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In extreme values theory, for a sufficiently large block size, the maxima distribution is approximated by the generalized extreme value (GEV) distribution. The GEV distribution is a family of continuous probability distributions, which has…

Methodology · Statistics 2021-09-28 Cira E. G. Otiniano , Bianca Sousa , Roberto Vila , Marcelo Bourguignon

We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…

Statistical Mechanics · Physics 2020-11-04 Marc Höll , Wanli Wang , Eli Barkai

The aim of this paper is to demonstrate, by simple numerical simulations, the main transport properties of disordered electron systems.

Mesoscale and Nanoscale Physics · Physics 2015-06-25 Peter Markos

Taking into account that a proper description of disordered systems should focus on distribution functions, the authors develop a powerful numerical scheme for the determination of the probability distribution of the local density of states…

Disordered Systems and Neural Networks · Physics 2013-06-20 Gerald Schubert , Alexander Weisse , Gerhard Wellein , Holger Fehske

We study spectra and localization properties of Euclidean random matrices. The problem is approximately mapped onto that of a matrix defined on a random graph. We introduce a powerful method to find the density of states and the…

Statistical Mechanics · Physics 2009-11-10 S. Ciliberti , T. S. Grigera , V. Martin-Mayor , G. Parisi , P. Verrocchio

Transitions from delocalized to localized eigenstates have been extensively studied in both quadratic and interacting models. The delocalized regime typically exhibits diffusion and quantum chaos, and its properties comply with the random…

Statistical Mechanics · Physics 2025-05-16 Mateusz Lisiecki , Lev Vidmar , Patrycja Łydżba

The Anderson transitions in a random magnetic field in three dimensions are investigated numerically. The critical behavior near the transition point is analyzed in detail by means of the transfer matrix method with high accuracy for…

Disordered Systems and Neural Networks · Physics 2017-09-27 T. Kawarabayashi , B. Kramer , T. Ohtsuki

We propose a novel neural network architecture that enables non-parametric calibration and generation of multivariate extreme value distributions (MEVs). MEVs arise from Extreme Value Theory (EVT) as the necessary class of models when…

Machine Learning · Statistics 2022-03-03 Ali Hasan , Khalil Elkhalil , Yuting Ng , Joao M. Pereira , Sina Farsiu , Jose H. Blanchet , Vahid Tarokh

Extreme environmental phenomena such as major precipitation events manifestly exhibit spatial dependence. Max-stable processes are a class of asymptotically-justified models that are capable of representing spatial dependence among extreme…

Applications · Statistics 2013-01-09 Brian J. Reich , Benjamin A. Shaby

Anderson localization of particles -- the complete halt of wave transport through multiple scattering and phase coherence -- is a paradigmatic manifestation of quantum interference in disordered media. In three dimensions, the scaling…

The extreme-value statistics of the entanglement spectrum in disordered spin chains possessing a many-body localization transition is examined. It is expected that eigenstates in the metallic or ergodic phase, behave as random states and…

Disordered Systems and Neural Networks · Physics 2020-02-04 Rajarshi Pal , Arul Lakshminarayan

Modelling dependencies between climate extremes is important for climate risk assessment, for instance when allocating emergency management funds. In statistics, multivariate extreme value theory is often used to model spatial extremes.…

In this paper we present a thorough study of transport, spectral and wave-function properties at the Anderson localization critical point in spatial dimensions $d = 3$, $4$, $5$, $6$. Our aim is to analyze the dimensional dependence and to…

Disordered Systems and Neural Networks · Physics 2017-03-15 Elena Tarquini , Giulio Biroli , Marco Tarzia

Rare weather and climate events, such as heat waves and floods, can bring tremendous social costs. Climate data is often limited in duration and spatial coverage, and climate forecasting has often turned to simulations of climate models to…

Methodology · Statistics 2020-05-18 Meagan Carney , Holger Kantz , Matthew Nicol

The Anderson localization transition is considered at finite temperatures. This includes the electrical conductivity as well as the electronic thermal conductivity and the thermoelectric coefficients. An interesting critical behavior of the…

Disordered Systems and Neural Networks · Physics 2015-05-18 Yoseph Imry , Ariel Amir

Motivated by experimental progress in cold atomic systems, we use and advance Localisation Landscape Theory (LLT), to examine two-dimensional systems with point-like random scatterers. We begin by showing that exact eigenstates cannot be…

Quantum Gases · Physics 2021-11-23 Sophie S. Shamailov , Dylan J. Brown , Thomas A. Haase , Maarten D. Hoogerland

Capturing the dependence structure of multivariate extreme events is a major concern in many fields involving the management of risks stemming from multiple sources, e.g. portfolio monitoring, insurance, environmental risk management and…

Machine Learning · Statistics 2016-03-15 Nicolas Goix , Anne Sabourin , Stéphan Clémençon

In many models of genotypic evolution, the vector of genotype populations satisfies a system of linear ordinary differential equations. This system of equations models a competition between differential replication rates (fitness) and…

Populations and Evolution · Quantitative Biology 2009-11-13 Charles L. Epstein

Results of large-scale numerical simulations are reported on the Anderson localization in a two-dimensional square lattice tight-binding model with random flux. Localization lengths, fluctuations of the conductance, and the density of…

Mesoscale and Nanoscale Physics · Physics 2009-01-23 A. Furusaki

The main results of the extreme value theory developed for the investigation of the observables of dynamical systems rely, up to now, on the Gnedenko approach. In this framework, extremes are basically identified with the block maxima of…

Statistical Mechanics · Physics 2015-05-30 Valerio Lucarini , Davide Faranda , Jeroen Wouters