相关论文: Borel Cantelli Lemmas and Extreme Value Theory for…

In extreme values theory, for a sufficiently large block size, the maxima distribution is approximated by the generalized extreme value (GEV) distribution. The GEV distribution is a family of continuous probability distributions, which has…

When extreme weather events affect large areas, their regional to sub-continental spatial scale is important for their impacts. We propose a novel machine learning (ML) framework that integrates spatial extreme-value theory to model weather…

The thermodynamic maximum principle for the Boltzmann-Gibbs-Shannon (BGS) entropy is reconsidered by combining elements from group and measure theory. Our analysis starts by noting that the BGS entropy is a special case of relative entropy.…

Central moment lattice Boltzmann method (LBM) is one of the more recent developments among the lattice kinetic schemes for computational fluid dynamics. A key element in this approach is the use of central moments to specify collision…

We propose a new class of extreme-value copulas which are extreme-value limits of conditional normal models. Conditional normal models are generalizations of conditional independence models, where the dependence among observed variables is…

A physical measure on the attractor of a system describes the statistical behavior of typical orbits. An example occurs in unimodal dynamics. Namely, all infinitely renormalizable unimodal maps have a physical measure. For Lorenz dynamics,…

We establish self-norming central limit theorems for non-stationary time series arising as observations on sequential maps possessing an indifferent fixed point. These transformations are obtained by perturbing the slope in the…

The areal modeling of the extremes of a natural process such as rainfall or temperature is important in environmental statistics; for example, understanding extreme areal rainfall is crucial in flood protection. This article reviews recent…

In this note we consider the classical variational tools like: Ekelenad's Variational Principle, Mountain Pass Lemma and some of their corollaries subject to a parameter. Next, we investigate the behaviour of critical points obtained once a…

We give a geometric description of variational principles in mechanics, with special attention to constrained systems. For the general case of nonholonomic constraints, a unified variational approach is given, and the equations of motion of…

We establish a theory for multivariate extreme value analysis of dynamical systems. Namely, we provide conditions adapted to the dynamical setting which enable the study of dependence between extreme values of the components of…

In this paper, we investigate the problem of nonparametric monotone frontier estimation from the perspective of extreme value theory. This enables us to revisit the asymptotic theory of the popular free disposal hull estimator in a more…

Consider a mixing dynamical systems $([0,1], T, \mu)$, for instance a piecewise expanding interval map with a Gibbs measure $\mu$. Given a non-summable sequence $(m_k)$ of non-negative numbers, one may define $r_k (x)$ such that $\mu (B(x,…

In this paper the structures of the generalised Euler-Lagrange equations and their associated conserved quantities are derived for one-dimensional Herglotz variational problems of order $n$. Their derivations use the framework of moving…

For motives associated with Fermat curves, there are elements in motivic cohomology whose regulators are written in terms of special values of generalized hypergeometric functions. Using them, we verify the Beilinson conjecture numerically…

This article studies point-vortex models for the Euler and surface quasi-geostrophic equations. In the case of an inviscid fluid with planar motion, the point-vortex model gives account of dynamics where the vorticity profile is sharply…

We study extremal properties of spherical random polytopes, the convex hull of random points chosen from the unit Euclidean sphere in $\mathbb{R}^n$. The extremal properties of interest are the expected values of the maximum and minimum…

The main aim of the present note is to consider bounded orthomorphisms between locally solid vector lattices. We establish a version of the remarkable Zannen theorem regarding equivalence between orthomomorphisms and the underlying vector…

We develop a constructive process which determines all extreme points of the unit ball of the space of $m$--linear forms, $m\geq1.$ Our method provides a full characterization of the geometry of that space through finitely many elementary…

Maximum likelihood estimations for the parameters of extreme value distributions are discussed in this paper using fixed point iteration. The commonly used numerical approach for addressing this problem is the Newton-Raphson approach which…