Related papers: Extreme events for horocycle flows
In-situ spacecraft observations recently suggested that the transport of energetic particles accelerated at heliospheric shocks can be anomalous, i.e. the mean square displacement can grow non-linearly in time. In particular, a new analysis…
Extreme value theory is concerned with probabilistic and statistical questions related to very high or very low values in sequences of random variables and in stochastic processes. The subject has a rich mathematical theory and also a long…
We develop a novel computational method for evaluating the extreme excursion probabilities arising for random initialization of nonlinear dynamical systems. The method uses a Markov chain Monte Carlo or a Laplace approximation approach to…
It has been shown that sufficiently well mixing dynamical systems with positive entropy have extreme value laws which in the limit converge to one of the three standard distributions known for i.i.d. processes, namely Gumbel, Fr\'echet and…
We show that strongly-coupled, translation-invariant holographic IR phases at finite density can be classified according to the scaling behaviour of the metric, the electric potential and the electric flux introducing four critical…
We study the last-passage growth model on the planar integer lattice with exponential weights. With boundary conditions that represent the equilibrium exclusion process as seen from a particle right after its jump we prove that the variance…
Extreme events have an important role which is sometime catastrophic in a variety of natural phenomena including climate, earthquakes and turbulence, as well as in man-made environments like financial markets. Statistical analysis and…
We prove several general conditional convergence results on ergodic averages for horocycle and geodesic subgroups of any continuous action of the Lie group SL(2, R) on a locally compact space. These results are motivated by theorems of…
We consider the inverse curvature flows $\dot x=F^{-p}\nu$ of closed star-shaped hypersurfaces in Euclidean space in case $0<p\not=1$ and prove that the flow exists for all time and converges to infinity, if $0<p<1$, while in case $p>1$,…
We study the limiting distributions of Birkhoff sums of a large class of cost functions (observables) evaluated along orbits, under the Gauss map, of rational numbers in $(0,1]$ ordered by denominators. We show convergence to a stable law…
We consider an one-dimensional conservation law with random space-time forcing and calculate using large deviations the exponentially small probabilities of anomalous shock profile displacements. Under suitable hypotheses on the spatial…
We study analytically and numerically the winding of a flux line around a columnar defect. Reflecting and absorbing boundary conditions apply to marginal or repulsive defects, respectively. In both cases, the winding angle distribution…
Hele-Shaw flow at vanishing surface tension is ill-defined. In finite time, the flow develops cusp-like singularities. We show that the ill-defined problem admits a weak {\it dispersive} solution when singularities give rise to a graph of…
We study a continuous time branching process where an individual splits into two daughters with rate b and dies with rate a, starting from a single individual at t=0. We show that the model can be mapped exactly to a random walk problem…
In this work, we show equidistribution properties for the horocycles of a geometrically finite surface with variable negative curvature. If the surface is hyperbolic, we deduce an equidistribution result for the orbits of the horocyclic…
We present a number of important identities related to the excursion theory of linear diffusions. In particular, excursions straddling an independent exponential time are studied in detail. Letting the parameter of the exponential time tend…
This article considers the statistical properties of L\'evy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply.…
We consider large values of long linear exponential sums involving Fourier coefficients of holomorphic cusp forms. The sums we consider involve rational linear twists $e(nh/k)$ with sufficiently small denominators. We prove both pointwise…
In this article we show the relationship between the Pareto distribution and the gamma distribution. This shows that the second one, appropriately extended, explains some anomalies that arise in the practical use of extreme value theory.…
We investigate the influence of time-varying meteoceanic conditions on coastal flooding under the prism of rare events. Focusing on conditions observed over half tidal cycles, we observe that such data fall within the framework of…