Related papers: Universality Classes for Extreme Value Statistics
We study inflection point inflation using Singularity Theory, which relates degenerate critical points of functions to their local behavior. This approach illuminates universal features of small-field models and gives analytic control over…
The question of whether extreme value statistics should be introduced into courses for physics students has been broached recently. Here it is argued that the topic should be taught but the many and varied physical applications should be…
In a closed economic system, money is conserved. Thus, by analogy with energy, the equilibrium probability distribution of money must follow the exponential Gibbs law characterized by an effective temperature equal to the average amount of…
Conditional extreme value models have been introduced by Heffernan and Resnick (2007) to describe the asymptotic behavior of a random vector as one specific component becomes extreme. Obviously, this class of models is related to classical…
We study the evolution of a small perturbation of the equilibrium of a totally asymmetric one-dimensional interacting system. The model we take as example is Hammersley's process as seen from a tagged particle, which can be viewed as a…
Equilibrium statistical physics is considered from the point of view of statistical estimation theory. This involves the notions of statistical model, of estimators, and of exponential family. A useful property of the latter is the…
Time-dependent response and correlation functions are studied in random quantum systems composed of infinitely many parts without mutual interaction and defined with statistically independent random matrices. The latter are taken within the…
The generalized equipartition theorem known as the conjugate variables theorem (Phys. Rev. E 86, 051136 [2012]), originally obtained in the context of statistical inference of continuous random variables, is extended in this work to the…
The decay of Burgers turbulence with compactly supported Gaussian "white noise" initial conditions is studied in the limit of vanishing viscosity and large time. Probability distribution functions and moments for both velocities and…
We propose extreme value analogues of natural exponential families and exponential dispersion models, and introduce the slope function as an analogue of the variance function. The set of quadratic and power slope functions characterize…
The class of norm-dependent Random Matrix Ensembles is studied in the presence of an external field. The probability density in those ensembles depends on the trace of the squared random matrices, but is otherwise arbitrary. An exact…
The weak version of universality in turbulence refers to the independence of the scaling exponents of the $n$th order strcuture functions from the statistics of the forcing. The strong version includes universality of the coefficients of…
We perform large-scale simulations of directed sandpile models with both deterministic and stochastic toppling rules. Our results show the existence of two distinct universality classes. We also provide numerical simulations of directed…
We derive exact predictions for universal scaling exponents and scaling functions associated with the statistics of maximum velocities vm during avalanches described by the mean field theory of the interface depinning transition. In…
When passing from the univariate to the multivariate setting, modelling extremes becomes much more intricate. In this introductory exposition, classical multivariate extreme value theory is presented from the point of view of multivariate…
We consider many-particle diffusion in one spatial dimension modeled as Random Walks in a Random Environment (RWRE). A shared short-range space-time random environment determines the jump distributions that drive the motion of the…
Thermodynamic uncertainty relations have emerged as universal bounds on current fluctuations in non-equilibrium systems. Here we derive a new bound for a particular class of run-and-tumble type processes using the mathematical framework of…
We show that all multivariate Extreme Value distributions, which are the possible weak limits of the $K$ largest order statistics of iid sequences, have the same copula, the so called K-extremal copula. This copula is described through…
A recently established mathematical equivalence--between weakly perturbed Huygens fronts (e.g., flames in weak turbulence or geometrical-optics wave fronts in slightly nonuniform media) and the inviscid limit of white-noise-driven Burgers…
The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…