Related papers: Productivity within the ETAS seismicity model
The response threshold model explains the emergence of division of labor (i.e., task specialization) in an unstructured population by assuming that the individuals have different propensities to work on different tasks. The incentive to…
This paper investigates the asymptotic behavior of higher-order conditional tail moments, which quantify the contribution of individual losses in the event of systemic collapse. The study is conducted within a framework comprising two…
We study a model for the motion of a tracer particle inside an active gel, exposing the properties of the van Hove distribution of the particle displacements. Active events of a typical force magnitude give rise to non-Gaussian…
Point processes have been dominant in modeling the evolution of seismicity for decades, with the Epidemic Type Aftershock Sequence (ETAS) model being most popular. Recent advances in machine learning have constructed highly flexible point…
The use of expectiles in risk management has recently gathered remarkable momentum due to their excellent axiomatic and probabilistic properties. In particular, the class of elicitable law-invariant coherent risk measures only consists of…
For many optimization algorithms the time-to-solution depends not only on the problem size but also on the specific problem instance and may vary by many orders of magnitude. It is then necessary to investigate the full distribution and…
We derive a simple expression for the tail-asymptotics of an explosive birth process at a fixed observation time conditioned on non-explosion. Using the well-established exponential embedding, we apply this result to compute the tail…
As well known, for a supercritical Galton-Watson process $Z_n$ whose offspring distribution has mean $m>1$, the ratio $W_n:=Z_n/m^n$ has a.s. limit, say $W$. We study tail behaviour of the distributions of $W_n$ and $W$ in the case where…
We consider a new approach in the definition of two-dimensional heavy-tailed distributions. Namely, we introduce the classes of two-dimensional long-tailed, of twodimensional dominatedly varying and of two-dimensional consistently varying…
In this work, we establish risk bounds for the Empirical Risk Minimization (ERM) with both dependent and heavy-tailed data-generating processes. We do so by extending the seminal works of Mendelson [Men15, Men18] on the analysis of ERM with…
Modern risk modelling approaches deal with vectors of multiple components. The components could be, for example, returns of financial instruments or losses within an insurance portfolio concerning different lines of business. One of the…
Various molecular interaction networks have been claimed to follow power-law decay for their global connectivity distribution. It has been proposed that there may be underlying generative models that explain this heavy-tailed behavior by…
In the environmental modeling field, the exploratory analysis of responses often exhibits spatial correlation as well as some non-Gaussian attributes such as skewness and/or heavy-tailedness. Consequently, we propose a general spatial model…
Earthquake nowcasting has been proposed as a means of tracking the change in large earthquake potential in a seismically active area. The method was developed using observable seismic data, in which probabilities of future large earthquakes…
The Himalayan region, including Nepal, is prone to frequent and large earthquakes. Accurate forecasting of these earthquakes is crucial for minimizing loss of life and damage to infrastructure. In this study, we propose various time-scaled…
In this paper, we introduce a novel model for the meta-analysis of proportions that integrates the standard random-effects model (REM) with an extreme value theory (EVT)-based component. The proposed model, named XT-REM (Extreme-Tail Random…
The directed preferential attachment model is revisited. A new exact characterization of the limiting in- and out-degree distribution is given by two \emph{independent} pure birth processes that are observed at a common exponentially…
Heavy-tailed fluctuations and power law statistics pervade physics, finance, and economics, yet their origin is often ascribed to systems poised near criticality. Here we show that such behavior can emerge far from instability through a…
An asymptotic model for extreme behavior of certain Markov chains is the "tail chain". Generally taking the form of a multiplicative random walk, it is useful in deriving extremal characteristics such as point process limits. We place this…
We performed a least-square fit analysis to reproduce the elastic angular distributions for $\alpha$ scattering on various nuclei form $^{12}$C to $^{208}$Pb for incident energies in the range 18 - 70 MeV using a velocity-dependent optical…