Related papers: New type of extreme value statistics
Many scientific and engineering problems require accurate models of dynamical systems with rare and extreme events. Such problems present a challenging task for data-driven modelling, with many naive machine learning methods failing to…
Combining the increasing availability and abundance of healthcare data and the current advances in machine learning methods have created renewed opportunities to improve clinical decision support systems. However, in healthcare risk…
In this paper, we introduce a new class of distributions by compounding the exponentiated extended Weibull family and power series family. This distribution contains several lifetime models such as the complementary extended Weibull-power…
We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…
We obtain error terms on the rate of convergence to Extreme Value Laws for a general class of weakly dependent stochastic processes. The dependence of the error terms on the `time' and `length' scales is very explicit. Specialising to data…
In recent years some near-optimal estimates have been established for certain sum-product type estimates. This paper gives some first extremal results which provide information about when these bounds may or may not be tight. The main tool…
The extremal characteristics of random structures, including trees, graphs, and networks, are discussed. A statistical physics approach is employed in which extremal properties are obtained through suitably defined rate equations. A variety…
We consider stationary stochastic processes arising from dynamical systems by evaluating a given observable along the orbits of the system. We focus on the extremal behaviour of the process, which is related to the entrance in certain…
We report measurements that show extreme events in the statistics of resonant radiation emitted from spatiotemporal light bullets. We trace the origin of these extreme events back to instabilities leading to steep gradients in the temporal…
Recently, a framework was established to systematically construct novel universal resource states for measurement-based quantum computation using techniques involving finitely correlated states. With these methods, universal states were…
A baroclinic model for the atmospheric jet at middle-latitudes is used as a stochastic generator of time series of the total energy of the system. Statistical inference of extreme values is applied to yearly maxima sequences of the time…
Various events in the nature, economics and in other areas force us to combine the study of extremes with regression and other methods. A useful tool for reducing the role of nuisance regression, while we are interested in the shape or…
We consider the random connection model in which an edge between two Poisson points at distance $r$ is present with probability $g(r)$. We conduct an extreme value analysis on this model, namely by investigating the longest edge with at…
In this paper, we first study convergence rates in the law of large numbers for independent and identically distributed random variables. We obtain a strong $L^p$-convergence version and a strongly almost sure convergence version of the law…
In this paper relations among some kinds of cumulative entropies and moments of order statistics are presented. By using some characterizations and the symmetry of a non negative and absolutely continuous random variable X, lower and upper…
Predicting extreme events in nonlinear dynamical systems is challenging due to a limited understanding of their statistical properties. This study numerically and theoretically investigates the statistical properties of infinite-modal maps…
Extreme shock models have been introduced in Gut and H\"usler (1999) to study systems that at random times are subject to shock of random magnitude. These systems break down when some shock overcomes a given resistance level. In this paper…
Recently attention has been drawn to practical problems with the use of unbounded Pareto distributions, for instance when there are natural upper bounds that truncate the probability tail. Aban, Meerschaert and Panorska (2006) derived the…
In the core of the vortex of a superconductor, energy levels appear inside the gap. We discuss here through a random matrix approach how these levels are broadened by impurities. It is first shown that the level statistics is governed by an…
We present the winning strategy for the EVA2025 Data Challenge, which aimed to estimate the probability of extreme precipitation events. These events occurred at most once in the dataset making the challenge fundamentally one of…