Related papers: Peaks over Threshold in Scale-Free Random Graphs
Critical phenomena on scale-free networks with a degree distribution $p_k \sim k^{-\lambda}$ exhibit rich finite-size effects due to its structural heterogeneity. We systematically study the finite-size scaling of percolation and identify…
We present a process-level Poisson-approximation result for the degree-k vertices in a high-density weighted random connection model with preferential-attachment kernel in the unit volume. Our main focus lies on the impact of the left tails…
Classical extreme value statistics consists of two fundamental approaches: the block maxima (BM) method and the peak-over-threshold (POT) approach. It seems to be general consensus among researchers in the field that the POT method makes…
In this paper, we study fluctuations of conditionally centered statistics of the form $$N^{-1/2}\sum_{i=1}^N c_i(g(\sigma_i)-\mathbb{E}_N[g(\sigma_i)|\sigma_j,j\neq i])$$ where $(\sigma_1,\ldots ,\sigma_N)$ are sampled from a dependent…
Let $[\mathcal{P}]$ be the points of a Poisson process on $\mathbb{R}^d$ and $F$ a probability distribution with support on the non-negative integers. Models are formulated for generating translation invariant random graphs with vertex set…
We consider stationary configurations of points in Euclidean space which are marked by positive random variables called scores. The scores are allowed to depend on the relative positions of other points and outside sources of randomness.…
We study probabilities of various rare events for the limiting point process that appears at the random matrix hard edge. We also show a transition from hard edge to bulk behavior. Asymptotic events studied include a central limit theorem…
Let $A \subseteq \{0,1,\dots,N\}$ be a random set in which each element is included independently with probability $p=p(N)$. Fix an integer $h \geq 2$ and a linear form $$L(x_1,\dots,x_h) := u_1x_1 + \cdots + u_hx_h.$$ We study the random…
The exponential family of random graphs is one of the most promising class of network models. Dependence between the random edges is defined through certain finite subgraphs, analogous to the use of potential energy to provide dependence…
In this work, we develop a constructive modeling framework for extreme threshold exceedances in repeated observations of spatial fields, based on general product mixtures of random fields possessing light or heavy-tailed margins and various…
Clustering is well-known to play a prominent role in the description and understanding of complex networks, and a large spectrum of tools and ideas have been introduced to this end. In particular, it has been recognized that the abundance…
Panel data arise in a wide range of application areas, and developing modelling methods for extreme values under such a setup is essential for reliable risk assessment and management. When choosing to model the marginal distributions of…
We review some recent development in the theory of spatial extremes related to Pareto Processes and modeling of threshold exceedances. We provide theoretical background, methodology for modeling, simulation and inference as well as an…
Bootstrap percolation is a well-known activation process in a graph, in which a node becomes active when it has at least $r$ active neighbors. Such process, originally studied on regular structures, has been recently investigated also in…
We consider a random geometric graph $G(\chi_n, r_n)$, given by connecting two vertices of a Poisson point process $\chi_n$ of intensity $n$ on the unit torus whenever their distance is smaller than the parameter $r_n$. The model is…
In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…
We consider self-loops and multiple edges in the configuration model as the size of the graph tends to infinity. The interest in these random variables is due to the fact that the configuration model, conditioned on being simple, is a…
We study models of weighted exponential random graphs in the large network limit. These models have recently been proposed to model weighted network data arising from a host of applications including socio-econometric data such as migration…
We are concerned here with the likelihood ratio statistics in two exponential random graph models -- the $\beta$-model and the Bradley-Terry model, in which the degree sequence on an undirected graph and the out-degree sequence on a…
Axelrod's model with $F=2$ cultural features, where each feature can assume $k$ states drawn from a Poisson distribution of parameter $q$, exhibits a continuous nonequilibrium phase transition in the square lattice. Here we use extensive…