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Recently, the conditional maximum-entropy method (abbreviated as C-MaxEnt) has been proposed for selecting priors in Bayesian statistics in a very simple way. Here, it is examined for extreme-value statistics. For the Weibull type as an…

Statistical Mechanics · Physics 2022-01-26 Sumiyoshi Abe

This paper introduces a method for spatial interpolation of extreme values, and in particular targets the case in which conventional data, resulting from a measurement for example, are available at only a few locations. To overcome this the…

Methodology · Statistics 2012-03-13 B. D. Youngman

A model for large-scale evolution recently introduced by Amaral and Meyer is studied analytically and numerically. Species are located at different trophic levels and become extinct if their prey becomes extinct. It is proved that this…

adap-org · Physics 2009-10-30 Barbara Drossel

In classical extreme value theory probabilities of extreme events are estimated assuming all the components of a random vector to be in a domain of attraction of an extreme value distribution. In contrast, the conditional extreme value…

Statistics Theory · Mathematics 2011-08-30 Bikramjit Das , Sidney I. Resnick

We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…

Statistical Mechanics · Physics 2015-05-13 N. R. Moloney , J. Davidsen

In distributed evolutionary algorithms, migration interval is used to decide migration moments. Nevertheless, migration moments predetermined by intervals cannot match the dynamic situation of evolution. In this paper, a scheme of setting…

Neural and Evolutionary Computing · Computer Science 2017-01-06 Chengjun Li , Jia Wu

Macroevolutionary dynamics often display sudden, explosive surges, where systems remain relatively stable for extended periods before experiencing dramatic acceleration that frequently exceeds traditional exponential growth. This pattern is…

Physics and Society · Physics 2026-01-23 Alessandro Bellina , Giordano De Marzo , Vittorio Loreto

In this study, we investigate the prey predator dynamics of the elk wolf system in northern Yellowstone National Park, USA, using a data driven modeling approach. We used yearly population data for elk and wolves from 1995 to 2022 to…

Dynamical Systems · Mathematics 2025-11-12 Anurag Singh , Nitu Kumari , Arun Kumar

We study the statistical distribution of the closest encounter between observations computed along different trajectories of a mixing dynamical system. At the limit of large trajectories, the distribution is of Gumbel type and depends on…

Dynamical Systems · Mathematics 2021-04-29 Théophile Caby

We analyze 3D flight paths of bumblebees searching for nectar in a laboratory experiment with and without predation risk from artificial spiders. For the flight velocities we find mixed probability distributions reflecting the access to the…

Biological Physics · Physics 2013-01-18 Friedrich Lenz , Thomas C. Ings , Lars Chittka , Aleksei V. Chechkin , Rainer Klages

One of the most impressive features of moving animal groups is their ability to perform sudden coherent changes in travel direction. While this collective decision can be a response to an external perturbation, such as the presence of a…

We propose a model to characterize how a diffusing population adapts under a time periodic selection, while its environment undergoes shifts and size changes, leading to significant differences with classical results on fixed domains. After…

Analysis of PDEs · Mathematics 2025-06-05 Matthieu Alfaro , Adel Blouza , Nessim Dhaouadi

We consider the Gumbel or extreme value statistics describing the distribution function p_G(x_max) of the maximum values of a random field x within patches of fixed size. We present, for smooth Gaussian random fields in two and three…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-27 S. Colombi , O. Davis , J. Devriendt , S. Prunet , J. Silk

For measuring tail risk with scarce extreme events, extreme value analysis is often invoked as the statistical tool to extrapolate to the tail of a distribution. The presence of large datasets benefits tail risk analysis by providing more…

Methodology · Statistics 2023-12-18 Liujun Chen , Deyuan Li , Chen Zhou

The risk of occurrence of atypical phenomena is a cross-cutting concern in several areas, such as engineering, climatology, finance, actuarial, among others. Extreme value theory is the natural tool to approach this theme. Many of these…

Statistics Theory · Mathematics 2020-07-09 Marta Ferreira , Ana Paula Martins , Helena Ferreira

Inference over tails is usually performed by fitting an appropriate limiting distribution over observations that exceed a fixed threshold. However, the choice of such threshold is critical and can affect the inferential results. Extreme…

Statistical Finance · Quantitative Finance 2019-02-26 Chiara Lattanzi , Manuele Leonelli

We study some of the salient features of the arrival statistics and exploration properties of mortal random walkers, that is, walkers that may die as they move, or as they wait to move. Such evanescence or death events have profound…

Statistical Mechanics · Physics 2016-11-26 Santos B. Yuste , E. Abad , Katja Lindenberg

Many random phenomena, including life-testing and environmental data, show positive values and excess zeros, which pose modeling challenges. In life testing, immediate failures result in zero lifetimes, often due to defects or poor quality,…

Methodology · Statistics 2026-02-06 Shivshankar Nila , Ishapathik Das , N. Balakrishna

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

Motivated by the analysis of extreme rainfall data, we introduce a general Bayesian hierarchical model for estimating the probability distribution of extreme values of intermittent random sequences, a common problem in geophysical and…

Methodology · Statistics 2020-05-26 Enrico Zorzetto , Antonio Canale , Marco Marani
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