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We extend the scope of the dynamical theory of extreme values to cover phenomena that do not happen instantaneously, but evolve over a finite, albeit unknown at the onset, time interval. We consider complex dynamical systems, composed of…

Neurons and Cognition · Quantitative Biology 2020-05-20 Theophile Caby , Giorgio Mantica

This study uses the link between extreme value laws and dynamical systems theory to show that important dynamical quantities as the correlation dimension, the entropy and the Lyapunov exponents can be obtained by fitting observables…

Chaotic Dynamics · Physics 2018-05-23 Davide Faranda , Sandro Vaienti

For a class of idealized chaotic systems (hyperbolic systems) correlations decay exponentially in time. This result is asymptotic and rigorous. The decay rate is related to the Ruelle-Pollicott resonances. Nearly all chaotic model systems,…

Chaotic Dynamics · Physics 2007-05-23 Shmuel Fishman , Saar Rahav

We study the continuum percolation model, which is defined on $\mathbb{Z}^d\times \mathbb{R}$ so that the connections in the continuous directions are not oriented in time, with quasiperiodically disordered fields. The oriented version of…

Probability · Mathematics 2018-09-05 Rajinder Mavi

The aim of this paper is to apply direct methods to the study of integrals that appear naturally in Statistical Mechanics and Euclidean Field Theory. We provide weighted estimates leading to the exponential decay of the two-point…

Mathematical Physics · Physics 2007-05-23 Assane Lo

We study simple nonequilibrium distributions describing a classical gas of particles interacting via a pair potential ${\phi}(x/{\epsilon})$, in the Boltzmann-Grad scaling ${\epsilon} \rightarrow 0$. We establish bounds for truncated…

Mathematical Physics · Physics 2024-06-17 Andrea Di Stefano , Sergio Simonella , Raphael Winter

Following the field theoretic approach of Basko et al., Ann. Phys. 321, 1126 (2006), we study in detail the real-time dynamics of a system expected to exhibit many-body localization. In particular, for time scales inaccessible to exact…

Disordered Systems and Neural Networks · Physics 2014-07-02 Yevgeny Bar Lev , David R. Reichman

Lattice Monte-Carlo simulations were performed to study the equilibrium ordering in a two-dimensional nematic system with quenched random disorder. When the disordering field, which competes against the aligning effect of the Frank…

Disordered Systems and Neural Networks · Physics 2009-10-31 Y. -K. Yu , P. L. Taylor , E. M. Terentjev

The goal of this paper is to provide estimates leading to a direct proof of the exponential decay of the n-point correlation functions for certain unbounded models of Kac type. The methods are based on estimating higher order derivatives of…

Mathematical Physics · Physics 2009-11-13 Assane Lo

We obtain estimates on the decay of correlations, Central Limit Theorem and Large Deviations for dynamical systems admitting an induced weak Gibbs--Markov map, for larger classes of observables with weaker regularity than H\"{o}lder,…

Dynamical Systems · Mathematics 2025-04-10 Asad Ullah , Helder Vilarinho

We discuss the dephasing induced by the internal classical chaotic motion in the absence of any external environment. To this end we consider a suitable extension of fidelity for mixed states which is measurable in a Ramsey interferometry…

Quantum Physics · Physics 2007-05-23 Valentin V. Sokolov , Giuliano Benenti , Giulio Casati

In environmental applications of extreme value statistics, the underlying stochastic process is often modeled either as a max-stable process in continuous time/space or as a process in the domain of attraction of such a max-stable process.…

Statistics Theory · Mathematics 2018-02-13 Holger Drees , Laurens de Haan , Feridun Turkman

We study the exponential decay of relative entropy functionals for zero-range processes on the complete graph. For the standard model with rates increasing at infinity we prove entropy dissipation estimates, uniformly over the number of…

Probability · Mathematics 2010-10-11 Pietro Caputo , Gustavo Posta

We study the correlations (and alignment as a particular case) existent between the fragments originated in a decaying process when the daughter particles interact. The interaction between the particles is modeled using the potential of…

Quantum Physics · Physics 2009-11-13 Pedro Sancho

We develop and generalize the theory of extreme value for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting. We apply our results to non-autonomous dynamical…

Dynamical Systems · Mathematics 2017-06-27 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Sandro Vaienti

We present here a general iterative formula which gives a (formal) series expansion for the time autocorrelation of smooth dynamical variables, for all Hamiltonian systems endowed with an invariant measure. We add some criteria, theoretical…

Mathematical Physics · Physics 2015-06-03 Alberto Mario Maiocchi , Andrea Carati , Antonio Giorgilli

We consider stationary stochastic processes arising from dynamical systems by evaluating a given observable along the orbits of the system. We focus on the extremal behaviour of the process, which is related to the entrance in certain…

Let $X(t)=(X_1(t), \dots, X_n(t)), t\in \mathcal{T}\subset \mathbb{R} $ be a centered vector-valued Gaussian process with independent components and continuous trajectories, and $h(t)=(h_1(t),\dots, h_n(t)), t\in \mathcal{T} $ be a…

Probability · Mathematics 2018-01-09 Long Bai , Krzysztof Debicki , Peng Liu

In this article, a numerical analysis of the asymptotic behavior of the discrete energy associated to a dissipative coupled wave system is conducted. The numerical approximation of the system is constructed using the P1 finite element…

Numerical Analysis · Mathematics 2025-08-22 Toni Sayah , Toufic El Arwadi

We consider the long time asymptotic behavior of a large system of $N$ linear differential equations with random coefficients. We allow for general elliptic correlation structures among the coefficients, thus we substantially generalize our…

Probability · Mathematics 2022-10-18 László Erdős , Torben Krüger , David Renfrew