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Asymptotic normality of extreme value tail estimators received much attention in the literature, giving rise to increasingly complicated 2nd order regularity conditions. However, such conditions are really difficult to be checked for real…
Alternative approach for description of the non-equilibrium phenomena arising in solids at a severe external loading is analyzed. The approach is based on the new form of kinetic equations in terms of the internal and modified free energy.…
We calculate the power spectrum of density fluctuations in the statistical non-equilibrium field theory for classical, microscopic degrees of freedom to first order in the interaction potential. We specialise our result to cosmology by…
A microscopic model of interacting oscillators, which admits two conserved quantities, volume, and energy, is investigated. We begin with a system driven by a general nonlinear potential under high-temperature regime by taking the inverse…
We introduce a family of random matrices where correlations between matrix elements are induced via interaction-derived Boltzmann factors. Varying these yields access to different ensembles. We find a universal scaling behavior of the…
We consider a $p$-dimensional time series where the dimension $p$ increases with the sample size $n$. The resulting data matrix $X$ follows a stochastic volatility model: each entry consists of a positive random volatility term multiplied…
We constructed a model that evolved from a non-equilibrium state to an equilibrium state. The model only needs two basic coefficients, including self-similar coefficients and non-equilibrium coefficients. The coefficients of the model can…
We introduce a stochastic model to explain a double power-law distribution which exhibits two different Paretian behaviors in the upper and the lower tail and widely exists in social and economic systems. The model incorporates fitness…
The paper is primarily concerned with the asymptotic behavior as $N\to\infty$ of averages of nonconventional arrays having the form $N^{-1}\sum_{n=1}^N\prod_{j=1}^\ell T^{P_j(n,N)}f_j$ where $f_j$'s are bounded measurable functions, $T$ is…
In this paper, we investigate the asymptotic behaviors of the solutions of nonlinear dynamic systems nearby an equilibrium point, when the nominal parts are subject to non necessarily small perturbations. We show that, under some estimates…
Complex systems comprise a large number of interacting elements, whose dynamics is not always a priori known. In these cases -- in order to uncover their key features -- we have to turn to empirical methods, one of which was recently…
A statistical field theory is developed to explore the density of states and spatial profile of `tail states' at the edge of the spectral support of a general class of disordered non-Hermitian operators. These states, which are identified…
Hyperchaos is distinguished from chaos by the presence of at least two positive Lyapunov exponents instead of just one in dynamical systems. A general scenario is presented here that shows emergence of hyperchaos with a sudden large…
We consider multivariate extreme value statistics for independent but nonidentically distributed random vectors. In particular, the data may have varying tail copulas and also heteroscedastic marginal distributions. Assuming smoothly…
Physical kinetic roughening processes are well known to exhibit universal scaling of observables that fluctuate in space and time. Are there analogous dynamic scaling laws that are unique to the chemical reaction mechanisms available…
We discuss dynamics obtained by increasing powers of non-normal matrices that are roots of the identity, and therefore have all eigenvalues on the unit circle. Naively, one would expect that the expectation value of such powers cannot grow…
We consider a class of multiplicative processes which, added with stochastic reset events, give origin to stationary distributions with power-law tails -- ubiquitous in the statistics of social, economic, and ecological systems. Our main…
One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…
We study harmonic chains with i.i.d. random spring constants $K_n$ and i.i.d. random masses $m_n$. We introduce a new combinatorial approach which allows to derive a compact approximate expression for the complex Lyapunov exponent, in terms…
In statistical mechanics, evaluating finite-size macroscopic fluctuations typically relies on Edgeworth expansions. However, these perturbative methods append additive polynomial corrections that inevitably break down in the large deviation…