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Exceptional points are singularities in the spectrum of non-Hermitian systems in which several eigenvectors are linearly dependent and their eigenvalues are equal to each other. Usually it is assumed that the order of the exceptional point…
Article describes the results of the development and using of Rare-Event Monte-Carlo Simulation Algorithms for Dynamic Fault Trees Estimation. For Fault Trees estimation usually analytical methods are used (Minimal Cut sets, Markov Chains,…
Extreme value (EV) statistics of correlated systems are widely investigated in many fields, spanning the spectrum from weather forecasting to earthquake prediction. Does the unavoidable discrete sampling of a continuous correlated…
It is shown that fractional derivatives of the (integrated) invariant measure of the Feigenbaum map at the onset of chaos have power-law tails in their cumulative distributions, whose exponents can be related to the spectrum of…
We suggest an extension of the standard concept of statistical ensembles. Namely, we introduce a class of ensembles with extensive quantities fluctuating according to an externally given distribution. As an example the influence of energy…
The quantum mechanics description of a physical object stretched in space and stable in time from the relativistic space-time properties point of view, introduced in special theory of relativity, is considered and analysed. The mathematical…
This paper is devoted to a systematic study and characterizations of the fundamental notions of variational and strong variational convexity for lower semicontinuous functions. While these notions have been quite recently introduced by…
We develop a model for point processes on the real line, where the intensity can be locally unbounded without inducing an explosion. In contrast to an orderly point process, for which the probability of observing more than one event over a…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using It\^o's formula and on a new…
Large deviation theory and instanton calculus for stochastic systems are widely used to gain insight into the evolution and probability of rare events. At its core lies the realization that rare events are, under the right circumstances,…
Power-law sensitivity to initial conditions, characterizing the behaviour of dynamical systems at their critical points (where the standard Liapunov exponent vanishes), is studied in connection with the family of nonlinear 1D logistic-like…
In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…
Exotic stochastic processes are shown to emerge in the quantum evolution of complex systems. Using influence function techniques, we consider the dynamics of a system coupled to a chaotic subsystem described through random matrix theory. We…
We consider a class of chance-constrained programs in which profit needs to be maximized while enforcing that a given adverse event remains rare. Using techniques from large deviations and extreme value theory, we show how the optimal value…
Motivated by examples from extreme value theory we introduce the general notion of a cluster process as a limiting point process of returns of a certain event in a time series. We explore general invariance properties of cluster processes…
There are various notions of dimension in fractal geometry to characterise (random and non-random) subsets of $\mathbb R^d$. In this expository text, we discuss their analogues for infinite subsets of $\mathbb Z^d$ and, more generally, for…
We introduce a new dynamical indicator of stability based on the Extreme Value statistics showing that it provides an insight on the local stability properties of dynamical systems. The indicator perform faster than other based on the…
A classical Borel Cantelli Lemma gives conditions for deciding whether an infinite number of rare events will almost surely happen. In this article, we propose an extension of Borel Cantelli Lemma to characterize the multiple occurrence of…
When passing from the univariate to the multivariate setting, modelling extremes becomes much more intricate. In this introductory exposition, classical multivariate extreme value theory is presented from the point of view of multivariate…
Due to the deterministic nature of chaotic systems, fluctuations in their trajectories arise solely from the choice of initial conditions. Some of these dynamical fluctuations may lead to extremely unlikely scenarios. Understanding the…