Related papers: On Extremal Index of Max-Stable Random Fields

It follows from known results that every regular tripartite hypergraph of positive degree, with $n$ vertices in each class, has matching number at least $n/2$. This bound is best possible, and the extremal configuration is unique. Here we…

Consider the classical XY model in a weak random external field pointing along the $Y$ axis with strength $\epsilon$. We study the behavior of this model as the range of the interaction is varied. We prove that in any dimension $d \geq 2$…

In this paper, the study of extreme value bounds for topological indices is crucial for understanding their influence on trees and bipartite graphs. For integers $\alpha, p$ satisfying $1 \leq p \leq \alpha \leq \Delta - 3$, the minimum…

We consider a strictly stationary random field on the two-dimensional integer lattice with regularly varying marginal and finite-dimensional distributions. Exploiting the regular variation, we define the spatial extremogram which takes into…

We prove a central limit theorem for stationary multiple (random) fields of martingale differences $f\circ T_{\underline{i}}$, $\underline{i}\in \Bbb Z^d$, where $T_{\underline{i}}$ is a $\Bbb Z^d$ action. In most cases the multiple…

We have obtained some upper bounds for the probability distribution of extremes of a self-similar Gaussian random field with stationary rectangular increments that are defined on the compact spaces. The probability distributions of extremes…

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 prove the equality between the statistics phase and the conformal univalence for a superselection sector with finite index in Conformal Quantum Field Theory on $S^1$. A relevant point is the description of the PCT symmetry and the…

For any smooth projective variety $X$ of dimension $n$ over an algebraically closed field $k$ of characteristic $p>0$ with $\mu(\Omega^1_X)>0$. If ${\rm T}^{\ell}(\Omega^1_X)$ ($0<\ell<n(p-1)$) are semi-stable, then the sheaf $B^1_X$ of…

We propose a method for the prediction of stationary max--stable random fields with $\alpha$-Fr\'echet marginal distribution $H_\alpha$. The method is suitable to cope with heavy tails for $\alpha\in(0,2)$ and is (approximately) exact in…

It is well-known that the expected scaled maximum of non-negative random variables with unit mean defines a stable tail dependence function associated with some extreme-value copula. In the special case when these random variables are…

Two old conjectures from problem sections, one of which from SIAM Review, concern the question of finding distributions that maximize P(Sn <= t), where Sn is the sum of i.i.d. random variables X1, ..., Xn on the interval [0,1], satisfying…

We determine all critical configurations for the Area function on polygons with vertices on a circle or an ellipse. For isolated critical points we compute their Morse index, resp index of the gradient vector field. We relate the…

We give a necessary and sufficient condition for strong stability of low dimensional Hamiltonian systems, in terms of the iterates of a closed orbit and the Conley-Zehnder index. Applications to Mathieu equation and stable harmonic…

In this paper, we continue Voiculescu's recent work on the analogous extreme value theory in the context of bi-free probability theory. We derive various equivalent conditions for a bivariate distribution function to be bi-freely…

Max-stable processes are widely used to model spatial extremes. These processes exhibit asymptotic dependence meaning that the large values of the process can occur simultaneously over space. Recently, inverted max-stable processes have…

Observing a load process above high thresholds, modeling it as a pulse process with random occurrence times and magnitudes, and extrapolating life-time maximum or design loads from the data is a common task in structural reliability…

Consider an ergodic measure preserving dynamical system $(T,X,\mu)$, and an observable $\phi:X\to\mathbb{R}$. For the time series $X_n(x)=\phi(T^{n}(x))$, we establish limit laws for the maximum process $M_n=\max_{k\leq n}X_k$ in the case…

Let $\{X_i(t),t\ge0\}, 1\le i\le n$ be independent copies of a stationary process $\{X(t), t\ge0\}$. For given positive constants $u,T$, define the set of $r$th conjunctions $ C_{r,T,u}:= \{t\in [0,T]: X_{r:n}(t) > u\}$ with $X_{r:n}(t)$…

In this paper, we investigated the effect on extreme of random replacing for a stationary sequence satisfying a type of long dependent condition and a local dependent condition, and derived the joint asymptotic distribution of maximum from…