Related papers: Extreme value distributions for one-parameter acti…
Maximum likelihood estimation of a location parameter fails when the density have unbounded mode. An alternative approach is considered by leaving out a data point to avoid the unbounded density in the full likelihood. This modification…
We introduce the extremal range, a local statistic for studying the spatial extent of extreme events in random fields on $\mathbb{R}^d$. Conditioned on exceedance of a high threshold at a location $s$, the extremal range at $s$ is the…
In this paper we provide a connection between the geometrical properties of a chaotic dynamical system and the distribution of extreme values. We show that the extremes of so-called physical observables are distributed according to the…
We consider Lagrangian systems in the limit of infinitely many particles. It is shown that the corresponding discrete action functionals Gamma-converge to a continuum action functional acting on probability measures of particle…
We study extreme values of group-indexed stable random fields for discrete groups $G$ acting geometrically on spaces $X$ in the following cases: 1) $G$ acts freely, properly discontinuously by isometries on a CAT(-1) space $X$, 2) $G$ is a…
The statistics of Lagrangian pair dispersion in a homogeneous isotropic flow is investigated by means of direct numerical simulations. The focus is on deviations from Richardson eddy-diffusivity model and in particular on the strong…
This paper studies particle propagation in a one-dimensional inhomogeneous medium where the laws of motion are generated by chaotic and deterministic local maps. Assuming that the particle's initial location is random and uniformly…
We consider extremal eigenvalues of sparse random matrices, a class of random matrices including the adjacency matrices of Erd\H{o}s-R\'{e}nyi graphs $\mathcal{G}(N,p)$. Recently, it was shown that the leading order fluctuations of extremal…
We provide the first known upper bounds for the packing dimension of weighted singular and weighted $\omega$-singular matrices. We also prove upper bounds for these sets when intersected with fractal subsets. The latter results, even in the…
I propose a new procedure to estimate the False Alarm Probability, the measure of significance for peaks of periodograms. The key element of the new procedure is the use of generalized extreme-value distributions, the limiting distribution…
We study a simple model of unsupervised learning where the single symmetry breaking vector has binary components $\pm 1$. We calculate exactly the Bayes-optimal performance of an estimator which is required to lie in the same discrete…
An isometric action of a Lie group on a Riemannian manifold is of cohomogeneity one if the corresponding orbit space is one-dimensional. In this article we develop a conceptual approach to the classification of cohomogeneity one actions on…
We study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [-a,a]. For a of the order of one, the exit probabilities to each edge of the…
Many events in biology are triggered when a diffusing searcher finds a target, which is called a first passage time (FPT). The overwhelming majority of FPT studies have analyzed the time it takes a single searcher to find a target. However,…
We prove a maximality theorem for one-parameter dynamical systems including multiplier one-parameter dynamical systems. Our main result is new even for one-parameter actions on commutative multiplier algebras including the algebra of…
In environmental science applications, extreme events frequently exhibit a complex spatio-temporal structure, which is difficult to describe flexibly and estimate in a computationally efficient way using state-of-art parametric…
We consider a random walk on one-dimensional inhomogeneous graphs built from Cantor fractals. Our study is motivated by recent experiments that demonstrated superdiffusion of light in complex disordered materials, thereby termed L\'evy…
Our contribution is to widen the scope of extreme value analysis applied to discrete-valued data. Extreme values of a random variable $X$ are commonly modeled using the generalized Pareto distribution, a method that often gives good results…
We provide a near-optimal, computationally efficient algorithm for the unit-demand pricing problem, where a seller wants to price n items to optimize revenue against a unit-demand buyer whose values for the items are independently drawn…
The power-law random banded matrices and the ultrametric random matrices are investigated numerically in the regime where eigenstates are extended but all integer matrix moments remain finite in the limit of large matrix dimensions. Though…