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We study random plane partitions with respect to volume measures with periodic weights of arbitrarily high period. We show that near the vertical boundary the system develops up to as many turning points as the period of the weights, and…

Probability · Mathematics 2019-11-13 Sevak Mkrtchyan

We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…

Probability · Mathematics 2007-05-23 Dominic Schuhmacher

We investigate maxima of linear processes with i.i.d. heavy-tailed innovations and random coefficients. Using the point process approach we derive functional convergence of the partial maxima stochastic process in the space of…

Probability · Mathematics 2021-10-05 Danijel Krizmanić

We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…

Dynamical Systems · Mathematics 2010-06-17 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

We develop and generalize the theory of extreme value for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting. We apply our results to non-autonomous dynamical…

Dynamical Systems · Mathematics 2017-06-27 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Sandro Vaienti

We investigate applications of deep neural networks to a point process having an intensity with mixing covariates processes as input. Our generic model includes Cox-type models and marked point processes as well as multivariate point…

Statistics Theory · Mathematics 2025-04-23 Yoshihiro Gyotoku , Ioane Muni Toke , Nakahiro Yoshida

Point processes are becoming very popular in modeling asynchronous sequential data due to their sound mathematical foundation and strength in modeling a variety of real-world phenomena. Currently, they are often characterized via intensity…

Machine Learning · Computer Science 2017-05-24 Shuai Xiao , Mehrdad Farajtabar , Xiaojing Ye , Junchi Yan , Le Song , Hongyuan Zha

Although the fundamental probabilistic theory of extremes has been well developed, there are many practical considerations that must be addressed in application. The contribution of this thesis is four-fold. The first concerns the choice of…

Methodology · Statistics 2016-11-28 Brian Bader

Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of theirs trajectories have been evaluated using Double Sum Method…

Probability · Mathematics 2019-01-29 E. Hashorva , S. Kobelkov , V. I. Piterbarg

Determinantal point processes (DPPs) are an important concept in random matrix theory and combinatorics. They have also recently attracted interest in the study of numerical methods for machine learning, as they offer an elegant "missing…

Machine Learning · Computer Science 2018-04-18 Philipp Hennig , Roman Garnett

This paper introduces a novel approach employing extreme value theory to analyze queue lengths within a corridor controlled by adaptive controllers. We consider the maximum queue lengths of a signalized corridor consisting of nine…

Systems and Control · Electrical Eng. & Systems 2024-08-05 Shakib Mustavee , Pushkin Kachroo , Shaurya Agarwal

We consider extremal processes and random walks generated by heavy-tailed random vectors taking values in $\mathbb{R}^d$ endowed with the $\ell_p$ metric. We establish limit theorems for the associated paths in the triangular array setting…

Probability · Mathematics 2026-05-06 Bochen Jin , Ilya Molchanov

This paper proposes a new methodology to perform Bayesian inference for a class of multidimensional Cox processes in which the intensity function is piecewise constant. Poisson processes with piecewise constant intensity functions are…

Methodology · Statistics 2022-11-16 Flavio B. Gonçalves , Barbara C. C. Dias

In this paper, we first define the concept of convexity in G-metric spaces. We then use Mann iterative process in this newly defined convex G-metric space to prove some convergence results for some classes of mappings. In this way, we can…

General Topology · Mathematics 2021-11-23 Isa Yildirim , Safeer Hussain Khan

We study the branching random walk on weighted graphs; site-breeding and edge-breeding branching random walks on graphs are seen as particular cases. We describe the strong critical value in terms of a geometrical parameter of the graph. We…

Probability · Mathematics 2009-11-13 Daniela Bertacchi , Fabio Zucca

Certain notions of convergence of sequences functions such as pointwise convergence and (uniform) convergence on compact or bounded sets come from suitable topological function spaces; see [1]. Under certain conditions these topologies…

General Mathematics · Mathematics 2025-12-22 Luis David Rivera

We give conditions to prove the existence of an Extremal Index for general stationary stochastic processes by detecting the presence of one or more underlying periodic phenomena. This theory, besides giving general useful tools to identify…

Probability · Mathematics 2014-01-20 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

Extreme events are an important theme in various areas of science because of their typically devastating effects on society and their scientific complexities. The latter is particularly true if the underlying dynamics does not lead to…

Data Analysis, Statistics and Probability · Physics 2015-05-30 Aicko Yves Schumann , Nicholas R. Moloney , Jörn Davidsen

For each $n\geq 1$, let $ {X_{in}, \quad i \geq 1} $ be independent copies of a nonnegative continuous stochastic process $X_{n}=(X_n(t))_{t\in T}$ indexed by a compact metric space $T$. We are interested in the process of partial maxima…

Probability · Mathematics 2011-10-07 Clément Dombry , Frédéric Eyi-Minko

We study the process of suitably normalized successive return times to rare events in the setting of infinite-measure preserving dynamical systems. Specifically, we consider small neighborhoods of points whose measure tends to zero. We…

Dynamical Systems · Mathematics 2024-12-02 Dylan Bansard-Tresse