Related papers: Extremes and extremal indices for level set observ…
We consider a discrete-time temporally-homogeneous conservative Markov process. We show that extremality of reversible measure implies extremality of invariant measure. Using analogue of Dirichlet form, we modify a proof that in stochastic…
We study a class of dynamical systems generated by random substitutions, which contains both intrinsically ergodic systems and instances with several measures of maximal entropy. In this class, we show that the measures of maximal entropy…
For any closed hyperbolic Riemann surface $X$, we show that the extremal length of the Liouville current is determined solely by the topology of \(X\). This confirms a conjecture of Mart\'inez-Granado and Thurston. We also obtain an upper…
We introduce the concept of geometric extremal graphical models, which are defined through the gauge function of the limit set obtained from suitably scaled random vectors in light-tailed margins. For block graphs, we prove results relating…
We consider dynamical systems generated by partially hyperbolic surface endomorphisms of class C^r with one-dimensional strongly unstable subbundle. As the main result, we prove that such a dynamical system generically admits finitely many…
Detecting anomalies in a temporal sequence of graphs can be applied is areas such as the detection of accidents in transport networks and cyber attacks in computer networks. Existing methods for detecting abnormal graphs can suffer from…
In this work, we report the emergence of extreme events in a damped and driven velocity-dependent mechanical system. We observe that the extreme events emerge at multiple points. We further notice that the extreme events occur symmetrically…
Predicting extreme events in chaotic systems, characterized by rare but intensely fluctuating properties, is of great importance due to their impact on the performance and reliability of a wide range of systems. Some examples include…
Pesin sets are measurable sets along which the behavior of a matrix cocycle above a measure preserving dynamical system is explicitly controlled. In uniformly hyper-bolic dynamics, we study how often points return to Pesin sets under…
The article describes the limiting distribution of the extremes of observations that arrive in clusters. We start by studying the tail behaviour of an individual cluster and then we apply the developed theory to determine the limiting…
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…
Let $X_{i,n},n\in \mathbb{N},1\leq i\leq n$, be a triangular array of independent $\mathbb{R}^d$-valued Gaussian random vectors with correlation matrices $\Sigma_{i,n}$. We give necessary conditions under which the row-wise maxima converge…
We study the Bernoulli property for a class of partially hyperbolic systems arising from skew products. More precisely, we consider a hyperbolic map $(T,M,\mu)$, where $\mu$ is a Gibbs measure, an aperiodic H\"older continuous cocycle…
Extreme events occur in many spatially extended dynamical systems, often devastatingly affecting human life which makes their reliable prediction and efficient prevention highly desirable. We study the prediction and prevention of extreme…
We obtain a variety of predictions for the properties of population-imbalanced (or polarized) fermionic superfluids near their tricritical point. In the vicinity of the high-symmetry tricritical point, observable quantities such as the…
We develop operator renewal theory for flows and apply this to infinite ergodic theory. In particular we obtain results on mixing for a large class of infinite measure semiflows. Examples of systems covered by our results include…
In a previous paper, the authors proved a conjecture of Lalley and Sellke that the empirical (time-averaged) distribution function of the maximum of branching Brownian motion converges almost surely to a Gumbel distribution. The result is…
The $k$-means clustering algorithm and its variant, the spherical $k$-means clustering, are among the most important and popular methods in unsupervised learning and pattern detection. In this paper, we explore how the spherical $k$-means…
We consider the problems of parameter estimation for several models of threshold ergodic diffusion processes in the asymptotics of large samples. These models are the direct continuous time analogues of the well-known in time series…
We explore some intersection properties of divisors associated to polarized dynamical systems on algebraic surfaces. As a consequence, we obtain necessary geometric conditions for the existence of polarizations of hyperbolic type and…