Related papers: Extreme Values of Permutation Statistics

Motivated by observations that suggest the presence of extremely massive clusters at uncomfortably high redshifts for the standard cosmological model to explain, we develop a theoretical framework for the study of the most massive haloes,…

In this paper we extend the orthogonal polynomials approach for extreme value calculations of Hermitian random matrices, developed by Nadal and Majumdar [1102.0738], to normal random matrices and 2D Coulomb gases in general. Firstly, we…

The generalized extreme value distribution and its particular case, the Gumbel extreme value distribution, are widely applied for extreme value analysis. The Gumbel distribution has certain drawbacks because it is a non-heavy-tailed…

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…

The motivation of this paper is to investigate the joint distribution of succession and Eulerian statistics. We first investigate the enumerators for the joint distribution of descents, big ascents and successions over all permutations in…

This paper is concerned with multivariate refinements of the gamma-positivity of Eulerian polynomials by using the succession and fixed point statistics. Properties of the enumerative polynomials for permutations, signed permutations and…

Extreme Value Theory plays an important role to provide approximation results for the extremes of a sequence of independent random variables when their distribution is unknown. An important one is given by the {generalised Pareto…

We study the extreme value distribution of stochastic processes modeled by superstatistics. Classical extreme value theory asserts that (under mild asymptotic independence assumptions) only three possible limit distributions are possible,…

Our first main result shows that, for words with a fixed multiset of weak right-to-left minima, the statistics within each of the following three classes are equidistributed: 1. Mahonian statistics: $\textsf{inv}$, $\textsf{maj}$,…

We explain the connection between the Gumbel limit for diffusion exit times and the theory of extreme values.

This study provides a summary of the theory which enables the analysis of extreme values, i.e., of measurements acquired from the observation of extraordinary/rare physical phenomena. The formalism is developed in a transparent way,…

We show that generalised extreme value statistics -the statistics of the k-th largest value among a large set of random variables- can be mapped onto a problem of random sums. This allows us to identify classes of non-identical and…

We consider the extremal properties of the highly flexible univariate extended skew-normal distribution. We derive the well-known Mills' inequalities and Mills' ratio for the extended skew-normal distribution and establish the asymptotic…

The emergence of a predominant phenotype within a cell population is often triggered by a rare accumulation of DNA mutations in a single cell. For example, tumors may be initiated by a single cell in which multiple mutations cooperate to…

The statistical distribution of the largest value drawn from a sample of a given size has only three possible shapes: it is either a Weibull, a Fr\'echet or a Gumbel extreme value distributions. I describe in this short review how to relate…

A variety of descent and major-index statistics have been defined for symmetric groups, hyperoctahedral groups, and their generalizations. Typically associated to pairs of such statistics is an Euler--Mahonian distribution, a bivariate…

These notes were written for the mini-course "Extrema of log-correlated random variables: Principles and Examples" at the Introductory School held in January 2015 at the Centre International de Rencontres Math\'ematiques in Marseille. There…

Extreme value statistics, or extreme statistics for short, refers to the statistics that characterizes rare events of either unusually high or low intensity: climate disasters like floods following extremely intense rains are among the…

Statistical inference for extreme values of random events is difficult in practice due to low sample sizes and inaccurate models for the studied rare events. If prior knowledge for extreme values is available, Bayesian statistics can be…

We analyze the largest eigenvalue statistics of m-dependent heavy-tailed Wigner matrices as well as the associated sample covariance matrices having entry-wise regularly varying tail distributions with parameter $0<\alpha<4$. Our analysis…