Related papers: Exact extreme value statistics at mixed order tran…
This thesis is devoted to the study of extreme value statistics in stochastic processes and their applications. In the first part, we obtain exact analytical results on the extreme value statistics of both discrete-time and continuous-time…
The resistivity maximum at a temperature $T=T_{\mathrm{max}}$ is a recurring feature of bandwidth-tuned Mott systems, yet its meaning remains controversial: is it a coherence-incoherence crossover of an electronically homogeneous metal, or…
We study the fluctuations of the largest eigenvalue $\lambda_{\max}$ of $N \times N$ random matrices in the limit of large $N$. The main focus is on Gaussian $\beta$-ensembles, including in particular the Gaussian orthogonal ($\beta=1$),…
We study a one dimensional gas of $N$ noninteracting diffusing particles in a harmonic trap, whose stiffness switches between two values $\mu_1$ and $\mu_2$ with constant rates $r_1$ and $r_2$ respectively. Despite the absence of direct…
It will be discussed the statistics of the extreme values in time series characterized by finite-term correlations with non-exponential decay. Precisely, it will be considered the results of numerical analyses concerning the return…
Using combinatorial optimisation techniques we study the critical properties of the two- and the three-dimensional Ising model with uniformly distributed random antiferromagnetic couplings $(1 \le J_i \le 2)$ in the presence of a…
Electron-electron scattering usually dominates the transport in strongly correlated materials. It typically leads to pronounced resistivity maxima in the incoherent regime around the coherence temperature $T^{*}$, reflecting the tendency of…
A key building block in the design of ultra-reliable communication systems is a wireless channel model that captures the statistics of rare events occurring due to significant fading. In this paper, we propose a novel methodology based on…
We argue that the freezing transition scenario, previously explored in the statistical mechanics of 1/f-noise random energy models, also determines the value distribution of the maximum of the modulus of the characteristic polynomials of…
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…
Recently, high dimensional vector auto-regressive models (VAR), have attracted a lot of interest, due to novel applications in the health, engineering and social sciences. The presence of temporal dependence poses additional challenges to…
A spin-$s$ variable-range interacting Ising model may display qualitatively different behaviors depending on the fall-off rate of the interactions, as already seen in equilibrium studies of spin-1/2 systems. We propose a dynamical method…
It is often expected (and assumed) for a quantum chaotic system that the presence of correlated eigenvalues implies that all the other properties as dictated by random matrix theory are satisfied. We demonstrate using the spin-$1/2$ kicked…
Optimal transport (OT) based data analysis is often faced with the issue that the underlying cost function is (partially) unknown. This paper is concerned with the derivation of distributional limits for the empirical OT value when the cost…
The Fleming-Viot measure-valued diffusion is a Markov process describing the evolution of (allelic) types under mutation, selection and random reproduction. We enrich this process by genealogical relations of individuals so that the random…
Extreme events such as natural and economic disasters leave lasting impacts on society and motivate the analysis of extremes from data. While classical statistical tools based on Gaussian distributions focus on average behaviour and can…
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 $n\ge 1$,…
Using an efficient one and two qubit gate simulator, operating on graphical processing units, we investigate ergodic properties of a quantum Ising spin 1/2 model on a two dimensional lattice, which is periodically driven by a…
Across natural and human-made systems, transition points mark sudden changes of order and are thus key to understanding overarching system features. Motivated by recent experimental observations, we here uncover an intriguing class of…
Extreme-value distributions are studied in the context of a broad range of problems, from the equilibrium properties of low-temperature disordered systems to the occurrence of natural disasters. Our focus here is on the ground-state energy…