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Exponential averages that appear in integral fluctuation theorems can be recast as a sum over moments of thermodynamic observables. We use two examples to show that such moment series can exhibit non-uniform convergence in certain singular…

Statistical Mechanics · Physics 2022-05-31 Hila Katznelson , Saar Rahav

Recently, the statistical properties of empirical Entropic Optimal Transport (EOT) have attracted great interest, as this quantity has been shown to be useful for complex data analysis, among other reasons due to its computational…

Statistics Theory · Mathematics 2026-04-15 Santiago Arenas-Velilla , Axel Munk , Luis-Alberto Rodríguez

We consider the long-time behavior of an explicit tamed exponential Euler scheme applied to a class of parabolic semilinear stochastic partial differential equations driven by additive noise, under a one-sided Lipschitz continuity…

Numerical Analysis · Mathematics 2020-10-02 Charles-Edouard Bréhier

Similar to the generalized extreme value (GEV) family, the generalized extreme value distributions under power normalization are introduced by Roudsari (1999) and Barakat et al. (2013). In this article, we study the asymptotic behavior of…

Applications · Statistics 2017-12-01 Ali Saeb

This paper introduces a novel approach employing extreme value theory to analyze queue lengths within a corridor controlled by adaptive controllers. We consider the maximum queue lengths of a signalized corridor consisting of nine…

Systems and Control · Electrical Eng. & Systems 2024-08-05 Shakib Mustavee , Pushkin Kachroo , Shaurya Agarwal

The aim of this work is the quantification and prediction of rare events characterized by extreme intensity in nonlinear waves with broad spectra. We consider a one-dimensional non- linear model with deep-water waves dispersion relation,…

Chaotic Dynamics · Physics 2015-01-22 Will Cousins , Themistoklis P. Sapsis

The extreme event statistics plays a very important role in the theory and practice of time series analysis. The reassembly of classical theoretical results is often undermined by non-stationarity and dependence between increments.…

Statistical Finance · Quantitative Finance 2015-05-28 Mauro Politi , Nicolas Millot , Anirban Chakraborti

By combining electron energy-loss spectroscopy and state-of-the-art computational methods, we were able to provide an extensive picture of the excitonic processes in $1T$-HfS$_2$. The results differ significantly from the properties of the…

Mesoscale and Nanoscale Physics · Physics 2018-10-17 Carsten Habenicht , Lorenzo Sponza , Roman Schuster , Martin Knupfer , Bernd Büchner

We study the problem of estimating the Earth Mover's Distance (EMD) between probability distributions when given access only to samples. We give closeness testers and additive-error estimators over domains in $[0, \Delta]^d$, with sample…

Data Structures and Algorithms · Computer Science 2009-04-03 Khanh Do Ba , Huy L Nguyen , Huy N Nguyen , Ronitt Rubinfeld

Supervised learning by extreme learning machines resp. neural networks with random weights is studied under a non-stationary spatial-temporal sampling design which especially addresses settings where an autonomous object moving in a…

Machine Learning · Statistics 2021-09-02 Ansgar Steland

In this paper, we view fluctuating fronts made of particles on a one-dimensional lattice as an extreme value problem. The idea is to denote the configuration for a single front realization at time $t$ by the set of co-ordinates…

Statistical Mechanics · Physics 2007-05-23 Debabrata Panja

Metal to insulator transitions (MITs) driven by strong electronic correlations are common in condensed matter systems, and are associated with some of the most remarkable collective phenomena in solids, including superconductivity and…

Strongly Correlated Electrons · Physics 2019-12-20 G. G. Guzmán-Verri , R. T. Brierley , P. B. Littlewood

The generalized extreme value distribution and its particular case, the Gumbel extreme value distribution, are widely applied for extreme value analysis. The Gumbel distribution has certain drawbacks because it is a non-heavy-tailed…

Methodology · Statistics 2015-08-12 E. C. Pinheiro , S. L. P. Ferrari

We study the Kitaev-Ising model, where ferromagnetic Ising interactions are added to the Kitaev model on a lattice. This model has two phases which are characterized by topological and ferromagnetic order. Transitions between these two…

Quantum Physics · Physics 2013-03-27 Vahid Karimipour , Laleh Memarzadeh , Parisa Zarkeshian

We study at T=0 the minimum energy of a domain wall and its gap to the first excited state concentrating on two-dimensional random-bond Ising magnets. The average gap scales as $\Delta E_1 \sim L^\theta f(N_z)$, where $f(y) \sim [\ln…

Statistical Mechanics · Physics 2009-11-07 E. T. Seppälä , M. J. Alava , P. M. Duxbury

Simulations of relativistic heavy-ion collisions within the three-fluid model employing a purely hadronic equation of state (EoS) and two versions of the EoS involving deconfinement transition are presented. The latter are an EoS with the…

Nuclear Theory · Physics 2014-01-23 Yu. B. Ivanov

This work focuses on dimension-reduction techniques for modelling conditional extreme values. Specifically, we investigate the idea that extreme values of a response variable can be explained by nonlinear functions derived from linear…

Methodology · Statistics 2024-05-27 Julyan Arbel , Stéphane Girard , Hadrien Lorenzo

Maximum likelihood estimation of large Markov-switching vector autoregressions (MS-VARs) can be challenging or infeasible due to parameter proliferation. To accommodate situations where dimensionality may be of comparable order to or…

Econometrics · Economics 2021-07-28 Kenwin Maung

A convenient way to study phase transitions of finite spins systems of linear size $L$ is to fix boundary conditions that impose the presence of a system-size interface. In this paper, we study the statistical properties of such an…

Disordered Systems and Neural Networks · Physics 2008-04-08 Cecile Monthus , Thomas Garel

The infrared spectroscopy and proton transfer dynamics together with the associated tunneling splittings for H/D-transfer in oxalate are investigated using a machine learning-based potential energy surface (PES) of CCSD(T) quality,…

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