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We investigate the predictability problem in dynamical systems with many degrees of freedom and a wide spectrum of temporal scales. In particular, we study the case of $3D$ turbulence at high Reynolds numbers by introducing a finite-size…
Detecting changes in high-dimensional vectors presents significant challenges, especially when the post-change distribution is unknown and time-varying. This paper introduces a novel robust algorithm for correlation change detection in…
It has been shown that sufficiently well mixing dynamical systems with positive entropy have extreme value laws which in the limit converge to one of the three standard distributions known for i.i.d. processes, namely Gumbel, Fr\'echet and…
Capturing the extremal behaviour of data often requires bespoke marginal and dependence models which are grounded in rigorous asymptotic theory, and hence provide reliable extrapolation into the upper tails of the data-generating…
We propose an extreme dimension reduction method extending the Extreme-PLS approach to the case where the covariate lies in a possibly infinite-dimensional Hilbert space. The ideas are partly borrowed from both Partial Least-Squares and…
We study a dynamical system with time dependent Hamiltonian by numerical experiments so as to find a relation between thermodynamics and chaotic nature of the system. Excess information loss, defined newly based on Lyapunov analysis, is…
We consider a chain of oscillators with hyperbolic chaos coupled via diffusion. When the coupling is strong the chain is synchronized and demonstrates hyperbolic chaos so that there is one positive Lyapunov exponent. With the decay of the…
We study the entanglement entropy in a relativistic quantum field theory for regions which are not included in a single spatial hyperplane. This geometric configuration cannot be treated with the Euclidean time method and the replica trick.…
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…
Extreme values modeling has attracting the attention of researchers in diverse areas such as the environment, engineering, or finance. Multivariate extreme value distributions are particularly suitable to model the tails of multidimensional…
A general method to derive the master equations for extremal models is established. These systems are shown to develop a peculiar kind of correlations between elements related to the characterization of extremal dynamics as an information…
Using large-scale parallel numerical simulations we explore spatiotemporal chaos in Rayleigh-B\'enard convection in a cylindrical domain with experimentally relevant boundary conditions. We use the variation of the spectrum of Lyapunov…
In environmental applications of extreme value statistics, the underlying stochastic process is often modeled either as a max-stable process in continuous time/space or as a process in the domain of attraction of such a max-stable process.…
A formula is proposed for continuing physical correlation functions to non-integer numbers of dimensions, expressing them as infinite weighted sums over the same correlation functions in arbitrary integer dimensions. The formula is…
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…
We consider empirical multi-dimensional Rare Events Point Processes that keep track both of the time occurrence of extremal observations and of their severity, for stochastic processes arising from a dynamical system, by evaluating a given…
Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…
Entropy is a quantity which is of great importance in physics and chemistry. The concept comes out of thermodynamics, proposed by Rudolf Clausius in his analysis of Carnot cycle and linked by Ludwig Boltzmann to the number of specific ways…
Physics has been transforming our view of nature for centuries. While combining physical knowledge with computational approaches has enabled detailed modeling of physical systems' evolution, understanding the emergence of patterns and…
We show that the dynamics of simple disordered models, like the directed Trap Model and the Random Energy Model, takes place at a coexistence point between active and inactive dynamical phases. We relate the presence of a dynamic phase…