相关论文: Extreme value theory for synchronization of couple…
Stretched exponential distributions and relaxation responses are encountered in a wide range of physical systems such as glasses, polymers and spin glasses. As found recently, this type of behavior occurs also for the distribution function…
The statistical properties of the quantum chaotic spectra have been studied, so far, only up to the second order correlation effects. The numerical as well as the analytical evidence that random matrix theory can successfully model the…
Matrix-variate distributions can intuitively model the dependence structure of matrix-valued observations that arise in applications with multivariate time series, spatio-temporal or repeated measures. This paper develops an…
L-shape probability distributions are extremely non-Gaussian distributions that have been surprisingly successful in describing the frequency of occurrence of extreme events, ranging from stock market crashes and natural disasters, the…
Due to the unitary evolution, quantum walks display different dynamical features from that of classical random walks. In contrast to this expectation, in this work, we show that extreme events can arise in unitary dynamics and its…
We consider the extreme value theory of a hyperbolic toral automorphism $T: \mathbb{T}^2 \to \mathbb{T}^2$ showing that if a H\"older observation $\phi$ which is a function of a Euclidean-type distance to a non-periodic point $\zeta$ is…
When passing from the univariate to the multivariate setting, modelling extremes becomes much more intricate. In this introductory exposition, classical multivariate extreme value theory is presented from the point of view of multivariate…
This paper focuses on the extreme-value problem for Shannon entropy of the joint distribution with given marginals. It is proved that the minimum-entropy coupling must be of order-preserving, while the maximum-entropy coupling coincides…
We study two problems related to spatially extended systems: the dynamical stability and the universality classes of the replica synchronization transition. We use a simple model of one dimensional coupled map lattices and show that chaotic…
The eigenvalues of quantum chaotic systems have been conjectured to follow, in the large energy limit, the statistical distribution of eigenvalues of random ensembles of matrices of size $N\rightarrow\infty$. Here we provide semiclassical…
The extreme event statistics plays a very important role in the theory and practice of time series analysis. The reassembly of classical theoretical results is often undermined by non-stationarity and dependence between increments.…
A coupled map lattice whose topology changes at each time step is studied. We show that the transversal dynamics of the synchronization manifold can be analyzed by the introduction of effective dynamical quantities. These quantities are…
Predictions of the uncertainty associated with extreme events are a vital component of any prediction system for such events. Consequently, the prediction system ought to be probabilistic in nature, with the predictions taking the form of…
The aim of this paper is to investigate extremum problems with pay-off being the total variational distance metric defined on the space of probability measures, subject to linear functional constraints on the space of probability measures,…
Across natural and human-made systems, transition points mark sudden changes of order and are thus key to understanding overarching system features. Motivated by recent experimental observations, we here uncover an intriguing class of…
The probability distribution of the proper delay times during scattering on a chaotic system is derived in the framework of the random matrix approach and the supersymmetry method. The result obtained is valid for an arbitrary number of…
Symbolic dynamics, which partitions an infinite number of finite-length trajectories into a finite number of trajectory sets, describes the dynamics of a system in a simplified and coarse-grained way with a limited number of symbols. The…
Max-stable processes are the natural analogues of the generalized extreme-value distribution for the modelling of extreme events in space and time. Under suitable conditions, these processes are asymptotically justified models for maxima of…
Our contribution is to widen the scope of extreme value analysis applied to discrete-valued data. Extreme values of a random variable $X$ are commonly modeled using the generalized Pareto distribution, a method that often gives good results…
Extremal Graph Theory is a very deep and wide area of modern combinatorics. It is very fast developing, and in this long but relatively short survey we select some of those results which either we feel very important in this field or which…