相关论文: Extreme value statistics of work done in stretchin…

Consider the partition function of a directed polymer in an IID field. We assume that both tails of the negative and the positive part of the field are at least as light as exponential. It is a well-known fact that the free energy of the…

We investigate turbulence in dilute polymer solutions when polymers are strongly stretched by the flow. We establish power-law spectrum of velocity, which is not associated with a flux of a conserved quantity, in two cases. The first case…

We study right tail large deviations of the logarithm of the partition function for directed lattice paths in i.i.d. random potentials. The main purpose is the derivation of explicit formulas for the $1+1$-dimensional exactly solvable case…

We present the results of Direct Numerical Simulations (DNS) of turbulent flows seeded with millions of passive inertial particles. The maximum Taylor's Reynolds number is around 200. We consider particles much heavier than the carrier flow…

Minute amount of long chain flexible polymer dissolved in a turbulent flow can drastically change flow properties, such as reducing the drag and enhancing mixing. One fundamental riddle is how these polymer additives interact with the…

Here, we introduce a new class of Lindley generated distributions which results in more flexible model with increasing failure rate (IFR), decreasing failure rate(DFR) and up-side down hazard functions for different choices of parametric…

We study the dynamics of a single polymer subject to thermal fluctuations in a linear shear flow. The polymer is modeled as a finitely extendable nonlinear elastic FENE dumbbell. Both orientation and elongation dynamics are investigated…

We investigate high-Reynolds number turbulence in dilute polymer solutions. We show the existence of a critical value of the Reynolds number which separates two different regimes. In the first regime, below the transition, the influence of…

Statistical properties of the front of a semi-infinite system of single-file diffusion (one dimensional system where particles cannot pass each other, but in-between collisions each one independently follow diffusive motion) are…

Extreme value theory provides rigorous theory and statistical tools for extrapolation in machine learning, particularly in settings where traditional methods struggle due to data scarcity in the tails. A broad range of tasks benefit from…

Extreme dissipation events in turbulent flows are rare, but they can be orders of magnitude stronger than the mean dissipation rate. Despite its importance in many small-scale physical processes, there is presently no accurate theory or…

There is an increasing interest to understand the dependence structure of a random vector not only in the center of its distribution but also in the tails. Extreme-value theory tackles the problem of modelling the joint tail of a…

The stress-strain curves of most metallic alloys are often described using the relatively simple Ramberg-Osgood relationship. Whilst this description captures the overall stress-strain curve under monotonic tensile loading with reasonable…

Due to globalization and relaxed market regulation, we have assisted to an increasing of extremal dependence in international markets. As a consequence, several measures of tail dependence have been stated in literature in recent years,…

Heavy-tailed phenomena appear across diverse domains --from wealth and firm sizes in economics to network traffic, biological systems, and physical processes-- characterized by the disproportionate influence of extreme values. These…

For measuring tail risk with scarce extreme events, extreme value analysis is often invoked as the statistical tool to extrapolate to the tail of a distribution. The presence of large datasets benefits tail risk analysis by providing more…

Steady statistics of a passive scalar advected by a random two-dimensional flow of an incompressible fluid is described in the range of scales between the correlation length of the flow and the diffusion scale. That corresponds to the…

The exact solution of directed self-avoiding walks confined to a slit of finite width and interacting with the walls of the slit via an attractive potential has been calculated recently. The walks can be considered to model the…

We analyze the \textit{Large Deviation Probability (LDP)} of linear factor models generated from non-identically distributed components with \textit{regularly-varying} tails, a large subclass of heavy tailed distributions. An efficient…

Extreme value statistics, or extreme statistics for short, refers to the statistics that characterizes rare events of either unusually high or low intensity: climate disasters like floods following extremely intense rains are among the…