Related papers: N-max infinite divisibility and N-max stability
Convergence to stable laws in relative entropy is established for sums of i.i.d. random variables.
Branching-stable processes have recently appeared as counterparts of stable subordinators, when addition of real variables is replaced by branching mechanism for point processes. Here, we are interested in their domains of attraction and…
We study analytically and numerically the extreme value distribution of observables defined along the temporal evolution of a dynamical system. The convergence to the Gumbel law of observable recurrences gives information on the fractal…
In a classical optimal stopping problem the aim is to maximize the expected value of a functional of a diffusion evaluated at a stopping time. This note considers optimal stopping problems beyond this paradigm. We study problems in which…
We study the distribution of the maximal jump of continuous-state branching processes. Several exact expressions and explicit asymptotics of both the local maximal jump and the global maximal jump are obtained. We also compare the…
This study considers the stability of a non-inflectional elastica under a conservative end force subject to the Dirichlet, mixed, and Neumann boundary conditions. It is demonstrated that the non-inflectional elastica subject to the…
We consider a random walk with a negative drift and with a jump distribution which under Cram\'er's change of measure belongs to the domain of attraction of a spectrally positive stable law. If conditioned to reach a high level and suitably…
Popular multiverse models such as the one based on the string theory landscape require an underlying set of unexplained laws containing many specific features and highly restrictive prerequisites. I explore the consequences of relaxing some…
We study the entanglement distillability properties of thermal states of many-body systems. Following the ideas presented in [D.Cavalcanti et al., arxiv:0705.3762], we first discuss the appearance of bound entanglement in those systems…
We consider Gibbs distributions on finite random plane trees with bounded branching. We show that as the order of the tree grows to infinity, the distribution of any finite neighborhood of the root of the tree converges to a limit. We…
A necessary and sufficient condition for the maximal entanglement of bipartite nonorthogonal pure states is found. The condition is applied to the maximal entanglement of coherent states. Some new classes of maximally entangled coherent…
We obtain optimal moment bounds for Birkhoff sums, and optimal concentration inequalities, for a large class of slowly mixing dynamical systems, including those that admit anomalous diffusion in the form of a stable law or a central limit…
In this paper, we develop new optional stopping theorems for scenarios where the stopping rules are defined by bounded continuity regions. Moreover, we establish a wide variety of inequalities on the supremums and infimums of functions of…
In this note we identify the distributional limits of non-negative, ergodic stationary processes, showing that all are possible. Consequences for infinite ergodic theory are also explored and new examples of distributionally stable- and…
We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded…
Let $X_1, \ldots, X_n$ be independent random points drawn from an absolutely continuous probability measure with density $f$ in $\mathbb{R}^d$. Under mild conditions on $f$, we derive a Poisson limit theorem for the number of large…
Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…
The recent argue about the existence of an instability in the definition of the mean value appearing in the Tsallis non extensive Statistical Mechanic is reconsidered. Here, it is simply underlined that the pair of probability distributions…
We review the arguments supporting the existence of a maximal acceleration for a massive particle and show that different values of this upper limit can be predicted in different physical situations.
In many real world chaotic systems, the interest is typically in determining when the system will behave in an extreme manner. Flooding and drought, extreme heatwaves, large earthquakes, and large drops in the stock market are examples of…