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This work employs variational techniques to revisit and expand the construction and analysis of extreme value processes. These techniques permit a novel study of spatial statistics of the location of minimizing events. We develop integral…

概率论 · 数学 2018-08-10 Nicolas Garcia Trillos , Ryan Murray , Daniel Sanz-Alonso

It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. Here we consider non-stationary but…

统计理论 · 数学 2021-04-23 Graeme Auld , Ioannis Papastathopoulos

This paper introduces a method for spatial interpolation of extreme values, and in particular targets the case in which conventional data, resulting from a measurement for example, are available at only a few locations. To overcome this the…

统计方法学 · 统计学 2012-03-13 B. D. Youngman

We study the probability distribution function of the long-time values of observables being time-evolved by Hamiltonians modeling clean and disordered one-dimensional chains of many spin-1/2 particles. In particular, we analyze the return…

无序系统与神经网络 · 物理学 2023-10-10 I. Vallejo-Fabila , E. Jonathan Torres-Herrera

We review old and new uses of exchangeability, emphasizing the general theme of exchangeable representations of complex random structures. Illustrations of this theme include processes of stochastic coalescence and fragmentation; continuum…

概率论 · 数学 2010-02-22 David J. Aldous

We investigate the recurrence properties of the time series of quantum mechanical expectation values, in terms of two representative models for a single-mode radiation field interacting with a nonlinear medium. From recurrence-time…

量子物理 · 物理学 2009-12-31 C. Sudheesh , S. Lakshmibala , V. Balakrishnan

Fluctuations of observables as functions of time, or "fluctuation patterns", are studied in a chaotic microscopically reversible system that has irreversibly reached a nonequilibrium stationary state. Supposing that during a certain, long…

chao-dyn · 物理学 2008-10-08 G. Gallavotti

The fact that galaxy distribution exhibits fractal properties is well established since twenty years. Nowadays, the controversy concerns the range of the fractal regime, the value of the fractal dimension and the eventual presence of a…

天体物理学 · 物理学 2007-05-23 Francesco Sylos Labini

Extreme events gain the attention of researchers due to their utmost importance in various contexts ranging from finance to climatology. This brings such recurrent events to the limelight of attention in interdisciplinary research. A…

数据分析、统计与概率 · 物理学 2022-05-18 Sayantan Nag Chowdhury , Arnob Ray , Syamal K. Dana , Dibakar Ghosh

A new notion of stochastic ordering is introduced to compare multivariate stochastic risk models with respect to extreme portfolio losses. In the framework of multivariate regular variation comparison criteria are derived in terms of…

风险管理 · 定量金融 2010-10-26 Georg Mainik , Ludger Rüschendorf

The emergence of a predominant phenotype within a cell population is often triggered by a rare accumulation of DNA mutations in a single cell. For example, tumors may be initiated by a single cell in which multiple mutations cooperate to…

组织与器官 · 定量生物学 2018-11-21 Philip Greulich , Benjamin D. Simons

We consider dynamical systems on a finite measure space fulfilling a spectral gap property and Birkhoff sums of a non-negative, non-integrable observable. For such systems we generalize strong laws of large numbers for intermediately…

动力系统 · 数学 2019-09-04 Marc Kesseböhmer , Tanja Schindler

In the recent information-theoretic literature, the concept of extropy has been studied for order statistics. In the present communication we consider a cumulative analogue of extropy in the same vein of cumulative residual (past) entropy…

统计理论 · 数学 2020-04-28 Chanchal Kundu

There is a general agreement that galaxy structures exhibit fractal properties, at least up to some small scale. However the presence of an eventual crossover towards homogenization, as well as the exact value of the fractal dimension, are…

天体物理学 · 物理学 2016-08-30 Francesco Sylos Labini

A relational structure $\mathbb{X}$ is called reversible iff each bijective homomorphism from $\mathbb{X}$ onto $\mathbb{X}$ is an isomorphism, and linear orders are prototypical examples of such structures. One way to detect new reversible…

逻辑 · 数学 2018-03-28 Miloš S. Kurilić , Nenad Morača

We consider three classes of linear differential equations on distribution functions, with a fractional order $\alpha\in [0,1].$ The integer case $\alpha =1$ corresponds to the three classical extreme families. In general, we show that…

概率论 · 数学 2019-08-05 Lotfi Boudabsa , Thomas Simon , Pierre Vallois

Let $X_1$, $X_2$,... be a sequence of independent random variables with common distribution function $F$ in the domain of attraction of a Gumbel extreme value distribution and for each integer $n\geq 1$, let $X_{1,n} \leq ... X_{n,n}$…

统计方法学 · 统计学 2016-07-19 Gane Samb Lo

We demonstrate that temporal observables, which are sensitive to a system's history (as opposed to its state), implicate entangled histories. We exemplify protocols for measuring such observables, and algorithms for predicting the…

量子物理 · 物理学 2017-02-21 Jordan Cotler , Frank Wilczek

The extremal process of a branching random walk is the point measure recording the position of particles alive at time $n$, shifted around the expected position of the minimal position. Madaule proved that this point measure converges, as…

概率论 · 数学 2018-10-09 Bastien Mallein

In this work, it is suggested that the extremum complexity distribution of a high dimensional dynamical system can be interpreted as a piecewise uniform distribution in the phase space of its accessible states. When these distributions are…

混沌动力学 · 物理学 2015-05-13 Xavier Calbet , Ricardo Lopez-Ruiz
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