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Related papers: Targets and Holes

200 papers

This book provides a comprehensive introduction for the study of extreme events in the context of dynamical systems. The introduction provides a broad overview of the interdisciplinary research area of extreme events, underlining its…

Currently available models for spatial extremes suffer either from inflexibility in the dependence structures that they can capture, lack of scalability to high dimensions, or in most cases, both of these. We present an approach to spatial…

Methodology · Statistics 2022-06-17 Jennifer L. Wadsworth , Jonathan Tawn

In this paper we investigate a differential game in which countably many dynamical objects pursue a single one. All the players perform simple motions. The duration of the game is fixed. The controls of a group of pursuers are subject to…

Optimization and Control · Mathematics 2014-10-10 Mehdi Salimi , Gafurjan Ibragimov , Stefan Siegmund , Somayeh Sharifi

We study a pursuit-evasion problem which can be viewed as an extension of the keep-away game. In the game, pursuer(s) will attempt to intersect or catch the evader, while the evader can visit a fixed set of locations, which we denote as the…

Robotics · Computer Science 2022-06-17 Weifu Wang , Ping Li

Dynamical systems can be prone to severe fluctuations due to the presence of chaotic dynamics. This paper explains for a toy chaotic economic model how such a system can be regulated by the application of relatively weak control to keep the…

Dynamical Systems · Mathematics 2018-01-31 Suddhasattwa Das , James Yorke

Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…

Methodology · Statistics 2021-01-06 Sebastian Engelke , Jevgenijs Ivanovs

We consider product of expansive Markov maps on an interval with hole which is conjugate to a subshift of finite type. For certain class of maps, it is known that the escape rate into a given hole does not just depend on its size but also…

Dynamical Systems · Mathematics 2020-01-07 C Haritha , N Agarwal

We study the escape dynamics in the presence of a hole of a standard family of intermittent maps of the unit interval with neutral fixed point at the origin (and finite absolutely continuous invariant measure). Provided that the hole (is a…

Dynamical Systems · Mathematics 2014-10-21 Mark Demers , Bastien Fernandez

The extreme limit of a class of D-dimensional black holes is revisited. In the static limit, it is shown that well defined extremal limiting procedure exists and it leads to new solutions of the type AdS2 times constant curvature symmetric…

High Energy Physics - Theory · Physics 2017-08-23 M. Caldarelli , L. Vanzo , S. Zerbini

We prove that for a sequence of nested sets $\{U_n\}$ with $\Lambda = \cap_n U_n$ a measure zero set, the localized escape rate converges to the extremal index of $\Lambda$, provided that the dynamical system is $\phi$-mixing at polynomial…

Dynamical Systems · Mathematics 2021-08-04 Connor Davis , Nicolai Haydn , Fan Yang

The extremal index is an important parameter in the characterization of extreme values of a stationary sequence. Our new estimation approach for this parameter is based on the extremal behavior under the local dependence condition…

Statistics Theory · Mathematics 2015-05-11 Helena Ferreira , Marta Ferreira

We review the question of the extreme values attained by a random process. We relate it to level crossings either to one boundary (first-passage problems) and two boundaries (escape problems). The extremes studied are the maximum, the…

Statistical Mechanics · Physics 2015-06-18 Jaume Masoliver

We re-consider Leadbetter's extremal index for stationary sequences. It has interpretation as reciprocal of the expected size of an extremal cluster above high thresholds. We focus on heavy-tailed time series, in particular on regularly…

Probability · Mathematics 2021-06-10 Gloria Buriticá , Meyer Nicolas , Thomas Mikosch , Olivier Wintenberger

We investigate the escape dynamics of the doubling map with a time-periodic hole. We use Ulam's method to calculate the escape rate as a function of the control parameters. We consider two cases, oscillating or breathing holes, where the…

Chaotic Dynamics · Physics 2014-10-01 André L. P. Livorati , Orestis Georgiou , Carl P. Dettmann , Edson D. Leonel

In this paper we introduce new notions of local extremality for finite and infinite systems of closed sets and establish the corresponding extremal principles for them called here rated extremal principles. These developments are in the…

Optimization and Control · Mathematics 2011-02-28 Boris S. Mordukhovich , Hung M. Phan

We deal with the following eigenvalue optimization problem: Given a bounded domain $D\subset \R^2$, how to place an obstacle $B$ of fixed shape within $D$ so as to maximize or minimize the fundamental eigenvalue $\lambda_1$ of the Dirichlet…

Spectral Theory · Mathematics 2007-12-08 Ahmad El Soufi , Rola Kiwan

We provide escape rates formulae for piecewise expanding interval maps with `random holes'. Then we obtain rigorous approximations of invariant densities of randomly perturbed metabstable interval maps. We show that our escape rates…

Dynamical Systems · Mathematics 2015-06-05 Wael Bahsoun , Sandro Vaienti

We consider a Markov control model in discrete time with countable both state space and action space. Using the value function of a suitable long-run average reward problem, we study various reachability/controllability problems. First, we…

Optimization and Control · Mathematics 2024-06-05 Daniel Avila , Mauricio Junca

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

A simple algorithm is described to target any desired operation point for simple one-dimensional and two-dimensional dynamical systems. What makes the algorithm unique is the fact that it targets any desired point, not merely a…

Chaotic Dynamics · Physics 2007-05-23 Girish Nathan