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Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…

Methodology · Statistics 2021-01-06 Sebastian Engelke , Jevgenijs Ivanovs

Extreme values of real phenomena are events that occur with low frequency, but can have a large impact on real life. These are, in many practical problems, high-dimensional by nature (e.g. Tawn, 1990; Coles and Tawn, 1991). To study these…

Methodology · Statistics 2015-08-25 Boris Beranger , Simone A. Padoan

A new surface-rupture-length ($SRL$) relationship as a function of magnitude ($\mathbf{M}$), fault thickness, and fault dip angle is presented in this paper. The objective of this study is to model the change in scaling between unbounded…

We introduce and analyze a class of growing geometric random graphs that are invariant under rescaling of space and time. Directed connections between nodes are drawn according to influence zones that depend on node position in space and…

Physics and Society · Physics 2016-03-23 Zheng Xie , Tim Rogers

Racial differences in authoritarianism are widely used to explain variation in political attitudes, yet it is unclear whether they reflect true latent differences or measurement artifacts. Using anchor-based multi-group confirmatory factor…

Applications · Statistics 2026-04-15 Bang Quan Zheng

Although much political capital has been made regarding the war on terrorism, and while appropriations have gotten underway, there has been a dearth of deep work on counter-terrorism, and despite massive efforts by the federal government,…

Adaptation and Self-Organizing Systems · Physics 2007-07-30 Philip V. Fellman , Mark Strathern

A simple model is used to explore issues related to self-similarity, intermittency and scaling behavior in nuclear collisions. Both scaled factorial moments and power moments are considered in the investigation of these features. The…

Nuclear Theory · Physics 2008-11-26 S. J. Lee , A. Z. Mekjian

Social network structure is very important for understanding human information diffusing, cooperating and competing patterns. It can bring us with some deep insights about how people affect each other. As a part of complex networks, social…

Physics and Society · Physics 2009-02-19 Yanqing Hu , Yougui Wang , Zengru Di

It is known that scale invariance is broken in the developed hydrodynamic turbulence due to intermittency, substantiating complexity of turbulent flows. Here we challenge the concept of broken scale invariance by establishing a hidden…

Fluid Dynamics · Physics 2021-01-20 Alexei A. Mailybaev

The notions of self-organised criticality (SOC) and turbulence are traditionally considered to be applicable to disjoint classes of phenomena. Nevertheless, scale-free burst statistics is a feature shared by turbulent as well as…

Nature is full of random networks of complex topology describing such apparently disparate systems as biological, economical or informatical ones. Their most characteristic feature is the apparent scale-free character of interconnections…

Condensed Matter · Physics 2007-05-23 G. Wilk , Z. Wlodarczyk

The risk of systemic war seems dependant on the level of criticality and sensitivity of the International System, and the system's conditions. The level of criticality and sensitivity is dependant on the developmental stage of the…

Adaptation and Self-Organizing Systems · Physics 2016-09-08 Ingo Piepers

Recent years have seen the world become a closely connected society with the emergence of different types of social networks. Online social networks have provided a way to bridge long distances and establish numerous communication channels…

Social and Information Networks · Computer Science 2014-11-03 Mohammad Ayub Latif , Muhammad Naveed , Faraz Zaidi

Most extreme events in real life can be faithfully modeled as random realizations from a Generalized Pareto distribution, which depends on two parameters: the scale and the shape. In many actual situations, one is mostly concerned with the…

Statistics Theory · Mathematics 2016-06-30 Paul Rochet , Isabel Serra

The distribution of numbers in human documents is determined by a variety of diverse natural and human factors, whose relative significance can be evaluated by studying the numbers' frequency of occurrence. Although it has been studied…

Physics and Society · Physics 2009-11-11 S. N. Dorogovtsev , J. F. F. Mendes , J. G. Oliveira

We model systemic risk using a common factor that accounts for market-wide shocks and a tail dependence factor that accounts for linkages among extreme stock returns. Specifically, our theoretical model allows for firm-specific impacts of…

Risk Management · Quantitative Finance 2022-02-07 Wan-Chien Chiu , Juan Ignacio Peña , Chih-Wei Wang

We define Persistent Mutual Information (PMI) as the Mutual (Shannon) Information between the past history of a system and its evolution significantly later in the future. This quantifies how much past observations enable long term…

Adaptation and Self-Organizing Systems · Physics 2015-03-13 R. C. Ball , M. Diakonova , R. S. MacKay

Human flourishing is often severely limited by persistent violence. Quantitative conflict research has found common temporal and other statistical patterns in warfare, but very little is understood about its general spatial patterns. While…

Social and Information Networks · Computer Science 2017-06-27 Weisi Guo , Xueke Lu , Guillem Mosquera Donate , Samuel Johnson

In this paper, we analyze the behavior of the global clustering coefficient in scale free graphs. We are especially interested in the case of degree distribution with an infinite variance, since such degree distribution is usually observed…

Probability · Mathematics 2015-06-09 Liudmila Ostroumova Prokhorenkova , Egor Samosvat

Extreme events have an important role which is sometime catastrophic in a variety of natural phenomena including climate, earthquakes and turbulence, as well as in man-made environments like financial markets. Statistical analysis and…

Chaotic Dynamics · Physics 2009-10-31 Victor S. L'vov , Anna Pomyalov , Itamar Procaccia
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