Related papers: Extreme events for horocycle flows
We consider the unit speed parametrization of the horocycle flow on infinite Abelian covers of compact surfaces of negative curvature. We prove an asymptotic result for the ergodic integrals of sufficiently regular functions. In the case of…
We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…
We study a branching random walk with independent and identically distributed, heavy tailed displacements. The offspring law is supercritical and satisfies the Kesten-Stigum condition. We treat the case when the law of the displacements…
We show that a uniformly continuous random perturbation of a transitive map defines an aperiodic Harris chain which also satisfies Doeblin's condition. As a result, we get exponential decay of correlations for suitable random perturbations…
The extreme value statistics of active matter offer significant insight into their unique properties. A phase transition has recently been reported in a model of branching run-and-tumble particles, describing the spatial spreading of an…
We compute the limiting distribution of height of a random discrete excursion with step sets consisting of one positive step 1 and arbitrary finite set of non-positive integers. The limit law is the supremum of a Brownian excursion. This is…
We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…
We study expansive properties for the geodesic and horocycle flows on compact Riemann surfaces of constant negative curvature. It is well-known that the geodesic flow is expansive in the sense of Bowen-Walters and the horocycle flow is…
We analyse cusp excursions of random geodesics for Weil--Petersson type incomplete metrics on orientable surfaces of finite type: in particular, we give bounds for maximal excursions. We also give similar bounds for cusp excursions of…
We use extreme value theory to estimate the probability of successive exceedances of a threshold value of a time-series of an observable on several classes of chaotic dynamical systems. The observables have either a Fr\'echet (fat-tailed)…
We derive exact expressions for the finite-time statistics of extrema (maximum and minimum) of the spatial displacement and the fluctuating entropy flow of biased random walks. Our approach captures key features of extreme events in…
We consider the problem of estimating the joint distribution of a continuous-time perpetuity and the underlying factors which govern the cash flow rate, in an ergodic Markov model. Two approaches are used to obtain the distribution. The…
We apply the theory of continuous time random walks to study some aspects of the extreme value problem applied to financial time series. We focus our attention on extreme times, specifically the mean exit time and the mean first-passage…
The prediction of extreme events in time series is a fundamental problem arising in many financial, scientific, engineering, and other applications. We begin by establishing a general Neyman-Pearson-type characterization of optimal extreme…
We consider the Gaussian free field $\varphi$ on $\mathbb{Z}^2$ at large spatial scales $N$ and give sharp bounds on the probability $\theta(a,N)$ that the radius of a finite cluster in the excursion set $\{\varphi \geq a\}$ on the…
Let $\mathcal{M}$ be a geometrically finite hyperbolic manifold. We present a very general theorem on the shrinking target problem for the geodesic flow, using its exponential mixing. This includes a strengthening of Sullivan's logarithm…
We give conditions to prove the existence of an Extremal Index for general stationary stochastic processes by detecting the presence of one or more underlying periodic phenomena. This theory, besides giving general useful tools to identify…
We show that the winding of low-lying closed geodesics on the modular surface has a Gaussian limiting distribution when normalized by any standard notion of length, in contrast to the Cauchy distribution arising when allowing arbitrarily…
A computational study of higher-order derivative ratios on a time interval leading to the enstrophy peak is presented in the case of the 3D Taylor-Green vortex, a benchmark problem in the simulation of turbulent flows. The main finding is…
We discuss how an eigenvalue perturbation formula for transfer operators of dynamical systems is related to exponential hitting time distributions and extreme value theory for processes generated by chaotic dynamical systems. We also list a…