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Related papers: Rare events for Cantor target sets

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For LTI control systems, we provide mathematical tools - in terms of Linear Matrix Inequalities - for computing outer ellipsoidal bounds on the reachable sets that attacks can induce in the system when they are subject to the physical…

Systems and Control · Computer Science 2017-10-10 Sahand Hadizadeh Kafash , Jairo Giraldo , Carlos Murguia , Alvaro A. Cardenas , Justin Ruths

The extreme event statistics plays a very important role in the theory and practice of time series analysis. The reassembly of classical theoretical results is often undermined by non-stationarity and dependence between increments.…

Statistical Finance · Quantitative Finance 2015-05-28 Mauro Politi , Nicolas Millot , Anirban Chakraborti

We give a method for taking microscopic limits of normal matrix ensembles. We apply this method to study the behaviour near certain types of singular points on the boundary of the droplet. Our investigation includes ensembles without…

Probability · Mathematics 2019-10-10 Yacin Ameur , Nam-Gyu Kang , Nikolai Makarov , Aron Wennman

An exact analytical description of extreme intensity statistics in complex random states is derived. These states have the statistical properties of the Gaussian and Circular Unitary Ensemble eigenstates of random matrix theory. Although…

Quantum Physics · Physics 2011-08-02 Arul Lakshminarayan , Steven Tomsovic , Oriol Bohigas , Satya N. Majumdar

We study the asymptotic dynamics of piecewise contracting maps defined on a compact interval. For maps that are not necessarily injective, but have a finite number of local extrema and discontinuity points, we prove the existence of a…

Dynamical Systems · Mathematics 2022-03-22 A. Calderón , E. Catsigeras , P. Guiraud

A well-known technique in estimating probabilities of rare events in general and in information theory in particular (used, e.g., in the sphere-packing bound), is that of finding a reference probability measure under which the event of…

Information Theory · Computer Science 2014-12-23 Rami Atar , Neri Merhav

We construct a zero-entropy weakly mixing finite-valued process with the exponential limit law for return resp. hitting times. This limit law is obtained in almost every point, taking the limit along the full sequence of cylinders around…

Dynamical Systems · Mathematics 2011-01-11 Paulina Grzegorek , Michal Kupsa

Many exoplanets in close-in orbits are observed to have relatively high eccentricities and large stellar obliquities. We explore the possibility that these result from planet-planet scattering by studying the dynamical outcomes from a large…

Earth and Planetary Astrophysics · Physics 2014-04-24 Cristobal Petrovich , Scott Tremaine , Roman R. Rafikov

This study uses the link between extreme value laws and dynamical systems theory to show that important dynamical quantities as the correlation dimension, the entropy and the Lyapunov exponents can be obtained by fitting observables…

Chaotic Dynamics · Physics 2018-05-23 Davide Faranda , Sandro Vaienti

In this paper, we analyze several instrumental records of temperatures at different locations by using new techniques originally developed for the analysis of extreme values of dynamical systems. We show that they have the same recurrence…

Geophysics · Physics 2014-03-24 Davide Faranda , Sandro Vaienti

Extreme events are unusual and rare large-amplitude fluctuations that occur can unexpectedly in nonlinear dynamical systems. Events above the extreme event threshold of the probability distribution of a nonlinear process characterize…

Data Analysis, Statistics and Probability · Physics 2023-03-08 Premraj Durairaj , Sathiyadevi Kanagaraj , Suresh Kumarasamy , Karthikeyan Rajagopal

To address the challenges of imbalanced multi-class datasets typically used for rare event detection in critical cyber-physical systems, we propose an optimal, efficient, and adaptable mixed integer programming (MIP) ensemble weighting…

Machine Learning · Computer Science 2025-04-16 Georgios Tertytchny , Georgios L. Stavrinides , Maria K. Michael

This paper is concerned with the limit theory of the extreme order statistics derived from random walks. We establish the joint convergence of the order statistics near the minimum of a random walk in terms of the Feller chains. Detailed…

Probability · Mathematics 2021-09-29 Jim Pitman , Wenpin Tang

We analyze the observed distribution of the orbital eccentricity and period of binary radio pulsars in globular clusters using computational tools to simulate binary-single star interactions. Globular clusters have different groups of…

Solar and Stellar Astrophysics · Physics 2011-02-11 Manjari Bagchi , Alak Ray

This paper describes a predictive control method to search for unstable periodic orbits of the generalized tent map. The invariant set containing periodic orbits is a repelling set with a complicated Cantor-like structure. Therefore, a…

Dynamical Systems · Mathematics 2021-11-18 Kimberly Ayers , Dmitry Dmitrishin , Ami Radunskaya , Alexander Stokolos , Constantine Stokolos

We prove an abstract result establishing that one can obtain the convergence of Rare Events Point Processes counting the number of orbital visits to a sequence of shrinking target sets from the convergence of corresponding point processes…

Dynamical Systems · Mathematics 2023-03-31 Dylan Bansard-Tresse , Jorge Milhazes Freitas

We have experimentally explored a novel possibility to study exoergic cold atomic collisions. Trapping of small countable atom numbers in a shallow magneto-optical trap and monitoring of their temporal dynamics allows us to directly observe…

Quantum Physics · Physics 2007-05-23 B. Ueberholz , S. Kuhr , D. Frese , D. Meschede , V. Gomer

Consider an ergodic measure preserving dynamical system $(T,X,\mu)$, and an observable $\phi:X\to\mathbb{R}$. For the time series $X_n(x)=\phi(T^{n}(x))$, we establish limit laws for the maximum process $M_n=\max_{k\leq n}X_k$ in the case…

Dynamical Systems · Mathematics 2020-05-13 Meagan Carney , Mark Holland , Matthew Nicol

We establish abstract local limit theorems for hitting times and return-times of suitable sequences (A_{l}) of asymptotically rare events in ergodic probability preserving dynamical systems, including versions for tuples of consecutive…

Dynamical Systems · Mathematics 2025-08-28 Max Auer , Roland Zweimüller

We introduce the extremal range, a local statistic for studying the spatial extent of extreme events in random fields on $\mathbb{R}^d$. Conditioned on exceedance of a high threshold at a location $s$, the extremal range at $s$ is the…

Statistics Theory · Mathematics 2024-11-06 Ryan Cotsakis , Elena Di Bernardino , Thomas Opitz
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