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

Dual feasible functions (DFFs) have been used to provide bounds for standard packing problems and valid inequalities for integer optimization problems. In this paper, the connection between general DFFs and a particular family of…

We consider the distribution of the sum and the maximum of a collection of independent exponentially distributed random variables. The focus is laid on the explicit form of the density functions (pdf) of non-i.i.d. sequences. Those are…

Both parametric distribution functions appearing in extreme value theory - the generalized extreme value distribution and the generalized Pareto distribution - have log-concave densities if the extreme value index gamma is in [-1,0].…

The present article is devoted to the semi-parametric estimation of multivariate expectiles for extreme levels. The considered multivariate risk measures also include the possible conditioning with respect to a functional covariate,…

The event of large losses plays an important role in credit risk. As these large losses are typically rare, and portfolios usually consist of a large number of positions, large deviation theory is the natural tool to analyze the tail…

This paper presents a new model for characterising temporal dependence in exceedances above a threshold. The model is based on the class of trawl processes, which are stationary, infinitely divisible stochastic processes. The model for…

The inverse structure functions of exit distances have been introduced as a novel diagnostic of turbulence which emphasizes the more laminar regions [1-4]. Using Taylor's frozen field hypothesis, we investigate the statistical properties of…

We review some applications of central limit theorems and extreme values statistics in the context of disordered systems. We discuss several problems, in particular concerning Random Matrix Theory and the generalisation of the Tracy-Widom…

We study the one-dimensional branching random walk in the case when the step size distribution has a stretched exponential tail, and, in particular, no finite exponential moments. The tail of the step size $X$ decays as $\mathbb{P}[X \geq…

We consider the large deviations at the order of the variance for the central value of a family of $L$-functions among the members with bounded discriminant. When there is an upper bound on an integer moment of the central value twisted by…

We study the behavior of threads and polymers in a turbulent flow. These objects have finite spatial extension, so the flow along them differs slightly. The corresponding drag forces produce a finite average stretching and the thread is…

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.…

In this work, we establish, for a strong Feller process, the large deviation principle for the occupation measure conditioned not to exit a given subregion. The rate function vanishes only at a unique measure, which is the so-called…

Steepest descent algorithms, which are commonly used in deep learning, use the gradient as the descent direction, either as-is or after a direction shift using preconditioning. In many scenarios calculating the gradient is numerically hard…

We present Monte Carlo data for a linear chain with excluded volume subjected to a uniform stretching. Simulation of long chains (up to 6000 beads) at high stretching allows us to observe the signature of tensile blobs as a crossover in the…

We study the long-time behavior of the scaled walker (particle) position associated with decoupled continuous-time random walk which is characterized by superheavy-tailed distribution of waiting times and asymmetric heavy-tailed…

The relation between the shape of the force driving a turbulent flow and the upper bound on the dimensionless dissipation factor $\beta$ is presented. We are interested in non-trivial (more than two wave numbers) forcing functions in a…

Stretched-exponential relaxation is a widely observed phenomenon found in ordered ferromagnets as well as glassy systems. One modeling approach connects this behavior to a droplet dynamics described by an effective Langevin equation for the…

Large deviations for sums of i.i.d.\ random variables with stretched-exponential tails (also called Weibull or semi-exponential tails) have been well understood since the 60's, going back to Nagaev's seminal work. Many extensions in the…

We consider real-valued branching random walks and prove a large deviation result for the position of the rightmost particle. The position of the rightmost particle is the maximum of a collection of a random number of dependent random…