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We consider multivariate extreme value statistics for independent but nonidentically distributed random vectors. In particular, the data may have varying tail copulas and also heteroscedastic marginal distributions. Assuming smoothly…

统计理论 · 数学 2026-04-14 John H. J. Einmahl , Chen Zhou

The sums and maxima of weighted non-stationary random length sequences of regularly varying random variables may have the same tail and extremal indices, Markovich and Rodionov (2020). The main constraints are that there exists a unique…

统计理论 · 数学 2022-09-20 Natalia Markovich

It has been proposed that the states of fully many-body localized systems can be described in terms of conserved local pseudospins. Due to the multitude of ways to define these, the explicit identification of the optimally local pseudospins…

强关联电子 · 物理学 2017-10-11 R. Wortis , Malcolm P. Kennett

We consider a class of doubly intermittent maps with critical points, unbounded derivative and regularly varying tails. Under some mild assumptions we prove the existence of a unique mixing absolutely continuous invariant measure and give…

动力系统 · 数学 2024-09-18 Muhammad Mubarak , Tanja I. Schindler

We consider solutions to so-called stochastic fixed point equation $R \stackrel{d}{=} \Psi(R)$, where $\Psi $ is a random Lipschitz function and $R$ is a random variable independent of $\Psi$. Under the assumption that $\Psi$ can be…

概率论 · 数学 2017-06-14 Ewa Damek , Piotr Dyszewski

It has been widely believed that almost all states in one-dimensional (1d) disordered systems with short-range hopping and uncorrelated random potential are localized. Here, we consider the fate of these localized states by coupling between…

无序系统与神经网络 · 物理学 2024-03-19 Xiaoshui Lin , Ming Gong

We propose and evaluate an iterative localization mechanism employing Bayesian inference to estimate the position of a target using received signal strength measurements. The probability density functions of the target's coordinates are…

应用统计 · 统计学 2020-03-05 Henrique Hilleshein , Carlos H. M. de Lima , Hirley Alves , Matti Latva-aho

Multidimensional record patterns are random sets of lattice points defined by means of a recursive stochastic construction. The patterns thus generated owe their richness to the fact that the construction is not based on a total order,…

统计力学 · 物理学 2020-06-11 P. L. Krapivsky , J. M. Luck

In this paper, we establish a sufficient condition to compare linear combinations of independent and identically distributed (iid) infinite-mean random variables under usual stochastic order. We introduce a new class of distributions that…

概率论 · 数学 2025-05-06 Yuyu Chen , Taizhong Hu , Seva Shneer , Zhenfeng Zou

We analyze a trapping reaction with a single penetrable trap, in a one dimensional lattice, where both species (particles and trap) are mobile and have a drift velocity. We obtain the density as seen from a reference system attached to the…

凝聚态物理 · 物理学 2009-10-31 Alejandro D. Sanchez

We consider the distribution of cycles in two models of random permutations, that are related to one another. In the first model, cycles receive a weight that depends on their length. The second model deals with permutations of points in…

概率论 · 数学 2011-02-24 Volker Betz , Daniel Ueltschi

We study the extremes of multivariate regularly varying random fields. The crucial tools in our study are the tail field and the spectral field, notions that extend the tail and spectral processes of Basrak and Segers (2009). The spatial…

概率论 · 数学 2018-09-13 Lifan Wu , Gennady Samorodnitsky

The stable-regenerative multiple-stable model has been shown recently to have distinct candidate extremal index and extremal index. To understand further this rare phenomenon, two more results are established here for the double-stable…

概率论 · 数学 2024-10-10 Shuyang Bai , Rafał Kulik , Yizao Wang

Consider Bernoulli(1/2) percolation on $\Z^d$, and define a perfect matching between open and closed vertices in a way that is a deterministic equivariant function of the configuration. We want to find such matching rules that make the…

概率论 · 数学 2009-09-08 Adam Timar

A novel statistical method is proposed and investigated for estimating a heavy tailed density under mild smoothness assumptions. Statistical analyses of heavy-tailed distributions are susceptible to the problem of sparse information in the…

统计方法学 · 统计学 2022-11-18 Surya T Tokdar , Sheng Jiang , Erika L Cunningham

We study the effect of strategic behavior in iterative voting for multiple issues under uncertainty. We introduce a model synthesizing simultaneous multi-issue voting with Meir, Lev, and Rosenschein (2014)'s local dominance theory and…

计算机科学与博弈论 · 计算机科学 2023-01-24 Joshua Kavner , Reshef Meir , Francesca Rossi , Lirong Xia

Sparse Gaussian processes and various extensions thereof are enabled through inducing points, that simultaneously bottleneck the predictive capacity and act as the main contributor towards model complexity. However, the number of inducing…

机器学习 · 计算机科学 2021-07-27 Anders Kirk Uhrenholt , Valentin Charvet , Bjørn Sand Jensen

Handling multiplicity without losing much power has been a persistent challenge in various fields that often face the necessity of managing numerous statistical tests simultaneously. Recently, $p$-value combination methods based on…

统计理论 · 数学 2024-02-06 Yeonwoo Rho

The integer points (sites) of the real line are marked by the positions of a standard random walk. We say that the set of marked sites is weakly, moderately or strongly sparse depending on whether the jumps of the standard random walk are…

Working in the limit in which the localization length scale is large compared to other relevant length scales we examine three experimental situations with the continuous spontaneous localization (CSL) model---a well-motivated alternative…

量子物理 · 物理学 2014-04-02 Daniel Bedingham
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