Related papers: Exact extreme value statistics at mixed order tran…
Maximum-type statistics of certain functions of the sample covariance matrix of high-dimensional vector time series are studied to statistically confirm or reject the null hypothesis that a data set has been collected under normal…
We present a study of the intermittent properties of a shell model of turbulence with unprecedented statistics, about $\sim 10^7$ eddy turn over time, achieved thanks to an implementation on a large-scale parallel GPU factory. This allows…
We consider the random transverse-field Ising model in $d=3$ dimensions with long-range ferromagnetic interactions which decay as a power $\alpha > d$ with the distance. Using a variant of the strong disorder renormalization group method we…
We study analytically and numerically the extreme value distribution of observables defined along the temporal evolution of a dynamical system. The convergence to the Gumbel law of observable recurrences gives information on the fractal…
The estimation of the Extreme Value Index (EVI) is fundamental in extreme value analysis but suffers from high variance due to reliance on only a few extreme observations. We propose a control variates based transfer learning approach in a…
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…
The extreme value statistics of active matter offer significant insight into their unique properties. A phase transition has recently been reported in a model of branching run-and-tumble particles, describing the spatial spreading of an…
We derive exact expressions for the finite-time statistics of extrema (maximum and minimum) of the spatial displacement and the fluctuating entropy flow of biased random walks. Our approach captures key features of extreme events in…
The extreme value index (EVI) characterizes the tail behavior of a distribution and is crucial for extreme value theory. Inference on the EVI is challenging due to data scarcity in the tail region. We propose a novel method for constructing…
Accurate estimation of the frequency and magnitude of successive extreme events in energy demand is critical for strategic resource planning. Traditional approaches based on extreme value theory (EVT) are typically limited to modelling…
In real-world applications, it is often expensive and time-consuming to obtain labeled examples. In such cases, knowledge transfer from related domains, where labels are abundant, could greatly reduce the need for extensive labeling…
We study phase transitions and the nature of order in a class of classical generalized $O(N)$ nonlinear $\sigma$-models (NLS) constructed by minimally coupling pure NLS with additional degrees of freedom in the form of (i) Ising…
In common descriptions of phase transitions, first order transitions are characterized by discontinuous jumps in the order parameter and normal fluctuations, while second order transitions are associated with no jumps and anomalous…
In single-antenna fluid antenna systems (FASs), the transceiver dynamically selects the antenna port with the strongest instantaneous channel to enhance link reliability. However, deriving accurate yet tractable performance expressions…
Inference over tails is usually performed by fitting an appropriate limiting distribution over observations that exceed a fixed threshold. However, the choice of such threshold is critical and can affect the inferential results. Extreme…
A baroclinic model for the atmospheric jet at middle-latitudes is used as a stochastic generator of time series of the total energy of the system. Statistical inference of extreme values is applied to yearly maxima sequences of the time…
Spatially periodic elastic metamaterials, comprising hard inclusions within a soft matrix in $d$-dimensional space ($d\geq 2$), exhibit a rich spectrum of physical phenomena. This paper investigates such a model and presents the following…
In extensive Monte Carlo simulations the phase transition of the random field Ising model in three dimensions is investigated. The values of the critical exponents are determined via finite size scaling. For a Gaussian distribution of the…
The statistical properties of the $E \times B$ flux in different types of plasma turbulence simulations are investigated using probability density distribution functions (PDF). The physics included in the models ranges from two dimensional…
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…