Related papers: Characterization of Extreme Copulas
We study the uniqueness of optimal solutions to extremal graph theory problems. Lovasz conjectured that every finite feasible set of subgraph density constraints can be extended further by a finite set of density constraints so that the…
The $n$-grid $E_n$ consists of $n$ equally spaced points in $[-1,1]$ including the endpoints $\pm 1$. The extremal polynomial $p_n^*$ is the polynomial that maximizes the uniform norm $\| p \|_{[-1,1]}$ among polynomials $p$ of degree $\leq…
Multivariate extreme-value analysis is concerned with the extremes in a multivariate random sample, that is, points of which at least some components have exceptionally large values. Mathematical theory suggests the use of max-stable models…
We look for pointwise bounds on a plurisubharmonic function near its singularity point, given the value of its generalized Lelong number with respect to a plurisubharmonic weight. To this end, an extremal problem is considered. In certain…
We provide a new proof of S. Bellenot's characterization of the extreme points of the unit ball $B_J$ of James quasi-reflexive space $J$. We also provide an explicit description of the norm of $J^{**}$ which yields an analogous…
Let $(X_{n,i})_{1\le i\le n,n\in\mathbb{N}}$ be a triangular array of row-wise stationary $\mathbb{R}^d$-valued random variables. We use a "blocks method" to define clusters of extreme values: the rows of $(X_{n,i})$ are divided into $m_n$…
In this article, we extend the example constructed in the paper by Sormani-Tian-Wang to build new examples that satisfy the assumptions of the conjecture by Gromov. Each of these new examples of sequence converges to a limit space with…
For a certain parametrized family of maps on the circle, with critical points and logarithmic singularities where derivatives blow up to infinity, a positive measure set of parameters was constructed in [19], corresponding to maps which…
Under general multivariate regular variation conditions, the extreme Value-at-Risk of a portfolio can be expressed as an integral of a known kernel with respect to a generally unknown spectral measure supported on the unit simplex. The…
We develop a new method for establishing the extremality in the closed cone of effective curves on the moduli space of curves and determine the extremality of many boundary $1$-strata. As a consequence, by using a general criterion for…
We analyze certain parametrized families of one-dimensional maps with infinitely many critical points from the measure-theoretical point of view. We prove that such families have absolutely continuous invariant probability measures for a…
Invariants underlying shape inference are elusive: a variety of shapes can give rise to the same image, and a variety of images can be rendered from the same shape. The occluding contour is a rare exception: it has both image salience, in…
The Copula is widely used to describe the relationship between the marginal distribution and joint distribution of random variables. The estimation of high-dimensional Copula is difficult, and most existing solutions rely either on…
Let $f:M\rightarrow M$ be a $C^1$ diffeomorphism with a dominated splitting on a compact Riemanian manifold $M$ without boundary. We state and prove several sufficient conditions for the topological entropy of $f$ to be positive. The…
We obtain limit theorems for the row extrema of a triangular array of zero-modified geometric random variables. Some of this is used to obtain limit theorems for the maximum family size within a generation of a simple branching process with…
The concept of exceptional point (EP) is demonstrated experimentally in the case of a simple mechanical system consisting of two linearized coupled pendulums. Exceptional points correspond to specific values of the system parameters that…
In this paper we introduce new notions of local extremality for finite and infinite systems of closed sets and establish the corresponding extremal principles for them called here rated extremal principles. These developments are in the…
The purpose of this paper is to characterize the concept of monotonicity according to a direction related to a set of n random variables in terms of its associated n-copula C. We start establishing relationships in the bivariate and…
We study the optimal control problem for a control-affine system, where we want to minimize the $L^1$ norm of the control. First, we show how Pontryagin Maximum Principle (PMP) applies to this problem and we divide the extremal trajectories…
This paper develops new extremal principles of variational analysis that are motivated by applications to constrained problems of stochastic programming and semi-infinite programming without smoothness and/or convexity assumptions. These…