Related papers: Extremes and extremal indices for level set observ…
We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…
The prediction of extreme events in time series is a fundamental problem arising in many financial, scientific, engineering, and other applications. We begin by establishing a general Neyman-Pearson-type characterization of optimal extreme…
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…
We study a one-dimensional chain of harmonically coupled units in an asymmetric anharmonic soft potential. Due to nonlinear localisation of energy, this system exhibits extreme events in the sense that individual elements of the chain show…
Let $\bS=\{S_1,...,S_K\}$ be a finite set of complex $d\times d$ matrices and $\varSigma_{K}^+$ the compact space of all one-sided infinite sequences $i_{\bcdot}\colon\mathbb{N}\rightarrow\{1,...,K\}$. An ergodic probability $\mu_*$ of the…
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…
Extreme environmental events such as severe storms, drought, heat waves, flash floods, and abrupt species collapse have become more prevalent in the earth-atmosphere dynamic system in recent years. In order to fully understand the…
Imagine that measurements are made at times $t_0$ and $t_1$ of the trajectory of a physical system whose governing laws are given approximately by a class ${\cal A}$ of so-called {\em prior vector fields}. Because the physical laws are not…
In environmental science applications, extreme events frequently exhibit a complex spatio-temporal structure, which is difficult to describe flexibly and estimate in a computationally efficient way using state-of-art parametric…
Modelling and forecasting the occurrence of extreme events is especially difficult when the event process is nonstationary, with changes in both the rate at which extremes occur and the magnitude of the extremes when they occur. We approach…
Symmetries represent a fundamental constraint for physical systems and relevant new phenomena often emerge as a consequence of their breaking. An important example is provided by space- and time-translational invariance in statistical…
We survey an area of recent development, relating dynamics to theoretical computer science. We discuss the theoretical limits of simulation and computation of interesting quantities in dynamical systems. We will focus on central objects of…
We establish the existence and finiteness of equilibrium states for a class of partially hyperbolic endomorphisms. In our first result, we assume that the central direction is simple. In the second result, we consider the case where there…
The classical modeling of spatial extremes relies on asymptotic models (i.e., max-stable processes or $r$-Pareto processes) for block maxima or peaks over high thresholds, respectively. However, at finite levels, empirical evidence often…
In this article, we develop a functional-analytic framework to establish existence, uniqueness, regularity of disintegration, and statistical properties of equilibrium states for a broad class of dynamical systems, potentially discontinuous…
The concept of (A,B)-invariant subspace (or controlled invariant) of a linear dynamical system is extended to linear systems over the max-plus semiring. Although this extension presents several difficulties, which are similar to those…
We provide formulas to compute the coefficients entering the affine scaling needed to get a non-degenerate function for the asymptotic distribution of the maxima of some kind of observable computed along the orbit of a randomly perturbed…
The climate system is a forced, dissipative, nonlinear, complex and heterogeneous system that is out of thermodynamic equilibrium. The system exhibits natural variability on many scales of motion, in time as well as space, and it is subject…
This work is motivated by the analysis of the extremal behavior of buoy and satellite data describing wave conditions in the North Atlantic Ocean. The available data sets consist of time series of significant wave height (Hs) with irregular…
We study non-stationary stochastic processes arising from sequential dynamical systems built on maps with a neutral fixed points and prove the existence of Extreme Value Laws for such processes. We use an approach developed in \cite{FFV16},…