Related papers: Extremum statistics: A framework for data analysis
There is substantial empirical and climatological evidence that precipitation extremes have become more extreme during the twentieth century, and that this trend is likely to continue as global warming becomes more intense. However,…
The Weibull distribution can be obtained using a power transformation from the standard exponential distribution. In this article, we will consider a symmetrized power transformation of a random variable with the standard normal…
A broad set of sufficient conditions that guarantees the existence of the maximum entropy (maxent) distribution consistent with specified bounds on certain generalized moments is derived. Most results in the literature are either focused on…
We study analytically and numerically the extreme value distribution of observables defined along the temporal evolution of a dynamical system. The convergence to the Gumbel law of observable recurrences gives information on the fractal…
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…
The extremal process of a branching random walk is the point measure recording the position of particles alive at time $n$, shifted around the expected position of the minimal position. Madaule proved that this point measure converges, as…
The phase transition of the three--dimensional random field Ising model with a discrete ($\pm h$) field distribution is investigated by extensive Monte Carlo simulations. Values of the critical exponents for the correlation length, specific…
The phase transition of the three--dimensional random field Ising model with a discrete ($\pm h$) field distribution is investigated by extensive Monte Carlo simulations. Values of the critical exponents for the correlation length, specific…
Although asymptotic analyses of undirected network models based on degree sequences have started to appear in recent literature, it remains an open problem to study statistical properties of directed network models. In this paper, we…
When modeling a vector of risk variables, extreme scenarios are often of special interest. The peaks-over-thresholds method hinges on the notion that, asymptotically, the excesses over a vector of high thresholds follow a multivariate…
Standard random-effects meta-analysis relies heavily on the assumption that the underlying true effects are normally distributed. In the social sciences, where evidence synthesis increasingly involves large, highly heterogeneous datasets,…
We introduce a new formulation of structural causal models for extremes, called the extremal structural causal model (eSCM). Unlike conventional structural causal models, where randomness is governed by a probability distribution, eSCMs use…
Extreme value distributions are routinely employed to assess risks connected to extreme events in a large number of applications. They typically are two- or three- parameter distributions: the inference can be unstable, which is…
We report moment distribution results from a laboratory earthquake fault experiment consisting of sheared elastic plates separated by a narrow gap filled with a two dimensional granular medium. Local measurement of strain displacements of…
We propose a framework for studying predictability of extreme events in complex systems. Major conceptual elements -- direct cascading or fragmentation, spatial dynamics, and external driving -- are combined in a classical age-dependent…
A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…
The concept of metastate measures on the states of a random spin system was introduced to be able to treat the large-volume asymptotics for complex quenched random systems, like spin glasses, which may exhibit chaotic volume dependence in…
We compare experiments and direct numerical simulations to evaluate the accuracy of the Stokes-drag model, which is used widely in studies of inertial particles in turbulence. We focus on statistics at the dissipation scale and on extreme…
We describe in great generality features concerning constrained entropic, functional variational problems that allow for a broad range of applications. Our discussion encompasses not only entropies but, potentially, any functional of the…
Extreme value (EV) statistics of correlated systems are widely investigated in many fields, spanning the spectrum from weather forecasting to earthquake prediction. Does the unavoidable discrete sampling of a continuous correlated…