Related papers: A max-type recursive model: some properties and op…

This paper is devoted to the prediction problem in extreme value theory. Our main result is an explicit expression of the regular conditional distribution of a max-stable (or max-infinitely divisible) process $\{\eta(t)\}_{t\in T}$ given…

Aulbach et al. (2013) introduced a max-domain of attraction approach for extreme value theory in C[0,1] based on functional distribution functions, which is more general than the approach based on weak convergence in de Haan and Lin (2001).…

Search trees are fundamental data structures in computer science. We study functionals on random search trees that satisfy recurrence relations of a simple additive form. Many important functionals including the space requirement, internal…

Taking the two-dimensional $\phi^4$ theory as an example, we numerically solve the deterministic equations of motion with random initial states. Short-time behavior of the solutions is systematically investigated. Assuming that the…

Simulations are performed according to the Axelrod model of culture dissemination, with modified mechanism of repulsion. Previously, repulsion was considered by Radillo-Diaz et al (Phys. Rev. E 80 (2009) 066107) as dependent on a predefined…

In classical extreme value theory probabilities of extreme events are estimated assuming all the components of a random vector to be in a domain of attraction of an extreme value distribution. In contrast, the conditional extreme value…

Maximum Entropy is a powerful concept that entails a sharp separation between relevant and irrelevant variables. It is typically invoked in inference, once an assumption is made on what the relevant variables are, in order to estimate a…

In this paper, we consider a stochastic recursive optimal control problem under model uncertainty. In this framework, the cost function is described by solutions of a family of backward stochastic differential equations. With the help of…

We consider the 3-dimensional massive Gross-Neveu model at finite temperature as an effective theory for strong interactions. Using the Matsubara imaginary time formalism, we derive a closed form for the renormalized $T$-dependent…

When complex systems are driven to extinction by some external factor, their non-stationary dynamics can present an intermittent behaviour between relative tranquility and burst of activity whose consequences are often catastrophic. To…

We consider the recursive equation ``x(n+1)=A(n)x(n)'' where x(n+1) and x(n) are column vectors of size k and where A(n) is an irreducible random matrix of size k x k. The matrix-vector multiplication in the (max,+) algebra is defined by…

Muller's ratchet is a paradigmatic model for the accumulation of deleterious mutations in a population of finite size. A click of the ratchet occurs when all individuals with the least number of deleterious mutations are lost irreversibly…

We study one- and two-dimensional models which undergo a transition between active and absorbing phases. The transition point in these models is of novel type: jump of the order parameter coincides with its power-law singularity. Some…

Investigating the emergence of a particular cell type is a recurring theme in models of growing cellular populations. The evolution of resistance to therapy is a classic example. Common questions are: when does the cell type first occur,…

It is well established that formulating an effective constraint model of a problem of interest is crucial to the efficiency with which it can subsequently be solved. Following from the observation that it is difficult, if not impossible, to…

Under constant selection, each trait has a fixed fitness, and small mutation rates allow populations to efficiently exploit the optimal trait. Therefore it is reasonable to expect mutation rates will evolve downwards. However, we find this…

We study the non-equilibrium phase transition between survival and extinction of spatially extended biological populations using an agent-based model. We especially focus on the effects of global temporal fluctuations of the environmental…

A class of models of biological population and communities with a singular equilibrium at the origin is analyzed; it is shown that these models can possess a dynamical regime of deterministic extinction, which is crucially important from…

This article studies the quasi-stationary behaviour of population processes with unbounded absorption rate, including one-dimensional birth and death processes with catastrophes and multi-dimensional birth and death processes, modeling…

Maximum-entropy distributions are shown to appear in the probability calculus as approximations of a model by exchangeability or a model by sufficiency, the former model being preferable. The implications of this fact are discussed,…