Related papers: Statistics of extremal intensities for Gaussian in…
We examine the general question of statistical changes experienced by ensembles of nonlinear random waves propagating in systems ruled by integrable equations. In our study that enters within the framework of integrable turbulence, we…
In this paper, we study the asymptotic behaviors of the extreme of mixed skew-t distribution. We considered limits on distribution and density of maximum of mixed skew-t distribution under linear and power normalization, and further derived…
We present an exact solution for the distribution P(h_m,L) of the maximal height h_m (measured with respect to the average spatial height) in the steady state of a fluctuating Edwards-Wilkinson interface in a one dimensional system of size…
The spatio-temporal dynamics of the deformation of a vibrated plate is measured by a high speed Fourier transform profilometry technique. The space-time Fourier spectrum is analyzed. It displays a behavior consistent with the premises of…
Maximum likelihood estimations for the parameters of extreme value distributions are discussed in this paper using fixed point iteration. The commonly used numerical approach for addressing this problem is the Newton-Raphson approach which…
Extreme value statistics (EVS) concerns the study of the statistics of the maximum or the minimum of a set of random variables. This is an important problem for any time-series and has applications in climate, finance, sports, all the way…
Statistical properties of the front of a semi-infinite system of single-file diffusion (one dimensional system where particles cannot pass each other, but in-between collisions each one independently follow diffusive motion) are…
Any limiting point process for the time normalized exceedances of high levels by a stationary sequence is necessarily compound Poisson under appropriate long range dependence conditions. Typically exceedances appear in clusters. The…
Using the supersymmetric method of random matrix theory within the Heidelberg approach framework we provide statistical description of stationary intensity sampled in locations inside an open wave-chaotic cavity, assuming that the…
We report measurements of intensity distributions of transmitted microwave radiation in quasi-1D samples with lengths L as large as the localization length $\xi$. In contrast to negative exponential statistics found in the diffusive limit,…
We provide a general bound on the Wasserstein distance between two arbitrary distributions of sequences of Bernoulli random variables. The bound is in terms of a mixing quantity for the Glauber dynamics of one of the sequences, and a simple…
We study the nonparametric maximum likelihood estimator (NPMLE) for Gaussian and Poisson mixture models, assuming the support of the true mixing distribution lies in a fixed bounded set. In this setting, we establish exact parametric rates…
Two old conjectures from problem sections, one of which from SIAM Review, concern the question of finding distributions that maximize P(Sn <= t), where Sn is the sum of i.i.d. random variables X1, ..., Xn on the interval [0,1], satisfying…
Let $\mathbf{X}=\{X_{n}\}_{n\geq 1}$ be a sequence of stationary Gaussian variables and suppose that only some of the random variables from $\mathbf{X}$ can be observed. In this paper, by studying the limiting properties of multidimensional…
The emergence of non-gaussian distributions for macroscopic quantities in nonequilibrium steady states is discussed with emphasis on the effective criticality and on the ensuing universality of distribution functions. The following problems…
We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…
It has been shown that sufficiently well mixing dynamical systems with positive entropy have extreme value laws which in the limit converge to one of the three standard distributions known for i.i.d. processes, namely Gumbel, Fr\'echet and…
We provide numerical evidence for slow dynamics of the susceptible-infected-susceptible model evolving on finite-size random networks with power-law degree distributions. Extensive simulations were done by averaging the activity density…
We present analytical and numerical results of modeling of flows represented as the correlated non-Poissonian point process and as the Poissonian sequence of pulses of the different size. Both models may generate signals with the power-law…
We study a system of $N$ non-intersecting $(1+1)$-dimensional fluctuating elastic interfaces (`vicious bridges') at thermal equilibrium, each subject to periodic boundary condition in the longitudinal direction and in presence of a…