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We show that for planar dispersing billiards the return times distribution is, in the limit, Poisson for metric balls almost everywhere w.r.t. the SRB measure. Since the Poincar\'e return map is piecewise smooth but becomes singular at the…

Dynamical Systems · Mathematics 2014-11-10 Jorge Milhazes Freitas , Nicolai Haydn , Matthew Nicol

We study the ergodic properties of horospheres on rank 1 manifolds with non-positive curvature. We prove that the horospheres are equidistributed under the action of the geodesic flow towards the Bowen-Margulis measure, on a large class of…

Dynamical Systems · Mathematics 2021-10-06 Sergi Burniol Clotet

We consider two scalar conservation laws with non-local flux functions, describing traffic flow on roads with rough conditions. In the first model, the velocity of the car depends on an averaged downstream density, while in the second model…

Analysis of PDEs · Mathematics 2018-09-11 Wen Shen

The study of transversal fluctuation of the optimal path has been a crucial aspect of the Kadar-Parisi-Zhang (KPZ) universality class. In this paper, we establish a new probability lower bound, with optimal exponential order, for the rare…

Probability · Mathematics 2024-06-28 Xiao Shen

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…

Probability · Mathematics 2016-01-05 Louis-Pierre Arguin

We show that the probability distribution function that best fits the distribution of return times between two consecutive visits of a chaotic trajectory to finite size regions in phase space deviates from the exponential statistics by a…

Chaotic Dynamics · Physics 2015-05-13 Murilo S. Baptista , Dariel M. Maranhao , Jose C. Sartorelli

We argue that the transition to turbulence is controlled by large amplitude events that follow extreme distribution theory. The theory suggests an explanation for recent observations of the turbulent state lifetime which exhibit…

Fluid Dynamics · Physics 2015-05-13 Nigel Goldenfeld , Nicholas Guttenberg , Gustavo Gioia

We construct new examples of cylinder flows, given by skew product extensions of irrational rotations on the circle, that are ergodic and rationally ergodic along a subsequence of iterates. In particular, they exhibit law of large numbers.…

Dynamical Systems · Mathematics 2020-04-21 Patricia Cirilo , Yuri Lima , Enrique Pujals

We investigate extreme value theory of a class of random sequences defined by the all-time suprema of aggregated self-similar Gaussian processes with trend. This study is motivated by its potential applications in various areas and its…

Probability · Mathematics 2022-11-09 Lanpeng Ji , Xiaofan Peng

Noncolliding diffusion processes reported in the present paper are $N$-particle systems of diffusion processes in one-dimension, which are conditioned so that all particles start from the origin and never collide with each other in a finite…

Probability · Mathematics 2011-05-05 Minami Izumi , Makoto Katori

Extreme events can come either from point processes, when the size or energy of the events is above a certain threshold, or from time series, when the intensity of a signal surpasses a threshold value. We are particularly concerned by the…

Statistical Mechanics · Physics 2017-07-26 Alvaro Corral

We show anomalous dissipation of scalars advected by weak solutions to the incompressible Euler equations with $C^{(\sfrac{1}{3})^-}$ regularity, for an arbitrary initial datum in $\dot H^1 (\T^3)$. This is the first rigorous derivation of…

Analysis of PDEs · Mathematics 2024-09-19 Jan Burczak , László Székelyhidi , Bian Wu

We study the ergodic properties of superdiffusive, spatiotemporally coupled Levy walk processes. For trajectories of finite duration, we reveal a distinct scatter of the scaling exponents of the time averaged mean squared displacement…

Statistical Mechanics · Physics 2015-06-11 Aljaz Godec , Ralf Metzler

In classical diffusion, particle step-sizes have a Gaussian distribution. However, in superdiffusion, they have power-law tails, with transport dominated by rare, long L\'evy flights. Similarly, if the time interval between scattering…

High Energy Astrophysical Phenomena · Physics 2025-10-08 Naixin Liang , Siang Peng Oh

Understanding multivariate extreme events play a crucial role in managing the risks of complex systems since extremes are governed by their own mechanisms. Conditional on a given variable exceeding a high threshold (e.g.\ traffic…

Methodology · Statistics 2021-06-28 Valentin Courgeau , Almut E. D. Veraart

This paper introduces a novel approach employing extreme value theory to analyze queue lengths within a corridor controlled by adaptive controllers. We consider the maximum queue lengths of a signalized corridor consisting of nine…

Systems and Control · Electrical Eng. & Systems 2024-08-05 Shakib Mustavee , Pushkin Kachroo , Shaurya Agarwal

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,…

Data Analysis, Statistics and Probability · Physics 2024-07-02 Evangelos Matsinos

We propose an approach to compute the conditional moments of fat-tailed phenomena that, only looking at data, could be mistakenly considered as having infinite mean. This type of problems manifests itself when a random variable Y has a…

Applications · Statistics 2018-08-02 Nassim Nicholas Taleb , Pasquale Cirillo

The distributions of "time of flight" (time spent by a single fluid particle between two crossings of the Poincar\'e section) are investigated for five different 3D stationary chaotic mixers. Above all, we study the large tails of those…

Fluid Dynamics · Physics 2015-07-31 Florence Raynal , Philippe Carrière

We study the escape dynamics in the presence of a hole of a standard family of intermittent maps of the unit interval with neutral fixed point at the origin (and finite absolutely continuous invariant measure). Provided that the hole (is a…

Dynamical Systems · Mathematics 2014-10-21 Mark Demers , Bastien Fernandez
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