Related papers: Exact extreme value statistics at mixed order tran…
There is substantial empirical and climatological evidence that precipitation extremes have become more extreme during the twentieth century, and that this trend is likely to continue as global warming becomes more intense. However,…
We study the onset of spin-density wave order in itinerant electron systems via a two-dimensional lattice model amenable to numerically exact, sign-problem-free determinantal quantum Monte Carlo simulations. The finite-temperature phase…
In this paper, we derive results about the limiting distribution of the empirical magnetization vector and the maximum likelihood (ML) estimates of the natural parameters in the tensor Curie-Weiss Potts model. Our results reveal…
We study almost sure limiting behavior of extreme and intermediate order statistics arising from strictly stationary sequences. First, we provide sufficient dependence conditions under which these order statistics converges almost surely to…
Wave propagation in time-varying media enables unique control of energy transport by breaking energy conservation through temporal modulation. Among the resulting phenomena, temporal disorder-random fluctuations in material parameters-can…
Effective medium theory of transport in disordered systems, whose basis is the replacement of spatial disorder by temporal memory, is extended in several practical directions. Restricting attention to a 1-dimensional system with bond…
Event Studies (ES) are statistical tools that assess whether a particular event of interest has caused changes in the level of one or more relevant time series. We are interested in ES applied to multivariate time series characterized by…
Noncolliding diffusion processes reported in the present paper are $N$-particle systems of diffusion processes in one-dimension, which are conditioned so that all particles start from the origin and never collide with each other in a finite…
We study the ergodic properties of superdiffusive, spatiotemporally coupled Levy walk processes. For trajectories of finite duration, we reveal a distinct scatter of the scaling exponents of the time averaged mean squared displacement…
In this paper, we discuss the application of extreme value theory in the context of stationary $\beta$-mixing sequences that belong to the Fr\'echet domain of attraction. In particular, we propose a methodology to construct bias-corrected…
We investigate the dynamic behavior of finite-size systems close to a first-order transition (FOT). We develop a dynamic finite-size scaling (DFSS) theory for the dynamic behavior in the coexistence region where different phases coexist. It…
We consider the extreme value statistics of correlated random variables that arise from a Langevin equation. Recently, it was shown that the extreme values of the Ornstein-Uhlenbeck process follow a different distribution than those…
This paper introduces a method for spatial interpolation of extreme values, and in particular targets the case in which conventional data, resulting from a measurement for example, are available at only a few locations. To overcome this the…
We show that generalised extreme value statistics -the statistics of the k-th largest value among a large set of random variables- can be mapped onto a problem of random sums. This allows us to identify classes of non-identical and…
Random graphs undergo structural phase transitions that are crucial for dynamical processes and cooperative behavior of models defined on graphs. In this work we investigate the impact of a first-order structural transition on the…
Let $(X_i)_{1 \le i \le n}$ be independent and identically distributed (i.i.d.) standard Gaussian random variables, and denote by $X_{(n)} = \max_{1 \le i \le n} X_i$ the maximum order statistic. It is well-known in extreme value theory…
The behavior of the leading singular values and vectors of noisy low-rank matrices is fundamental to many statistical and scientific problems. Theoretical understanding currently derives from asymptotic analysis under one of two regimes:…
The inverse structure functions of exit distances have been introduced as a novel diagnostic of turbulence which emphasizes the more laminar regions [1-4]. Using Taylor's frozen field hypothesis, we investigate the statistical properties of…
We study the level spacing distribution p(s) in the spectrum of random networks. According to our numerical results, the shape of p(s) in the Erdos-Renyi (E-R) random graph is determined by the average degree <k>, and p(s) undergoes a…
Since the extreme value index (EVI) controls the tail behaviour of the distribution function, the estimation of EVI is a very important topic in extreme value theory. Recent developments in the estimation of EVI along with covariates have…