相关论文: Borel Cantelli Lemmas and Extreme Value Theory for…
In multivariate extreme value theory (MEVT), the focus is on analysis outside of the observable sampling zone, which implies that the region of interest is associated to high risk levels. This work provides tools to include directional…
We consider the topology of simplicial complexes with vertices the points of a random point process and faces determined by distance relationships between the vertices. In particular, we study the Betti numbers of these complexes as the…
In this paper, we investigate the extremal structure of the unit ball in the most general classes of Orlicz--Lorentz spaces. the characterizations of extreme points, strongly extreme points, and exposed points are given for Orlicz--Lorentz…
We propose a new method for estimating the extreme quantiles for a function of several dependent random variables. In contrast to the conventional approach based on extreme value theory, we do not impose the condition that the tail of the…
We present a method for estimating the edge of a two-dimensional bounded set, given a finite random set of points drawn from the interior. The estimator is based both on a Parzen-Rosenblatt kernel and extreme values of point processes. We…
The maximum entropy principle (MEP) is one of the most prominent methods to investigate and model complex systems. Despite its popularity, the standard form of the MEP can only generate Boltzmann-Gibbs distributions, which are ill-suited…
In this article we characterize the extreme points of the unit ball of a non-commutative (quantum) Lorentz space associated with a semi-finite von Neumann algebra. This enables us to show that surjective isometries between non-commutative…
Multivariate extreme-value analysis is concerned with the extremes in a multivariate random sample, that is, points of which at least some components have exceptionally large values. Mathematical theory suggests the use of max-stable models…
For non-uniformly hyperbolic dynamical systems we consider the time series of maxima along typical orbits. Using ideas based upon quantitative recurrence time statistics we prove convergence of the maxima (under suitable normalization) to…
Co lombeau's construction of generalized functions (in its special variant) is extended to a theory of generalized sections of vector bundles. As particular cases, generalized tensor analysis and exterior algebra are studied. A point value…
We discuss the geometry of the unit ball -- specifically, the structure of its extreme points (if any) -- in subspaces of $L^1$ and $L^\infty$ on the circle that are formed by functions with prescribed spectral gaps. A similar issue is…
These notes were written for the mini-course "Extrema of log-correlated random variables: Principles and Examples" at the Introductory School held in January 2015 at the Centre International de Rencontres Math\'ematiques in Marseille. There…
We develop a thermally coupled Ginzburg-Landau theory on \emph{Weakly Non-Tonelli (WNT) Finsler manifolds}, extending classical vortex analysis beyond the Tonelli convexity paradigm. The WNT framework weakens global $1$-homogeneity and…
We study cosmological polytopes induced by Erd\H{o}s--R\'enyi random graphs in a high-dimensional regime. These graph-based lattice polytopes form a natural model of random lattice polytopes in which geometric features are determined by the…
The Latent Block Model (LBM) is a model-based method to cluster simultaneously the $d$ columns and $n$ rows of a data matrix. Parameter estimation in LBM is a difficult and multifaceted problem. Although various estimation strategies have…
We define notions of local topological convergence and local geometric convergence for embedded graphs in $\mathbb{R}^n,$ and study their properties. The former is related to Benjamini-Schramm convergence, and the latter to weak convergence…
Necessary and sufficient conditions for the symbolic dynamics of a Lorenz map to be fully embedded in the symbolic dynamics of a piecewise continuous interval map are given. As an application of this result, we describe a new algorithm for…
In this paper we characterize surjective isometries on certain classes of non-commutative spaces associated with semi-finite von Neumann algebras: the Lorentz spaces $L^{w,1}$, as well as the spaces $L^1+L^\infty$ and $L^1\cap L^\infty$.…
A simple estimator for the finite right endpoint of a distribution function in the Gumbel max-domain of attraction is proposed. Large sample properties such as consistency and the asymptotic distribution are derived. A simulation study is…
We investigate symmetric edge polytopes generated by Erd\H{o}s--R\'enyi random graphs in a high-dimensional regime. These objects provide a natural and largely unexplored model of random lattice polytopes, in which geometric properties are…