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Consider random matrices $A$, of dimension $m\times (m+n)$, drawn from an ensemble with probability density $f(\rmtr AA^\dagger)$, with $f(x)$ a given appropriate function. Break $A = (B,X)$ into an $m\times m$ block $B$ and the…

Probability · Mathematics 2007-06-13 Joshua Feinberg

Inspired by the physics of magnetohydrodynamics (MHD) a simplified coupled Burgers-like model in one dimension (1d), a generalization of the Burgers model to coupled degrees of freedom, is proposed to describe 1dMHD. In addition to MHD,…

Statistical Mechanics · Physics 2015-05-13 Abhik Basu , Erwin Frey

In this brief, we try to develop a comprehensive framework to identify, quantify, isolate, and reduce the uncertainties in the original BHR model \citep {Besnard1992} for variable-density flows. Because the eigenspace perturbation of…

Fluid Dynamics · Physics 2020-01-01 Z. Huang , J. Hayes , G. Iaccarino

Machine learning classification methods usually assume that all possible classes are sufficiently present within the training set. Due to their inherent rarities, extreme events are always under-represented and classifiers tailored for…

Methodology · Statistics 2025-06-12 Juliette Legrand , Philippe Naveau , Marco Oesting

We consider a two-parameter discrete generalized beta (DGB) distribution and propose its universal applications to study the size-distribution of the urban agglomerations across various countries in the world, where the urban agglomerations…

Physics and Society · Physics 2019-06-26 Abhik Ghosh , Banasri Basu

Floods are highly uncertain events, occurring in different regions, with varying prerequisites and intensities. A highly reliable flood disaster risk map can help reduce the impact of floods for flood management, disaster decreasing, and…

Applications · Statistics 2021-07-06 Hongping Zhang , Zhenfeng Shao , Jinqi Zhao , Xiao Huang , Jie Yang , Bin Hu , Wenfu Wu

In this paper, we prove a universality result for the limiting distribution of persistence diagrams arising from geometric filtrations over random point processes. Specifically, we consider the distribution of the ratio of persistence…

Probability · Mathematics 2024-08-13 Omer Bobrowski , Primoz Skraba

Normalizing flows are a popular class of models for approximating probability distributions. However, their invertible nature limits their ability to model target distributions whose support have a complex topological structure, such as…

Machine Learning · Statistics 2022-02-25 Vincent Stimper , Bernhard Schölkopf , José Miguel Hernández-Lobato

Fluctuations of global additive quantities, like total energy or magnetization for instance, can in principle be described by statistics of sums of (possibly correlated) random variables. Yet, it turns out that extreme values (the largest…

Statistical Mechanics · Physics 2008-11-18 Maxime Clusel , Eric Bertin

Scaling of the Reynolds stresses has been sought by many researchers, since it provides a template of universal dynamical patterns across a range of Reynolds numbers. Various statistical and normalization schemes have been attempted, but…

Fluid Dynamics · Physics 2024-07-18 T. -W. Lee , J. E. Park

When analysing extreme values, two alternative statistical approaches have historically been held in contention: the block maxima method (or annual maxima method, spurred by hydrological applications) and the peaks-over-threshold. Clamoured…

Statistics Theory · Mathematics 2026-02-12 Claudia Neves , Chang Xu

We analyze the constituents stocks of the Dow Jones Industrial Average (DJIA30) and the Standard & Poor's 100 index (S&P100) of the NYSE stock exchange market. Surprisingly, we discover the data collapse of the histograms of the DJIA30…

Statistical Finance · Quantitative Finance 2009-03-13 Rui Gonçalves , Alberto Pinto

This paper discusses and analyzes various models of binary correlated sources, which may be relevant in several distributed communication scenarios. These models are statistically characterized in terms of joint Probability Mass Function…

Information Theory · Computer Science 2023-02-08 Marco Martalo' , Riccardo Raheli

In the context of Monte Carlo simulations, the analysis of the probability distribution $P_L(m)$ of the order parameter $m$, as obtained in simulation boxes of finite linear extension $L$, allows for an easy estimation of the location of…

Soft Condensed Matter · Physics 2011-05-27 T. Fischer , R. L. C. Vink

Recent literature in the last Maximum Entropy workshop introduced an analogy between cumulative probability distributions and normalized utility functions. Based on this analogy, a utility density function can de defined as the derivative…

Artificial Intelligence · Computer Science 2009-11-10 Ali E. Abbas

Multivariate extreme value distributions are a common choice for modelling multivariate extremes. In high dimensions, however, the construction of flexible and parsimonious models is challenging. We propose to combine bivariate max-stable…

Methodology · Statistics 2024-12-25 Shuang Hu , Zuoxiang Peng , Johan Segers

An axiomatic foundation regarding the entropy for complex systems is established. Missing from decades of research was the requirement that entropy must measure the uncertainty at the informational scale of the maximizing distribution,…

Statistical Mechanics · Physics 2026-05-29 Kenric P. Nelson

River networks serve as a paradigmatic example of all branching networks. Essential to understanding the overall structure of river networks is a knowledge of their detailed architecture. Here we show that sub-branches are distributed…

Geophysics · Physics 2013-05-29 Peter Sheridan Dodds , Daniel H. Rothman

Random systems of curves exhibiting fluctuating features on arbitrarily small scales ($\delta$) are often encountered in critical models. For such systems it is shown that scale-invariant bounds on the probabilities of crossing events imply…

Functional Analysis · Mathematics 2007-05-23 Michael Aizenman , Almut Burchard

This paper introduces the distributionally robust random utility model (DRO-RUM), which allows the preference shock (unobserved heterogeneity) distribution to be misspecified or unknown. We make three contributions using tools from the…

Theoretical Economics · Economics 2023-03-13 David Müller , Emerson Melo , Ruben Schlotter