Related papers: Extreme Points and Large Contests
The object of this paper is twofold. From one side we study the dichotomy, in terms of the Extremal Index of the possible Extreme Value Laws, when the rare events are centred around periodic or non periodic points. Then we build a general…
Shortlisting is a common and effective method for pre-selecting participants in competitive settings. To ensure fairness, a cut-off score is typically announced, allowing only contestants who exceed it to enter the contest, while others are…
In experiment, the multiplicity distributions of inelastic processes are truncated due to finite energy, insufficient statistics or special choice of events. It is shown that the moments of such truncated multiplicity distributions possess…
In this paper, we investigate the extremal structure of the unit ball in the most general classes of Orlicz--Lorentz spaces. the characterizations of extreme points, strongly extreme points, and exposed points are given for Orlicz--Lorentz…
Suppose Xt is either a regular exponential type Levy process or a Levy process with a bounded variation jumps measure. The distribution of the extrema of Xt play a crucial role in many financial and actuarial problems. This article employs…
In this work, we propose a new existence result for quasi-equilibrium problems using generalized monotonicity in an infinite dimensional space. Also, we show that the notions of generalized monotonicity can be characterized in terms of…
In environmental applications of extreme value statistics, the underlying stochastic process is often modeled either as a max-stable process in continuous time/space or as a process in the domain of attraction of such a max-stable process.…
We consider an extension of the conditional min- and max-entropies to infinite-dimensional separable Hilbert spaces. We show that these satisfy characterizing properties known from the finite-dimensional case, and retain…
Extremes play a special role in Anomaly Detection. Beyond inference and simulation purposes, probabilistic tools borrowed from Extreme Value Theory (EVT), such as the angular measure, can also be used to design novel statistical learning…
Randomized higher-order computation can be seen as being captured by a lambda calculus endowed with a single algebraic operation, namely a construct for binary probabilistic choice. What matters about such computations is the probability of…
We formulate a general approach to higher concurrencies in general and neural codes in particular, and suggest how the higher order aspects may be dealt with in using topology.
We characterize countable dimensionality and strong countable dimensionality by means of an infinite game.
We completely characterize $\Delta$- and local subexponentialities of positive-half compound Poisson distributions and extend the characterization on two-sided distributions. Moreover, $\Delta$-subexponentiality of infinitely divisible…
We prove a new extremal inequality, motivated by the vector Gaussian broadcast channel and the distributed source coding with a single quadratic distortion constraint problems. As a corollary, this inequality yields a generalization of the…
The paper contains two natural constructions of extreme hyperspace selections generated by special ordinal decompositions of the underlying space. These constructions are very efficient not only in simplifying arguments but also in…
We consider two-player random extensive form games where the payoffs at the leaves are independently drawn uniformly at random from a given feasible set C. We study the asymptotic distribution of the subgame perfect equilibrium outcome for…
We develop an idempotent version of probabilistic potential theory. The goal is to describe the set of max-plus harmonic functions, which give the stationary solutions of deterministic optimal control problems with additive reward. The…
Separable convex optimization problems with linear ascending inequality and equality constraints are addressed in this paper. Under an ordering condition on the slopes of the functions at the origin, an algorithm that determines the optimum…
We give an interpretation of the Maximum Entropy (MaxEnt) Principle in game-theoretic terms. Based on this interpretation, we make a formal distinction between different ways of {em applying/} Maximum Entropy distributions. MaxEnt has…
We consider the problem of allocating indivisible goods in a way that is fair, using one of the leading market mechanisms in economics: the competitive equilibrium from equal incomes. Focusing on two major classes of valuations, namely…