Related papers: Exact extreme value statistics at mixed order tran…
The effects of locally random magnetic fields are considered in a nonequilibrium Ising model defined on a square lattice with nearest-neighbors interactions. In order to generate the random magnetic fields, we have considered random…
Let $\mathbf{X}=\{X_{n}\}_{n\geq 1}$ be a sequence of stationary Gaussian variables and suppose that only some of the random variables from $\mathbf{X}$ can be observed. In this paper, by studying the limiting properties of multidimensional…
Species evolution is essentially a random process of interaction between biological populations and their environments. As a result, some physical parameters in evolution models are subject to statistical fluctuations. In this paper, two…
Fluctuations are an intrinsic feature of many-body systems, and their full statistical distributions reveal a wealth of information about the underlying physics. Of particular interest are non-Gaussian, extreme-value statistics that arise…
We use extreme value theory to estimate the probability of successive exceedances of a threshold value of a time-series of an observable on several classes of chaotic dynamical systems. The observables have either a Fr\'echet (fat-tailed)…
Geostatistical models for multivariate applications such as heavy metal soil contamination work under Gaussian assumptions and may result in underestimated extreme values and misleading risk assessments (Marchant et al, 2011). A more…
Many physical systems, including some examples of active matter, granular assemblies, and biological systems, show fluctuation-dominated phase ordering (FDPO), where macroscopic fluctuations coexist with long-range order. Most of these…
In this study, we begin a comprehensive characterisation of temperature extremes in Ireland for the period 1981-2010. We produce return levels of anomalies of daily maximum temperature extremes for an area over Ireland, for the 30-year…
Mixed-integer extensions of evolution strategies (ES) that discretize selected coordinates of sampled continuous vectors often impose a lower bound on the standard deviation of integer variables to prevent premature convergence. While these…
Spin and charge are the two most important degrees of freedom of electrons. Their interplay lies at the heart of numerous strongly correlated phenomena including Hubbard model physics and high temperature superconductivity. Such interplay…
The possibility of the strong electron-electron interaction driven insulating phase from the metallic phase in two-dimensions has been suggested for clean systems without intentional disorder, but its rigorous demonstration is still…
The many-body localization transition (MBLT) between ergodic and many-body localized phase in disordered interacting systems is a subject of much recent interest. Statistics of eigenenergies is known to be a powerful probe of crossovers…
Data augmentation with generative adversarial networks (GANs) has been popular for class imbalance problems, mainly for pattern classification and computer vision-related applications. Extreme value forecasting is a challenging field that…
In the canonical formalism of statistical physics, a signature of a first order phase transition for finite systems is the bimodal distribution of an order parameter. Previous thermodynamical studies of nuclear sources produced in heavy-ion…
We study the thermodynamics of the one-dimensional extended Hubbard model at half-filling using a density-matrix renormalization group method applied to transfer matrices. We show that the various phase transitions in this system can be…
In this short note, I comment on the research of Pisarenko et al. (2014) regarding the extreme value theory and statistics in case of earthquake magnitudes. The link between the generalized extreme value distribution (GEVD) as an asymptotic…
Count data are omnipresent in many applied fields, often with overdispersion due to an excess of zeroes or extreme values. With mixtures of Poisson distributions representing an elegant and appealing modelling strategy, we focus here on the…
We consider the long-time behavior of an explicit tamed Euler scheme applied to a class of stochastic differential equations driven by additive noise, under a one-sided Lipschitz continuity condition. The setting encompasses drift…
In multivariate extreme value theory (MEVT), the focus is on analysis outside of the observable sampling zone, which implies that the region of interest is associated to high risk levels. This work provides tools to include directional…
We analyse how the sampling dynamics of distributions evolve in score-based diffusion models using cross-fluctuations, a centered-moment statistic from statistical physics. Specifically, we show that starting from an unbiased isotropic…