Related papers: Extreme value distributions for one-parameter acti…
We prove mean and pointwise ergodic theorems for the action of a discrete lattice subgroup in a connected algebraic Lie group, on infinite volume homogeneous algebraic varieties. Under suitable necessary conditions, our results are…
We consider a sequence $(\xi_n)_{n\ge1}$ of $i.i.d.$ random values living in the domain of attraction of an extreme value distribution. For such sequence, there exists $(a_n)$ and $(b_n)$, with $a_n>0$ and $b_n\in\ER$ for every $n\ge 1$,…
When modeling a vector of risk variables, extreme scenarios are often of special interest. The peaks-over-thresholds method hinges on the notion that, asymptotically, the excesses over a vector of high thresholds follow a multivariate…
We consider the extreme value statistics of centrally-biased random walks with asymptotically-zero drift in the ergodic regime. We fully characterize the asymptotic distribution of the maximum for this class of Markov chains lacking…
The modeling of risk situations that occur in a space-time framework can be done using max-stable random fields on lattices. Although the summary coefficients for the spatial and temporal behaviour do not characterize the finite-dimensional…
We consider random walks in a random environment which are generalized versions of well-known effective models for Mott variable-range hopping. We study the homogenized diffusion constant of the random walk in the one-dimensional case. We…
Extremal spacings between eigenvalues of random unitary matrices of size N pertaining to circular ensembles are investigated. Explicit probability distributions for the minimal spacing for various ensembles are derived for N = 4. We study…
We study the distribution of the least singular value associated to an ensemble of sparse random matrices. Our motivating example is the ensemble of $N\times N$ matrices whose entries are chosen independently from a Bernoulli distribution…
We study the spectral properties of a class of random matrices where the matrix elements depend exponentially on the distance between uniformly and randomly distributed points. This model arises naturally in various physical contexts, such…
We prove effective joint equidistribution of several natural parameters associated to primitive vectors in $\mathbb{Z}^{n}$, as the norm of these vectors tends to infinity. These parameters include the direction, the orthogonal lattice, and…
We provide a development that unifies, simplifies and extends considerably a number of minimax results in the restricted parameter space literature. Various applications follow, such as that of estimating location or scale parameters under…
We examine the aggregate behavior of one-dimensional random walks in a model known as (one-dimensional) Internal Diffusion Limited Aggregation. In this model, a sequence of $n$ particles perform random walks on the integers, beginning at…
We establish a general framework to explore parametric statistics of individual energy levels in unitary random matrix ensembles. For a generic confinement potential $W(H)$, we (i) find the joint distribution functions of the eigenvalues of…
Extreme value theory for univariate and low-dimensional observations has been explored in considerable detail, but the field is still in an early stage regarding high-dimensional settings. This paper focuses on H\"usler-Reiss models, a…
We investigate the distribution and multiple occurrences of extreme events stochastic processes constructed by sampling the solution of a Stochastic Differential Equation on $\mathbb{R}^n$. We do so by studying the action of an annealead…
We discuss limit distributions for hitting-time functions of certain exceptional families of asymptotically rare events for ergodic probability preserving transformations. The abstract core is an inducing argument. The latter applies, for…
Let $X_1,...,X_n$ be iid random vectors and $f\ge 0$ be a non-negative function. Let also $k(n) = {\rm Argmax}_{i=1,...,n} f(X_i)$. We are interested in the distribution of $X_{k(n)}$ and their limit theorems. In other words, what is the…
We propose and study a new model to describe biological invasions constrained on infinite homogeneous one dimensional metric graphs. Our model consists of an infinite PDE-ODE system where, at each vertex of the one-dimensional lattice…
We consider the Gumbel or extreme value statistics describing the distribution function p_G(x_max) of the maximum values of a random field x within patches of fixed size. We present, for smooth Gaussian random fields in two and three…
Risk-sensitive reinforcement learning (RL) has garnered significant attention in recent years due to the growing interest in deploying RL agents in real-world scenarios. A critical aspect of risk awareness involves modeling highly rare risk…