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We consider a class of dynamical systems, which we call weakly coarse expanding, which is a generalization to the postcritically infinite case of expanding Thurston maps as discussed by Bonk-Meyer and is closely related to coarse expanding…

Dynamical Systems · Mathematics 2022-11-29 Tushar Das , Feliks Przytycki , Giulio Tiozzo , Mariusz Urbanski , Anna Zdunik

Extreme values and the tail behavior of probability distributions are essential for quantifying and mitigating risk in complex systems of all kinds. In multivariate settings, accounting for correlations is crucial. Although extreme value…

Statistical Finance · Quantitative Finance 2026-03-06 Benjamin Köhler , Anton J. Heckens , Thomas Guhr

With the present paper we conclude the presentation of a semianalytical model of hierarchical clustering of bound virialized objects formed by gravitational instability from a random Gaussian field of density fluctuations. In paper I, we…

Astrophysics · Physics 2009-10-28 Alberto Manrique , Eduard Salvador-Sole

The collective behavior of active semiflexible filaments is studied with a model of tangentially driven self-propelled worm-like chains. The combination of excluded-volume interactions and self-propulsion leads to several distinct dynamic…

Biological Physics · Physics 2024-06-03 Ozer Duman , Rolf E. Isele-Holder , Jens Elgeti , Gerhard Gompper

Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called "mean field limit", or "hydrodynamic limit"). A common practice, often called the "fixed point approximation"…

Dynamical Systems · Mathematics 2022-06-28 Jean-Yves Le Boudec

Thermally activated particle motion in disorder potentials is controlled by the large-$\Delta V$ tail of the distribution of height $\Delta V$ of the potential barriers created by the disorder. We employ the optimal fluctuation method to…

Statistical Mechanics · Physics 2024-09-05 Alexander Valov , Netanel Levi , Baruch Meerson

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…

Applications · Statistics 2015-07-28 Baidurya Bhattacharya

To recover the topology of a manifold in the presence of heavy tailed or exponentially decaying noise, one must understand the behavior of geometric complexes whose points lie in the tail of these noise distributions. This study advances…

Probability · Mathematics 2021-02-16 Andrew M. Thomas , Takashi Owada

The top of the attractor $A$ of a hyperbolic iterated function system $\left\{ f_{i}:\mathbb{R}^{n}\rightarrow\mathbb{R}^{n}|i=1,2,\dots,M\right\} $ is defined and used to extend self-similar tilings to overlapping systems. The theory…

Dynamical Systems · Mathematics 2026-03-24 Michael F. Barnsley , Corey de Wit

Simultaneous recordings from multiple neural units allow us to investigate the activity of very large neural ensembles. To understand how large ensembles of neurons process sensory information, it is necessary to develop suitable…

Neurons and Cognition · Quantitative Biology 2013-05-30 Fernando Montani , Elena Phoka , Mariela Portesi , Simon R. Schultz

In this paper we propose a framework that enables the study of large deviations for point processes based on stationary sequences with regularly varying tails. This framework allows us to keep track not of the magnitude of the extreme…

Probability · Mathematics 2009-08-21 Henrik Hult , Gennady Samorodnitsky

The kinetic mechanisms underlying bottom-up assembly of colloidal particles have been widely investigated in efforts to control crystallization pathways and to direct growth into targeted superstructures for applications including photonic…

Materials Science · Physics 2020-08-28 Xian-Qi Xu , Brian B. Laird , Jeffrey J. Hoyt , Mark Asta , Yang Yang

Policy-makers are often faced with the task of distributing a limited supply of resources. To support decision-making in these settings, statisticians are confronted with two challenges: estimands are defined by allocation strategies that…

Methodology · Statistics 2024-04-01 Aaron L. Sarvet , Julien D. Laurendeau , Mats J. Stensrud

This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting diffusions in which the functional may include a term associated with the cumulative amount of boundary…

Probability · Mathematics 2014-07-10 Peter W. Glynn , Rob J. Wang

Ensemble control, an emerging research field focusing on the study of large populations of dynamical systems, has demonstrated great potential in numerous scientific and practical applications. Striking examples include pulse design for…

Optimization and Control · Mathematics 2022-11-08 Wei Zhang , Jr-Shin Li

We prove distributional limit theorems and one-sided laws of the iterated logarithm for a class of positive, mixing, stationary, stochastic processes which contains those obtained from non-integrable observables over certain piecewise…

Dynamical Systems · Mathematics 2016-08-03 Jon. Aaronson , Roland Zweimüller

In a stationary ergodic process, clustering is defined as the tendency of events to appear in series of increased frequency separated by longer breaks. Such behavior, contradicting the theoretical "unbiased behavior" with exponential…

Probability · Mathematics 2008-10-27 Tomasz Downarowicz , Yves Lacroix , Didier Léandri

The impact of an extreme climate event depends strongly on its geographical scale. Max-stable processes can be used for the statistical investigation of climate extremes and their spatial dependencies on a continuous area. Most existing…

Methodology · Statistics 2023-06-14 Justus Contzen , Thorsten Dickhaus , Gerrit Lohmann

We find limit shapes for a family of multiplicative measures on the set of partitions, induced by exponential generating functions with expansive parameters, $a_k\sim Ck^{p-1}, k\to\infty, p>0$,where $C$ is a positive constant. The measures…

Probability · Mathematics 2007-06-19 Michael Erlihson , Boris Granovsky

We identify the maximal chiral algebra of conformal cyclic orbifolds. In terms of this extended algebra, the orbifold is a rational and diagonal conformal field theory, provided the mother theory itself is also rational and diagonal. The…

High Energy Physics - Theory · Physics 2023-11-07 Benoit Estienne , Yacine Ikhlef , Andrei Rotaru