewhat non-standard viewpoint of Large Deviation Theory. We address the following problem: given a set of $N$ i.i.d. random variables…
We study the spherical cap packing problem with a probabilistic approach. Such probabilistic considerations result in an asymptotic sharp universal uniform bound on the maximal inner product between any set of unit vectors and a…
Variational methods for parameter estimation are an active research area, potentially offering computationally tractable heuristics with theoretical performance bounds. We build on recent work that applies such methods to network data, and…
We consider the elliptic Ginibre ensembles in the real, complex and symplectic symmetry classes. As the matrix size tends to infinity, we derive the asymptotic behaviour of the upper tail large deviation probabilities for both the spectral…
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…
For a given parametric probability model, we consider the risk of the maximum likelihood estimator with respect to $\alpha$-divergence, which includes the special cases of Kullback--Leibler divergence, the Hellinger distance and $\chi^2$…
We consider $m$ spinless Fermions in $l > m$ degenerate single-particle levels interacting via a $k$-body random interaction with Gaussian probability distribution and $k <= m$ in the limit $l$ to infinity (the embedded $k$-body random…
In this paper non-asymptotic exact exponential estimates are derived for the tail of maximum distribution of random field in the terms of majoring measures or, equally, generic chaining.
We study random skew 3D partitions weighted by $q^{\textup{vol}}$ and, specifically, the $q\to 1$ asymptotics of local correlations near various points of the limit shape. We obtain sine-kernel asymptotics for correlations in the bulk of…
We study the asymptotic behaviour of a version of the one-dimensional Mott random walk in a regime that exhibits severe blocking. We establish that, for any fixed time, the appropriately-rescaled Mott random walk is situated between two…
For $0<\beta<6\pi$, we prove that the distribution of the centred maximum of the $\epsilon$-regularised continuum sine-Gordon field on the two-dimensional torus converges to a randomly shifted Gumbel distribution as $\epsilon \to 0$. Our…
A famous result going back to Eric Kostlan states that the moduli of the eigenvalues of random normal matrices with radial potential are independent yet non identically distributed. This phenomenon is at the heart of the asymptotic analysis…
Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of theirs trajectories have been evaluated using Double Sum Method…
A connection is made between the random turns model of vicious walkers and random permutations indexed by their increasing subsequences. Consequently the scaled distribution of the maximum displacements in a particular asymmeteric version…
Likelihood inference for max-stable random fields is in general impossible because their finite-dimensional probability density functions are unknown or cannot be computed efficiently. The weighted composite likelihood approach that…
We prove that skew systems with a sufficiently expanding base have approximate exponential decay of correlations, meaning that the exponential rate is observed modulo an error. The fiber maps are only assumed to be Lipschitz regular and to…
We study the asymptotic behaviour of the maximum interpoint distance of random points in a planar bounded set with an unique major axis and a boundary behaving like an ellipse at the endpoints. Our main result covers the case of uniformly…
Let (S_1,S_2)=(R \cos(\Theta), R \sin (\Theta)) be a bivariate random vector with associated random radius R which has distribution function $F$ being further independent of the random angle \Theta. In this paper we investigate the…