Related papers: New type of extreme value statistics
Advanced science and technology provide a wealth of big data from different sources for extreme value analysis. Classical extreme value theory was extended to obtain an accelerated max-stable distribution family for modelling competing…
We present the results of a percolation-like model that has been restricted compared to standard percolation models in the sense that we do not allow finite sized clusters to break up once they have formed. We calculate the critical…
This is a survey of old and new problems and results in additive number theory.
In this paper, we introduce a new class of bivariate distributions by compounding the bivariate generalized exponential and power-series distributions. This new class contains some new sub-models such as the bivariate generalized…
In this article, the exponentiated discrete Lindley distribution is presented and studied. Some important distributional properties are discussed. Using the maximum likelihood method, estimation of the model parameters is investigated.…
Weather extremes produce major impacts on society and ecosystems and are likely to change in likelihood and magnitude with climate change. However, very low probability events are hard to characterize statistically using observations or…
This paper introduces a new Importance Sampling scheme, called Adaptive Twisted Importance Sampling, which is adequate for the improved estimation of rare event probabilities in he range of moderate deviations pertaining to the empirical…
We study level statistics of a critical random matrix ensemble of a power-law banded complex Hermitean matrices. We compute numerically the level compressibility via the level number variance and compare it with the analytical formula for…
We use extreme value theory to estimate the probability of successive exceedances of a threshold value of a time-series of an observable on several classes of chaotic dynamical systems. The observables have either a Fr\'echet (fat-tailed)…
This book provides a comprehensive introduction for the study of extreme events in the context of dynamical systems. The introduction provides a broad overview of the interdisciplinary research area of extreme events, underlining its…
We introduce a new class of mean regression estimators -- penalized maximum tangent likelihood estimation -- for high-dimensional regression estimation and variable selection. We first explain the motivations for the key ingredient, maximum…
We give conditions to prove the existence of an Extremal Index for general stationary stochastic processes by detecting the presence of one or more underlying periodic phenomena. This theory, besides giving general useful tools to identify…
In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems. In this setting, recent works have shown how to get a statistics of extremes in agreement with the classical Extreme…
Detecting anomalies in a temporal sequence of graphs can be applied is areas such as the detection of accidents in transport networks and cyber attacks in computer networks. Existing methods for detecting abnormal graphs can suffer from…
A quantum statistical system with energy dissipation is studied. Its statisitics is governed by random complex-valued non-Hermitean Hamiltonians belonging to complex Ginibre ensemble. The eigenenergies are shown to form stable structure in…
A particular class of flat Emergent Universe scenario is studied in light of recent observational data. Observationally permissible ranges of values are obtained for the model parameters. The class of model studied here can accommodate…
When applying multivariate extreme value statistics to analyze tail risk in compound events defined by a multivariate random vector, one often assumes that all dimensions share the same extreme value index. While such an assumption can be…
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…
Counting ad infinitum is the holographic observable to a statistical dynamics with finite states under independent repeated sampling. Entropy provides the infinitesimal probability for an observed frequency $\hat{\boldsymbol{\nu}}$ w.r.t. a…
In this paper, we study the degenerate Eulerian polynomials and numbers and give some new and interesting identities associated with several special numbers and polynomials.