Related papers: On singular probability densities generated by ext…
The depinning of an elastic line in a random medium is studied via an extremal model. The latter gives access to the instantaneous depinning force for each successive conformation of the line. Based on conditional statistics the universal…
Models of self-organized criticality, which can be described as singular diffusions with or without (multiplicative) Wiener forcing term (as e.g. the Bak/Tang/Wiesenfeld- and Zhang-models), are analyzed. Existence and uniqueness of…
The dynamics of complex systems in nature often occurs in terms of punctuations, or avalanches, rather than following a smooth, gradual path. A comprehensive theory of avalanche dynamics in models of growth, interface depinning, and…
The free central-limit theorem, a fundamental theorem in free probability, states that empirical averages of freely independent random variables are asymptotically semi-circular. We extend this theorem to general dynamical systems of…
In this paper we present our study on the critical behavior of a stochastic anisotropic Bak-Sneppen (saBS) model, in which a parameter $\alpha$ is introduced to describe the interaction strength among nearest species. We estimate the…
Spatial self-similarity is a hallmark of critical phenomena. We study the dynamic process of percolation, in which bonds are incrementally added to an initially empty lattice until the system becomes fully occupied. By tracking the gap --…
Assessing the probability of occurrence of extreme events is a crucial issue in various fields like finance, insurance, telecommunication or environmental sciences. In a multivariate framework, the tail dependence is characterized by the…
Exceptional points (EPs) are ubiquitous in non-hermitian systems, and represent the complex counterpart of critical points. By driving a system through a critical point at finite rate induces defects, described by the Kibble-Zurek…
Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…
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…
The large deviation functional of the density field in the weakly asymmetric exclusion process with open boundaries is studied using a combination of numerical and analytical methods. For appropriate boundary conditions and bulk drives the…
A new quantity, average fitness, is introduced in Bak-Sneppen evolution model. Through this new quantity, a new hierarchy of avalanches is observed in the evolution of Bak-Sneppen model. An exact gap equation, governing the…
The mean-field theory of Kinetically-Constrained-Models is developed by considering the Fredrickson-Andersen model on the Bethe lattice. Using certain properties of the dynamics observed in actual numerical experiments we derive asymptotic…
Extreme events occur across the natural, engineering, and socioeconomic sciences, where rare but high-impact episodes can lead to disproportionate consequences that pose major challenges for prediction and risk management. Existing studies…
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.…
A dynamical model of an ecological community is analyzed within a "mean-field approximation" in which one of the species interacts with the combination of all of the other species in the community. Within this approximation the model may be…
The goal of this paper is two-fold: 1. We review classical and recent measures of serial extremal dependence in a strictly stationary time series as well as their estimation. 2. We discuss recent concepts of heavy-tailed time series,…
We introduce the extremal range, a local statistic for studying the spatial extent of extreme events in random fields on $\mathbb{R}^d$. Conditioned on exceedance of a high threshold at a location $s$, the extremal range at $s$ is the…
The mean-field thermodynamic limit is studied for a class of isolated Newtonian N-body systems whose Hamiltonian admits several invariants of motion. It is shown that the macrostates of individual members of a statistical equilibrium…
We consider Schelling's bounded neighbourhood model (BNM) of unorganised segregation of two populations from the perspective of modern dynamical systems theory. We derive a Schelling dynamical system and carry out a complete quantitative…