Related papers: Extreme Value Statistics and Traveling Fronts: Var…

The aim of this paper is to investigate extremum problems with pay-off being the total variational distance metric defined on the space of probability measures, subject to linear functional constraints on the space of probability measures,…

Invasion fronts in ecology are well studied but very few mathematical results concern the case with variable motility (possibly due to mutations). Based on an apparently simple reaction-diffusion equation, we explain the observed phenomena…

We develop and generalize the theory of extreme value for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting. We apply our results to non-autonomous dynamical…

This paper develops new extremal principles of variational analysis that are motivated by applications to constrained problems of stochastic programming and semi-infinite programming without smoothness and/or convexity assumptions. These…

Entanglement is a crucial resource in quantum information theory. We investigate the use of different forms of entangled states in continuous variable quantum teleportation, specifically the use of a finite-basis entanglement resource. We…

We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…

A lower bound on the solution to the traveling salesman problem is provided, which is expressed in terms of eigenvalues related to the distance matrix for the problem. This bound has many interesting properties such as transforming…

The potential applications of boundary functionals of random processes, such as the extreme values of these processes, the moment of first reaching a fixed level, the value of the process at the moment of reaching the level, the moment of…

We investigate extreme value theory of a class of random sequences defined by the all-time suprema of aggregated self-similar Gaussian processes with trend. This study is motivated by its potential applications in various areas and its…

The paper considers estimates for some sums and products of functions of prime numbers. Several assertions on this topic have been proven. We also study extremal estimates for strongly additive and strongly multiplicative arithmetic…

According to the Chinese Health Statistics Yearbook, in 2005, the number of traffic accidents was 187781 with total direct property losses of 103691.7 (10000 Yuan). This research aims to fill the gap in the literature by investigating the…

We study the extremes for a class of a symmetric stable random fields with long range dependence. We prove functional extremal theorems both in the space of sup measures and in the space of cadlag functions of several variables. The limits…

This article proposes a generalized notion of extreme multivariate dependence between two random vectors which relies on the extremality of the cross-covariance matrix between these two vectors. Using a partial ordering on the…

Transportation agencies have an opportunity to leverage increasingly-available trajectory datasets to improve their analyses and decision-making processes. However, this data is typically purchased from vendors, which means agencies must…

Motivated by the psychological literature on the "peak-end rule" for remembered experience, we perform an analysis within a random walk framework of a discrete choice model where agents' future choices depend on the peak memory of their…

In the rapidly growing literature on explanation algorithms, it often remains unclear what precisely these algorithms are for and how they should be used. In this position paper, we argue for a novel and pragmatic perspective: Explainable…

We present a novel statistical treatment, the "metastatistics of extreme events", for calculating the frequency of extreme events. This approach, which is of general validity, is the proper statistical framework to address the problem of…

Statistical physics and dynamical systems theory are key tools to study high-impact geophysical events such as temperature extremes, cyclones, thunderstorms, geomagnetic storms and many more. Despite the intrinsic differences between these…

Extremal dependence between international stock markets is of particular interest in today's global financial landscape. However, previous studies have shown this dependence is not necessarily stationary over time. We concern ourselves with…

Simultaneous concurrence of extreme values across multiple climate variables can result in large societal and environmental impacts. Therefore, there is growing interest in understanding these concurrent extremes. In many applications, not…