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Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the…

Applications · Statistics 2014-12-31 Alexis Bienvenüe , Christian Y. Robert

We study the random geometry of first passage percolation on the complete graph equipped with independent and identically distributed edge weights, continuing the program initiated by Bhamidi and van der Hofstad [9]. We describe our results…

Probability · Mathematics 2015-12-23 M. Eckhoff , J. Goodman , R. van der Hofstad , F. R. Nardi

In this paper, we study a model of long-range site percolation on graphs of bounded degree, namely the Boolean percolation model. In this model, each vertex of an infinite connected graph is the center of a ball of random radius, and…

Probability · Mathematics 2025-11-25 Corentin Faipeur

A limit theorem for the largest interpoint distance of $p$ independent and identically distributed points in $\mathbb{R}^n$ to the Gumbel distribution is proved, where the number of points $p=p_n$ tends to infinity as the dimension of the…

Probability · Mathematics 2024-02-13 Johannes Heiny , Carolin Kleemann

In a previous paper, we studied a kernel estimate of the upper edge of a two-dimensional bounded set, based upon the extreme values of a Poisson point process. The initial paper "Geffroy J. (1964) Sur un probl\`eme d'estimation…

Statistics Theory · Mathematics 2012-09-03 Stéphane Girard , Pierre Jacob

We determine the distribution of the number of saddle connections on a random translation surface of large genus. More specifically, for genus $g$ tending to infinity, the number of saddle connections with lengths in a given interval…

Geometric Topology · Mathematics 2025-09-10 Howard Masur , Kasra Rafi , Anja Randecker

We present high statistics data on the distribution of shortest path lengths between two near-by points on the same cluster at the percolation threshold. Our data are based on a new and very efficient algorithm. For $d=2$ they clearly…

Statistical Mechanics · Physics 2009-10-31 P. Grassberger

In this thesis, we study three physically relevant models of strongly correlated random variables: trapped fermions, random matrices and random walks. In the first part, we show several exact mappings between the ground state of a trapped…

Statistical Mechanics · Physics 2019-06-24 Bertrand Lacroix-A-Chez-Toine

Empirical distributions have their in-sample maxima as natural censoring. We look at the "hidden tail", that is, the part of the distribution in excess of the maximum for a sample size of $n$. Using extreme value theory, we examine the…

Statistical Finance · Quantitative Finance 2020-04-14 Nassim Nicholas Taleb

We study the size of connected components of random nearest-neighbor graphs with vertex set the points of a homogeneous Poisson point process in ${\mathbb{R}}^d$. The connectivity function is shown to decay superexponentially, and we…

Probability · Mathematics 2007-05-23 Iva Kozakova , Ronald Meester , Seema Nanda

Let a random geometric graph be defined in the supercritical regime for the existence of a unique infinite connected component in Euclidean space. Consider the first-passage percolation model with independent and identically distributed…

We consider first passage percolation on sparse random graphs with prescribed degree distributions and general independent and identically distributed edge weights assumed to have a density. Assuming that the degree distribution satisfies a…

Probability · Mathematics 2012-10-26 Shankar Bhamidi , Remco van der Hofstad , Gerard Hooghiemstra

Let $X_1, \ldots, X_n$ be independent random points drawn from an absolutely continuous probability measure with density $f$ in $\mathbb{R}^d$. Under mild conditions on $f$, we derive a Poisson limit theorem for the number of large…

Probability · Mathematics 2018-11-20 László Györfi , Norbert Henze , Harro Walk

We are interested in modeling networks in which the connectivity among the nodes and node attributes are random variables and interact with each other. We propose a probabilistic model that allows one to formulate jointly a probability…

Probability · Mathematics 2016-09-07 Haiyan Cai

We consider directed random graphs, the prototype of which being the Barak-Erd\H{o}s graph $\vec G(\mathbb Z, p)$, and study the way that long (or heavy, if weights are present) paths grow. This is done by relating the graphs to certain…

Probability · Mathematics 2024-10-11 Sergey Foss , Takis Konstantopoulos , Bastien Mallein , Sanjay Ramassamy

In this paper, we study the maximal edge-traversal time (simply we call maximal weight hereafter) on the optimal paths in the first passage percolation for several edge distributions, including the Pareto and Weibull distributions. It is…

Probability · Mathematics 2021-02-22 Shuta Nakajima

Many real-world networks exhibit the so-called small-world phenomenon: their typical distances are much smaller than their sizes. One mathematical model for this phenomenon is a long-range percolation graph on a $d$-dimensional box $\{0, 1,…

Probability · Mathematics 2022-11-30 Tianqi Wu

We study first-passage percolation in two dimensions, using measures mu on passage times with b:=inf supp(mu) >0 and mu({b})=p \geq p_c, the threshold for oriented percolation. We first show that for each such mu, the boundary of the limit…

Probability · Mathematics 2013-09-18 Antonio Auffinger , Michael Damron

Motivated by its relevance for the study of perturbations of one-dimensional voter models, including stochastic Potts models at low temperature, we consider diffusively rescaled coalescing random walks with branching and killing. Our main…

Probability · Mathematics 2013-09-24 Charles M. Newman , K. Ravishankar , Emmanuel Schertzer

The study of random graphs has become very popular for real-life network modeling such as social networks or financial networks. Inhomogeneous long-range percolation (or scale-free percolation) on the lattice $\mathbb Z^d$, $d\ge1$, is a…

Probability · Mathematics 2014-09-29 Philippe Deprez , Rajat Subhra Hazra , Mario V. Wüthrich