Related papers: Extreme Value Based Estimation of Critical Single …
The evaluation of the probability of union of a large number of independent events requires several combinations involving the factorial and the use of high performance computers with several hours of processing. Bounds and simplifications…
Particle splitting methods are considered for the estimation of rare events. The probability of interest is that a Markov process first enters a set $B$ before another set $A$, and it is assumed that this probability satisfies a large…
This paper develops a safety analysis method for stochastic systems that is sensitive to the possibility and severity of rare harmful outcomes. We define risk-sensitive safe sets as sub-level sets of the solution to a non-standard optimal…
We show that the probability of appearance of synchronisation in chaotic coupled map lattices is related to the distribution of the maximum of a certain observable evaluated along almost all orbit. We show that such distribution belongs to…
This paper introduces a novel measure to quantify the directional dependence of extreme events between two variables. The proposed approach is designed to capture asymmetric tail dependence by studying conditional tail expectations of…
One of the main topics of extreme value analysis is to estimate the extreme value index, an important parameter that controls the tail behavior of the distribution. In many cases, estimating the extreme value index of the target variable…
We aim to analyze the behaviour of a finite-time stochastic system, whose model is not available, in the context of more rare and harmful outcomes. Standard estimators are not effective in making predictions about such outcomes due to their…
To capture the extremal behaviour of complex environmental phenomena in practice, flexi\-ble techniques for modelling tail behaviour are required. In this paper, we introduce a variety of such methods, which were used by the Lancopula…
A new physics-based model for analytical calculation of Soft Error Rate (SER) in digital memory circuits under the influence of heavy ions in space orbits is proposed. This method is based on parameters that are uniquely determined from the…
Through studying the critical phenomena in continuum-percolation of discs, we find a new approach to locate the critical point, i.e. using the inflection point of $P_\infty$ as an evaluation of the percolation threshold. The susceptibility,…
A simple physical model for calculation of the ion-induced soft error rate in space environment has been proposed, based on the phenomenological cross section notion. Proposed numerical procedure is adapted to the multiple cell upset…
Recent advances in quantum computing have significantly accelerated research into quantum-assisted information retrieval and recommender systems, particularly in solving feature selection problems by formulating them as Quadratic…
We consider an input-to-response (ItR) system characterized by (1) parameterized input with a known probability distribution and (2) stochastic ItR function with heteroscedastic randomness. Our purpose is to efficiently quantify the extreme…
The event-by-event analysis of heavy ions collisions is becoming possible with advent of large acceptance detectors: it can provide dynamical information which cannot be obtained from inclusive spectra. We identify some observables which…
Many studies employ the analysis of time-to-event data that incorporates competing risks and right censoring. Most methods and software packages are geared towards analyzing data that comes from a continuous failure time distribution.…
We discuss the physics underlying event-by-event fluctuations in relativistic heavy ion collisions. We will argue that the fluctuations of the ratio of positively over negatively charged particles may serve as a unique signature for the…
The frequency of disruptive and newly emerging threats (e.g. man-made attacks--cyber and physical attacks; extreme natural events--hurricanes, earthquakes, and floods) has escalated dramatically in the last decade. Impacts of these events…
We present an algorithm for finding the probabilities of rare events in nonequilibrium processes. The algorithm consists of evolving the system with a modified dynamics for which the required event occurs more frequently. By keeping track…
From environmental sciences to finance, there is a growing demand for methods that can assess the risks of extreme events beyond those observed in available data. Extrapolating extreme events beyond the range of the data is not obvious.…
We consider the dependences of the average number of interacting nucleons in high energy heavy ion collisions on the impact parameter in two cases, when the colliding nuclei have equal atomic weights, and when one nucleus is significantly…