Related papers: On maxima of stationary fields

Consider a branching random walk $(G_u)_{u\in \mathbb T}$ on the general linear group $\textrm{GL}(V)$ of a finite dimensional space $V$, where $\mathbb T$ is the associated genealogical tree with nodes $u$. For any starting point $v \in V…

Let $ X_1, \ldots, X_n $ be independent random variables taking values in the alphabet $ \{0, 1, \ldots, r\} $, and $ S_n = \sum_{i = 1}^n X_i $. The Shepp--Olkin theorem states that, in the binary case ($ r = 1 $), the Shannon entropy of $…

In the presence of a strong magnetic field, the effective action of a composite scalar field in an scalar O(N) model is derived using two different methods. First, in the framework of worldline formalism, the 1PI n-point vertex function for…

For a sequence of random variables $(X_1, X_2, \ldots, X_n)$, $n \geq 1$, that are independent and identically distributed with a regularly varying tail with index $-\alpha$, $\alpha \geq 0$, we show that the contribution of the maximum…

The article studies the almost surely asymptotics of extreme values $\bar{\xi}_n = \max_{1\leq i \leq n} \xi_i$, where $ \xi , \xi_1 , \xi_2 , \ldots$ are discrete identically distributed random variables. One of the main results on this…

The Moderate Deviations Principle (MDP) is well-understood for sums of independent random variables, worse understood for stationary random sequences, and scantily understood for random fields. An upper bound for a new class of random…

In recent years, parametric models for max-stable processes have become a popular choice for modeling spatial extremes because they arise as the asymptotic limit of rescaled maxima of independent and identically distributed random…

This article proposes a generalized notion of extreme multivariate dependence between two random vectors which relies on the extremality of the cross-covariance matrix between these two vectors. Using a partial ordering on the…

In this paper the necessary conditions of optimality in the form of maximum principle are derived for a very general class of variational problems. This class includes problems with any optimization criteria and constraints that can be…

Let $x_{i,j}$, $1 \le i \le m$, $1 \le j \le n_i$, be observations from a doubly-indexed sequence $\{X_{i,j}\}$ of independent random variables (all of them discrete, or all of them absolutely continuous). Suppose that each $X_{i,j}$ has…

In this paper we obtain an approximation for the multivariate Laplace's integral with a large parameter and estimate error term for two cases, when the maximum of the exponent is in the interior of the domain and on the boundary. We are…

This is a self-contained introduction to the applications of ergodic theory of nonsingular (also known as quasi-invariant) group actions and the structure theorem for finitely generated abelian groups on the extreme values of stationary…

We present necessary and sufficient criteria for a max-algebraic supereigenvector, i.e., a solution of the system $A\otimes\textbf{x}\geq\textbf{x}$ with $A\in\overline{\mathbb{R}}^{n\times n}$ in max-plus algebra, to be an extremal. We…

We define a class of multivariate maxima of moving multivariate maxima, generalising the M4 processes. For these stationary multivariate time series we characterise the joint distribution of extremes and compute the multivariate extremal…

For a degree 2n real d-dimensional multisequence \beta^(2n) to have a representing measure, it is necessary for the associated moment matrix M(n) to be positive semidefinite and for the algebraic variety V = V(\beta) associated to \beta to…

Let $l$ be a finite field of cardinality $q$ and let $n$ be in $\mathbb{Z}_{\geq 1}$. Let $f_1,\ldots,f_n \in l[x_1,\ldots,x_n]$ not all constant and consider the evaluation map $f=(f_1,\ldots,f_n) \colon l^n \to l^n$. Set…

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…

We examine the stationary distribution of random walks on directed graphs. In particular, we focus on the {\em principal ratio}, which is the ratio of maximum to minimum values of vertices in the stationary distribution. We give an upper…

If $R$ is a valuation domain of maximal ideal $P$ with a maximal immediate extension of finite rank it is proven that there exists a finite sequence of prime ideals $P=L_0\supset L_1\supset...\supset L_m\supseteq 0$ such that…

We study the number $N(n, A_n, X)$ of number fields of degree $n$ whose Galois closure has Galois group $A_n$ and whose discriminant is bounded by $X$. By a conjecture of Malle, we expect that $N(n, A_n, X) \sim C_n X^{1/2} (\log X)^{b_n}$,…