Related papers: Universal fluctuations and extreme value statistic…
Fisher's fluctuation-response relation is one of four famous scaling formulae and is consistent with a vanishing correlation-function anomalous dimension above the upper critical dimension d_c. However, it has long been known that numerical…
In order to account for possible nonstatistical fluctuations in a hadronizing system (leading to the characteristic power-like behavior of the respective single particle spectra and to the broadening of the corresponding multiparticle…
In this paper, we study the fluctuations of sums of random variables with distribution defined as a mixture of light-tail and truncated heavy-tail distributions. We focus on the case when both the mixing coefficient and the truncation level…
A vast literature over the past fifteen years has been devoted to the study of the geometric properties of Gaussian random waves. In this work, we investigate the geometric behavior of \emph{uniform random waves}, a much less studied…
Let $X_1$, $X_2$,... be a sequence of independent random variables with common distribution function $F$ in the domain of attraction of a Gumbel extreme value distribution and for each integer $n\geq 1$, let $X_{1,n} \leq ... X_{n,n}$…
Recently, Portelli et al (2003) have semi-numerically obtained a functional form of the probability distribution of fluctuations in the total energy flow in a model for fluid turbulence. This follows earlier work suggesting that…
An analysis of moments and spectra shows that, while the distribution of avalanche areas obeys finite size scaling, that of toppling numbers is universally characterized by a full, nonlinear multifractal spectrum. Rare, large avalanches…
We perform an analysis of preliminary data on strange particles yields and fluctuations within the Statistical hadronization model. We begin by describing the theoretical disagreements between different statistical models currently on the…
In this note, we establish the convergence in distribution of the maxima of i.i.d. random variables to the Gumbel distribution with the associated normalizing sequences for several examples that are related to the normal distribution.…
The structure of very complicated irregular "microscopic" (local) entropy fluctuations around a big separated "macroscopic" (global) fluctuation in the statistical equilibrium was studied in numerical experiments on a simple 2--freedom…
We consider a random walk of $n$ steps starting at $x_0=0$ with a double exponential (Laplace) jump distribution. We compute exactly the distribution $p_{k,n}(\Delta)$ of the gap $d_{k,n}$ between the $k^{\rm th}$ and $(k+1)^{\rm th}$…
The existence of power-law distributions is only a first requirement in the validation of the critical behavior of a system. Long-range spatio-temporal correlations are fundamental for the spontaneous neuronal activity to be the expression…
For measuring tail risk with scarce extreme events, extreme value analysis is often invoked as the statistical tool to extrapolate to the tail of a distribution. The presence of large datasets benefits tail risk analysis by providing more…
We advance a statistical theory of extreme event emergence in random nonlinear wave systems with self-similar intermediate asymptotics. We show, within the framework of a generic (1 + 1)D nonlinear Schrodinger equation with linear gain,…
It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. Here we consider non-stationary but…
Unlike typical phase transitions of first and second order, a system displaying the Thouless effect exhibits characteristics of both at the critical point (jumps in the order parameter and anomalously large fluctuations). An $extreme$…
We investigate the limiting distribution of the fluctuations of the maximal summand in a random partition of a large integer with respect to a multiplicative statistics. We show that for a big family of Gibbs measures on partitions (so…
In order to better fit real-world datasets, studying asymmetric distribution is of great interest. In this work, we derive several mathematical properties of a general class of asymmetric distributions with positive support which shows up…
The key to successful statistical analysis of bivariate extreme events lies in flexible modelling of the tail dependence relationship between the two variables. In the extreme value theory literature, various techniques are available to…
$f$-divergences, which quantify discrepancy between probability distributions, are ubiquitous in information theory, machine learning, and statistics. While there are numerous methods for estimating $f$-divergences from data, a limit…