Related papers: Hitting times distribution and extreme value law f…
We investigate the rate of convergence toward the Boolean extreme value distribution, which is the universal limiting law for the normalized spectral maximum of Boolean independent and identically distributed positive operators, under the…
In biological, glassy, and active systems, various tracers exhibit Laplace-like, i.e., exponential, spreading of the diffusing packet of particles. The limitations of the central limit theorem in fully capturing the behaviors of such…
This paper investigates the use of extreme value theory for modelling the distribution of demand-net-of-wind for capacity adequacy assessment. Extreme value theory approaches are well-established and mathematically justified methods for…
We consider random walk on the structure given by a random hypergraph in the regime where there is a unique giant component. We give the asymptotics for hitting times, cover times, and commute times and show that the results obtained for…
In this paper, we study an $N$ server fork-join queue with nearly deterministic arrival and service times. Specifically, we present a fluid limit for the maximum queue length as $N\to\infty$. This fluid limit depends on the initial number…
We establish conditions on sequences of graphs which ensure that the mixing times of the random walks on the graphs in the sequence converge. The main assumption is that the graphs, associated measures and heat kernels converge in a…
We consider the harmonic heat flow for maps from a compact Riemannian manifold into a Riemannian manifold that is complete and of non-positive curvature. We prove that if the harmonic heat flow converges to a limiting harmonic map that is a…
For one-dimensional symmetric L\'{e}vy processes, which hit every point with positive probability, we give sharp bounds for the tail function of the first hitting time of B which is either a single point or an interval. The estimates are…
We analyze the statistics of water droplet avalanches in a continuously driven system. Distributions are obtained for avalanche size, lifetime, and time between successive avalanches, along with power spectra and return maps. For low flow…
We investigate the unbiased model for money exchanges: agents give at random time a dollar to one another (if they have one). Surprisingly, this dynamics eventually leads to a geometric distribution of wealth (shown empirically by…
We consider an inverse boundary value problem for diffusion equations with multiple fractional time derivatives. We prove the uniqueness in determining a number of fractional time-derivative terms, the orders of the derivatives and…
Hitting times for discrete quantum walks on graphs give an average time before the walk reaches an ending condition. To be analogous to the hitting time for a classical walk, the quantum hitting time must involve repeated measurements as…
This paper is concerned with the blow-up property of solutions to an initial boundary value problem for a reaction diffusion equation with special diffusion processes. It is shown, under certain conditions on the initial data, that the…
We consider a continuous-time random walk on a regular tree of finite depth and study its favorite points among the leaf vertices. For the walk started from a leaf vertex and stopped upon hitting the root we prove that, in the limit as as…
Rainfall exhibits extreme variability at many space and time scales and calls for a statistical description. Based on an analysis of radar measurements of precipitation over the tropical oceans, we introduce a new probability law for the…
We study non-stationary stochastic processes arising from sequential dynamical systems built on maps with a neutral fixed points and prove the existence of Extreme Value Laws for such processes. We use an approach developed in \cite{FFV16},…
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…
The block maxima method is one of the most popular approaches for extreme value analysis with independent and identically distributed observations in the domain of attraction of an extreme value distribution. The lack of a rigorous study on…
In this paper, the authors consider an initial boundary value problem for the heat flow of equation of surfaces with constant mean curvatures, which was investigated in [On the heat flow of equation of surfaces of constant mean curvatures,…
We show that polynomial decay of correlations is prevalent for a class of nonuniformly hyperbolic flows. These flows are the continuous time analogue of a class of nonuniformly hyperbolic diffeomorphisms for which Young proved polynomial…