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In this paper we characterize the mixing properties in the advection of passive tracers by exploiting the extreme value theory for dynamical systems. With respect to classical techniques directly related to the Poincar\'e recurrences…

Chaotic Dynamics · Physics 2014-05-07 Davide Faranda , Xavier Leoncini , Sandro Vaienti

We establish functional limit theorems for ergodic sums of observables with power singularities for expanding circle maps. In the regime where the observables have infinite variance, we show that when rescaled by $N^{1/s}(\ln N)^\alpha$,…

Dynamical Systems · Mathematics 2025-09-03 Dmitry Dolgopyat , Sixu Liu

Extreme value analysis is an essential methodology in the study of rare and extreme events, which hold significant interest in various fields, particularly in the context of environmental sciences. Models that employ the exceedances of…

Methodology · Statistics 2025-07-16 Lorenzo Dell'Oro , Carlo Gaetan

We present a method for comparing point forecasts in a region of interest, such as the tails or centre of a variable's range. This method cannot be hedged, in contrast to conditionally selecting events to evaluate and then using a scoring…

Applications · Statistics 2022-02-16 Robert J. Taggart

Consider a point process in Euclidean space obtained by perturbing the integer lattice with independent and identically distributed random vectors. Under mild assumptions on the law of the perturbations, we construct a translation-invariant…

Probability · Mathematics 2025-06-23 Dor Elboim , Yinon Spinka , Oren Yakir

This paper introduces a new type of simulation function within the framework of $b$-metric spaces, leading to the derivation of fixed-point results in this general setting. We explore the theoretical implications of these results and…

Metric Geometry · Mathematics 2025-01-14 Anuradha Gupta , Rahul Mansotra

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)…

Dynamical Systems · Mathematics 2023-11-07 Meagan Carney , Mark Holland , Matthew Nicol , Phuong Tran

A mid-point theorem is proved in an elementary way for the U type shape of functions that arise out of exponential quadratic functions. These results are inspired from epidemic patterns and growth over a time period. Key words: natural…

Combinatorics · Mathematics 2021-06-15 Arni S. R. Srinivasa Rao

The zigzag process is a Piecewise Deterministic Markov Process which can be used in a MCMC framework to sample from a given target distribution. We prove the convergence of this process to its target under very weak assumptions, and…

Probability · Mathematics 2020-09-29 Joris Bierkens , Gareth Roberts , Pierre-André Zitt

This article presents a deep investigation of fixed points for multivalued weak contractions in cone metric spaces. We extend Berinde weak contraction principles to the multivalued setting in cone metric spaces, developing existence,…

Functional Analysis · Mathematics 2025-08-13 Elvin Rada

Spatiotemporal point processes (STPPs) are probabilistic models for events occurring in continuous space and time. Real-world event data often exhibit intricate dependencies and heterogeneous dynamics. By incorporating modern deep learning…

Machine Learning · Computer Science 2025-02-14 Sumantrak Mukherjee , Mouad Elhamdi , George Mohler , David A. Selby , Yao Xie , Sebastian Vollmer , Gerrit Grossmann

The effect of a stochastic displacement field on a statistically independent point process is analyzed. Stochastic displacement fields can be divided into two large classes: spatially correlated and uncorrelated. For both cases exact…

Statistical Mechanics · Physics 2008-11-26 Andrea Gabrielli

Statistical depth measures the centrality of a point with respect to a given distribution or data cloud. It provides a natural center-outward ordering of multivariate data points and yields a systematic nonparametric multivariate analysis…

Statistics Theory · Mathematics 2015-10-30 John H. J. Einmahl , Jun Li , Regina Y. Liu

We forge connections between the theory of fractal sets obtained as attractors of iterated function systems and process calculi. To this end, we reinterpret Milner's expressions for processes as contraction operators on a complete metric…

Logic in Computer Science · Computer Science 2025-06-25 Todd Schmid , Victoria Noquez , Lawrence S. Moss

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…

Applications · Statistics 2019-07-31 Amy L Wilson , Stan Zachary

A determinantal point process is a stochastic point process that is commonly used to capture negative correlations. It has become increasingly popular in machine learning in recent years. Sampling a determinantal point process however…

Numerical Analysis · Mathematics 2020-09-02 Lexing Ying

With the rise of neural models across the field of information retrieval, numerous publications have incrementally pushed the envelope of performance for a multitude of IR tasks. However, these networks often sample data in random order,…

Information Retrieval · Computer Science 2018-06-12 Daniel Cohen , Scott M. Jordan , W. Bruce Croft

Whenever eye movements are measured, a central part of the analysis has to do with where subjects fixate, and why they fixated where they fixated. To a first approximation, a set of fixations can be viewed as a set of points in space: this…

Applications · Statistics 2013-05-23 Simon Barthelmé , Hans Trukenbrod , Ralf Engbert , Felix Wichmann

We study systems of simple point processes that admit stochastic intensities. We represent these point processes as thinnings of Poisson measures and are interested in a convergence result of such systems. This result states that, if the…

Probability · Mathematics 2021-05-11 Xavier Erny

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…

Applications · Statistics 2018-12-05 Raúl Torres , Elena Di Bernardino , Henry Laniado , Rosa E. Lillo
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