Related papers: Full extremal process in four-dimensional membrane…
We formalise, in Coq, the opening sections of Parity Complexes [Street1991] up to and including the all important excision of extremals algorithm. Parity complexes describe the essential combinatorial structure exhibited by simplexes, cubes…
This work extends the studies on the minimum and extremal process of a supercritical branching random walk outside the boundary case which cannot be reduced to the boundary case. We study here the situation where the log-generating function…
The behavior of extreme observations is well-understood for time series or spatial data, but little is known if the data generating process is a structural causal model (SCM). We study the behavior of extremes in this model class, both for…
Various natural phenomena exhibit spatial extremal dependence at short spatial distances. However, existing models proposed in the spatial extremes literature often assume that extremal dependence persists across the entire domain. This is…
This paper studies extremal quantiles under two-way clustered dependence. We show that the limiting distribution of unconditional intermediate-order tail quantiles is Gaussian. This result is notable because two-way clustering typically…
We consider the set of extremal points of the generalized unit ball induced by gradient total variation seminorms for vector-valued functions on bounded Euclidean domains. These are central to the understanding of sparse solutions and…
We consider stationary stochastic processes arising from dynamical systems by evaluating a given observable along the orbits of the system. We focus on the extremal behaviour of the process, which is related to the entrance in certain…
We use an iteration procedure propped up by a a classical form of the maximum principle to show the existence of solutions to a nonlinear Poisson equation with Dirichlet boundary conditions. These methods can be applied to the case of…
We study translation-invariant determinantal random point fields on the real line. We prove, under quite general conditions, that the smallest nearest spacings between the particles in a large interval have Poisson statistics as the length…
We study the extremal properties of the "integer-valued Gaussian" a.k.a.\ DG-model on the hierarchical lattice $\Lambda_n:=\{1,\dots,b\}^n$ (with $b\ge2$) of depth $n$. This is a random field $\varphi\in\mathbb Z^{\Lambda_n}$ with law…
We consider the filtering and smoothing problems for an infinite-dimensional diffusion process X, observed through a finite-dimensional representation at discrete points in time. At the heart of our proposed methodology lies the…
We use point processes theory to describe the asymptotic distribution of all upper order statistics for observations collected at renewal times. As a corollary, we obtain limiting theorems for corresponding extremal processes.
The discrete membrane model is a Gaussian random interface whose inverse covariance is given by the discrete biharmonic operator on a graph. In literature almost all works have considered the field as indexed over $\mathbb{Z}^d$, and this…
We develop a finite element method for a large deformation membrane elasticity problem on meshed surfaces using a tangential differential calculus approach that avoids the use of classical differential geometric methods. The method is also…
We study the structure of extreme level sets of a standard one dimensional branching Brownian motion, namely the sets of particles whose height is within a fixed distance from the order of the global maximum. It is well known that such…
We consider the extreme value theory of a hyperbolic toral automorphism $T: \mathbb{T}^2 \to \mathbb{T}^2$ showing that if a H\"older observation $\phi$ which is a function of a Euclidean-type distance to a non-periodic point $\zeta$ is…
We study the two-species diffusion-annihilation process, $A+B\rightarrow$ \O, on the fully-connected lattice. Probability distributions for the number of particles and the reaction time are obtained for a finite-size system using a master…
We generalise the construction of multivariate Hawkes processes to a possibly infinite network of counting processes on a directed graph $\mathbb G$. The process is constructed as the solution to a system of Poisson driven stochastic…
In this paper, we give sufficient conditions to establish central limit theorems for boundary estimates of Poisson point processes. The considered estimates are obtained by smoothing some bias corrected extreme values of the point process.…
A class of branching processes in varying environments is exhibited which become extinct almost surely even though the means M_n grow fast enough so that sum M_n^{-1} is finite. In fact, such a process is constructed for every offspring…