Related papers: Exact extreme value statistics at mixed order tran…
Asymptotic normality of extreme value tail estimators received much attention in the literature, giving rise to increasingly complicated 2nd order regularity conditions. However, such conditions are really difficult to be checked for real…
Transitional localised turbulence in shear flows is known to either decay to an absorbing laminar state or proliferate via splitting. The average passage times from one state to the other depend super-exponentially on the Reynolds number…
The Generalized Extreme Value (GEV) distribution plays a critical role in risk assessment across various domains, such as hydrology, climate science, and finance. In this study, we investigate its application in analyzing intraday trading…
Capturing the dependence structure of multivariate extreme events is a major concern in many fields involving the management of risks stemming from multiple sources, e.g. portfolio monitoring, insurance, environmental risk management and…
Risk measures such as Conditional Value-at-Risk (CVaR) focus on extreme losses, where scarce tail data makes model error unavoidable. To hedge misspecification, one evaluates worst-case tail risk over an ambiguity set. Using Extreme Value…
Experimental configuration for investigating the dynamics and the statistics of the phase locking level of coupled lasers that have no common frequency is presented. The results reveal that the probability distribution of the phase locking…
Atomically precise lateral heterojunctions based on transition metal dichalcogenides provide a new platform for exploring exciton Mott transition in one-dimension. To investigate the intrinsically non-equilibrium Mott transition, we…
A proper channel modeling methodology that characterizes the statistics of extreme events is key in the design of a system at an ultra-reliable regime of operation. The strict constraint of ultra-reliability corresponds to the packet error…
Motivated by recent experimental data on thin film superconductors and oxide interfaces we propose a random-resistor network apt to describe the occurrence of a metal-superconductor transition in a two-dimensional electron system with…
Extreme value distributions are routinely employed to assess risks connected to extreme events in a large number of applications. They typically are two- or three- parameter distributions: the inference can be unstable, which is…
The aim of this paper is to study asymptotic geometric properties almost surely or/and in probability of extreme order statistics of an i.i.d. random field (potential) indexed by sites of multidimensional lattice cube, the volume of which…
In recent years, ensemble weather forecasting have become a routine at all major weather prediction centres. These forecasts are obtained from multiple runs of numerical weather prediction models with different initial conditions or model…
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…
The $k$-section width and the Max-Cut for the configuration model are shown to exhibit phase transitions according to the values of certain parameters of the asymptotic degree distribution. These transitions mirror those observed on…
We present a generic and powerful approach to study the statistics of extreme phenomena (meteorology, finance, biology...) that we apply to the statistical estimation of the tail of the distribution of earthquake sizes. The chief innovation…
We study the extremes for a class of a symmetric stable random fields with long range dependence. We prove functional extremal theorems both in the space of sup measures and in the space of cadlag functions of several variables. The limits…
We studied the effects of the Tsallis distribution on the transverse momentum fluctuation in high energy collisions. The parton-hadron duality and the Bose-Einstein type correlation between partons were assumed. The fluctuation was…
We study the problem of selecting features associated with extreme values in high dimensional linear regression. Normally, in linear modeling problems, the presence of abnormal extreme values or outliers is considered an anomaly which…
The phase transition of the three--dimensional random field Ising model with a discrete ($\pm h$) field distribution is investigated by extensive Monte Carlo simulations. Values of the critical exponents for the correlation length, specific…
The phase transition of the three--dimensional random field Ising model with a discrete ($\pm h$) field distribution is investigated by extensive Monte Carlo simulations. Values of the critical exponents for the correlation length, specific…