Related papers: Extreme events for horocycle flows
Predicting extreme events in nonlinear dynamical systems is challenging due to a limited understanding of their statistical properties. This study numerically and theoretically investigates the statistical properties of infinite-modal maps…
Motivated by interest in the geometry of high intensity events of turbulent flows, we examine spatial correlation functions of sets where turbulent events are particularly intense. These sets are defined using indicator functions on…
Recently, it has been conjectured that the statistics of extremes is of relevance for a large class of correlated system. For certain probability densities this predicts the characteristic large $x$ fall-off behavior $f(x)\sim\exp (-a…
Rare events in the first-passage distributions of jump processes are capable of triggering anomalous reactions or series of events. Estimating their probability is particularly important when the jump probabilities have broad-tailed…
The explosive percolation problem on the complete graph is investigated via extensive numerical simulations. We obtain the cluster-size distribution at the moment when the cluster size heterogeneity becomes maximum. The distribution is…
Intermittency of energy dissipation has long been studied via high-order moments in homogeneous and isotropic turbulence, but not much where the boundary effects are explicitly included. Here, we derive two fundamental Reynolds number…
In this paper we consider a star-shaped hypersurface flow by mean curvature. Without any assumption on the convexity, we give a new proof of gradient estimate for a short time. As an application, we also give a lower bound for the blowing…
We investigate the extreme first-passage statistics of $N$ non-interacting random walkers on discrete, hierarchical networks. {By distinguishing between transport limited by escape from localized initial states (injection-limited) and…
We present a study of the intermittent properties of a shell model of turbulence with unprecedented statistics, about $\sim 10^7$ eddy turn over time, achieved thanks to an implementation on a large-scale parallel GPU factory. This allows…
Consider the empirical spectral distribution of complex random $n\times n$ matrix whose entries are independent and identically distributed random variables with mean zero and variance $1/n$. In this paper, via applying potential theory in…
We provide escape rates formulae for piecewise expanding interval maps with `random holes'. Then we obtain rigorous approximations of invariant densities of randomly perturbed metabstable interval maps. We show that our escape rates…
In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems that have a singular measure. Using the block maxima approach described in Faranda et al. [2011] we show that,…
A random flight on a plane with non-isotropic displacements at the moments of direction changes is considered. In the case of exponentially distributed flight lengths a Gaussian limit theorem is proved for the position of a particle in the…
This paper introduces novel volatility diffusion models to account for the stylized facts of high-frequency financial data such as volatility clustering, intra-day U-shape, and leverage effect. For example, the daily integrated volatility…
We extend the scope of the dynamical theory of extreme values to cover phenomena that do not happen instantaneously, but evolve over a finite, albeit unknown at the onset, time interval. We consider complex dynamical systems, composed of…
We introduce the extremal range, a local statistic for studying the spatial extent of extreme events in random fields on $\mathbb{R}^d$. Conditioned on exceedance of a high threshold at a location $s$, the extremal range at $s$ is the…
Three eigenvalue bounds are derived for the instability of ideal compressible stratified magnetohydrodynamic shear flows in which the base velocity, density, and magnetic field vary in two directions. The first bound can be obtained by…
We prove central limit theorems for the random walks on either the mapping class group of a closed, connected, orientable, hyperbolic surface, or on $\text{Out}(F_N)$, each time under a finite second moment condition on the measure (either…
We prove that the orbit of a non-periodic point at prime values of the horocycle flow in the modular surface is dense in a set of positive measure. For some special orbits we also prove that they are dense in the whole space (assuming the…
The crease flow, replacing the Hamiltonian system used for the evolution of crease sets on black hole horizons, is introduced and its bifurcation properties for null hypersurfaces are discussed. We state the conditions of nondegeneracy and…