Related papers: Extreme value distributions for one-parameter acti…
In this paper we study extreme events for random walks on homogeneous spaces. We consider the following three cases. On the torus we study closest returns of a random walk to a fixed point in the space. For a random walk on the space of…
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,…
In this note, we obtain verifiable sufficient conditions for the extreme value distribution for a certain class of skew product extensions of non-uniformly hyperbolic base maps. We show that these conditions, formulated in terms of the…
This paper extends a recent extreme value law for horocycle flows on the space of two-dimensional lattices, due to Kirsebom and Mallahi-Karai, to the simplest examples of rank-$k$ unipotent actions on the space of $n$-dimensional lattices.…
We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…
Extreme value distributions are routinely employed to assess risks connected to extreme events in a large number of applications. They typically are two- or three- parameter distributions: the inference can be unstable, which is…
Let $\Gamma$ be a lattice of a semisimple Lie group $L$. Suppose that one parameter Ad-diagonalizable subgroup $\{g_t\}$ of $L$ acts ergodically on $L/\Gamma$ with respect to the probability Haar measure $\mu$. For certain proper subgroup…
Following S\"odergren, we consider a collection of random variables on the space $X_n$ of unimodular lattices in dimension $n$: Normalizations of the angles between the $N = N(n)$ shortest vectors in a random unimodular lattice, and the…
In this paper, we study the maximum likelihood estimation of the parameters of the multivariate and matrix variate symmetric Laplace distributions through group actions. The multivariate and matrix variate symmetric Laplace distributions…
Stationary probability distributions of one-dimensional random walks on lattices with aperiodic disorder are investigated. The pattern of the distribution is closely related to the diffusional behavior, which depends on the wandering…
We examine the stationary distribution of random walks on directed graphs. In particular, we focus on the {\em principal ratio}, which is the ratio of maximum to minimum values of vertices in the stationary distribution. We give an upper…
In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems. In this setting, recent works have shown how to get a statistics of extremes in agreement with the classical Extreme…
We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…
Let $G$ be a real Lie group, $\Lambda\subseteq G$ a lattice, and $X=G/\Lambda$. We fix a probability measure $\mu$ on $G$ and consider the left random walk induced on $X$. It is assumed that $\mu$ is aperiodic, has a finite first moment,…
Several problems in number theory when reformulated in terms of homogenous dynamics involve study of limiting distributions of translates of algebraically defined measures on orbits of reductive groups. The general non-divergence and…
Analysis of the rare and extreme values through statistical modeling is an important issue in economical crises, climate forecasting, and risk management of financial portfolios. Extreme value theory provides the probability models needed…
We discuss the asymptotic behaviour of models of lattice polygons, mainly on the square lattice. In particular, we focus on limiting area laws in the uniform perimeter ensemble where, for fixed perimeter, each polygon of a given area occurs…
We establish recurrence criteria for sums of independent random variables which take values in Euclidean lattices of varying dimension. In particular, we describe transient inhomogenous random walks in the plane which interlace two…
Since the extreme value index (EVI) controls the tail behaviour of the distribution function, the estimation of EVI is a very important topic in extreme value theory. Recent developments in the estimation of EVI along with covariates have…
We investigate three aspects of weak* convergence of the $n$-step distributions of random walks on finite volume homogeneous spaces $G/\Gamma$ of semisimple real Lie groups. First, we look into the obvious obstruction to the upgrade from…