Related papers: On singular probability densities generated by ext…
The conventional definition of extremality of a finite collection of sets is extended by replacing a fixed point (extremal point) in the intersection of the sets by a collection of sequences of points in the individual sets with the…
Motivated by applications of statistical mechanics in which the system of interest is spatially unconfined, we present an exact solution to the maximum entropy problem for assigning a stationary probability distribution on the phase space…
We consider the asymmetric simple exclusion processes (ASEP) on a ring constrained to produce an atypically large flux, or an extreme activity. Using quantum free fermion techniques we find the time-dependent conditional transition…
This paper investigates a function of macroscopic variables known as the singular potential, building on previous work by Ball and Majumdar. The singular potential is a function of the admissible statistical averages of probability…
In this work we study the effects of introducing long range interactions in the Bak-Sneppen (BS) model of biological evolution. We analyze a recebtly propopsed version of the BS model where the interactions decay as r^{-alpha}; in this way…
We prove structural stability under perturbations for a class of discrete-time dynamical systems near a non-hyperbolic fixed point. We reformulate the stability problem in terms of the well-posedness of an infinite-dimensional nonlinear…
Macroevolutionary dynamics often display sudden, explosive surges, where systems remain relatively stable for extended periods before experiencing dramatic acceleration that frequently exceeds traditional exponential growth. This pattern is…
This note is concerned with weakly interacting stochastic particle systems with possibly singular pairwise interactions. In this setting, we observe a connection between entropic propagation of chaos and exponential concentration bounds for…
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…
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 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…
We study the behaviour of the interacting particle system, arising from the Bak-Sneppen model and Jante's law process. Let $N$ vertices be placed on a circle, such that each vertex has exactly two neighbours. To each vertex assign a real…
We study a class of Markovian systems of $N$ elements taking values in $[0,1]$ that evolve in discrete time $t$ via randomized replacement rules based on the ranks of the elements. These rank-driven processes are inspired by variants of the…
We study an one-dimensional stochastic model of vehicular traffic on open segments of a single-lane road of finite size $L$. The vehicles obey a stochastic discrete-time dynamics which is a limiting case of the generalized Totally…
Temporal autocorrelation functions for avalanches in the Bak-Sneppen model display aging behavior similar to glassy systems. Numerical simulations show that they decay as power laws with two distinct regimes separated by a time scale which…
A prototypical model of symmetry-broken active matter -- biased quorum-sensing active particles (bQSAPs) -- is used to extend notions of dynamic critical phenomena to the paradigmatic setting of driven transport, where characteristic…
The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated…
We study four different approaches to model time-dependent extremal behavior: dynamics introduced by (a) a state-space model (SSM), (b) a shot-noise-type process with GPD marginals, (c) a copula-based autoregressive model with GPD…
A simple random-neighbor SOC model that combines properties of the Bak-Sneppen and the relaxation oscillators (slip-stick) models is introduced. The analysis in terms of branching processes is transparent and gives insight about the…
We re-consider Leadbetter's extremal index for stationary sequences. It has interpretation as reciprocal of the expected size of an extremal cluster above high thresholds. We focus on heavy-tailed time series, in particular on regularly…