相关论文: Emergence and mitigation of extreme events in a pa…

Inference in extreme value theory relies on a limited number of extreme observations, making estimation challenging. To address this limitation, we propose a non-parametric simulation scheme, the multivariate extreme events spectral…

Determining the causes of extreme events is a fundamental question in many scientific fields. An important aspect when modelling multivariate extremes is the tail dependence. In application, the extreme dependence structure may…

The prediction of extreme events in time series is a fundamental problem arising in many financial, scientific, engineering, and other applications. We begin by establishing a general Neyman-Pearson-type characterization of optimal extreme…

Motivated by the analysis of extreme rainfall data, we introduce a general Bayesian hierarchical model for estimating the probability distribution of extreme values of intermittent random sequences, a common problem in geophysical and…

We provide deterministic controllability conditions that imply exponential mixing properties for randomly forced constrained dynamical systems with possibly unbounded state space. As an application, new ergodicity results are obtained for…

The occurrence of extreme events like heavy precipitation or storms at a certain location often shows a clustering behaviour and is thus not described well by a Poisson process. We construct a general model for the inter-exceedance times in…

We describe a genetic algorithm to find extreme examples in the arithmetic of dynamical systems. The algorithm is applied to four problems: small (non-zero) canonical heights, many rational preperiodic points, long rational cycles, and long…

This work extends the studies on the minimum and extremal process of a supercritical branching random walk outside the boundary case which cannot be reduced to the boundary case. We study here the situation where the log-generating function…

Probing deeper into the existing issues regarding the exit probability (EP) in one dimensional dynamical models, we consider several models where the states are represented by Ising spins and the information flows inwards. At zero…

Extreme events arising in georeferenced processes can take various forms, such as occurring in isolated patches or stretching contiguously over large areas, and can further vary with the spatial location and the extremeness of the events.…

Extreme events are of great importance since they often represent impactive occurrences. For instance, in terms of climate and weather, extreme events might be major storms, floods, extreme heat or cold waves, and more. However, they are…

Analysis of the rare and extreme values through statistical modeling is an important issue in economical crises, climate forecasting, and risk management of financial portfolios. Extreme value theory provides the probability models needed…

We present the winning strategy for the EVA2025 Data Challenge, which aimed to estimate the probability of extreme precipitation events. These events occurred at most once in the dataset making the challenge fundamentally one of…

In transport processes across materials like glasses, living cells, and porous media, the probability density function of displacements exhibits exponential decay rather than Gaussian behavior. We show that this universal behavior of rare…

This article discusses modelling of the tail of a multivariate distribution function by means of a large deviation principle (LDP), and its application to the estimation of the probability of a multivariate extreme event from a sample of n…

We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…

Dynamical systems can be prone to severe fluctuations due to the presence of chaotic dynamics. This paper explains for a toy chaotic economic model how such a system can be regulated by the application of relatively weak control to keep the…

We study the extremal dynamics emerging in an out-of-equilibrium one-dimensional Jepsen gas of $(N+1)$ hard-point particles. The particles undergo binary elastic collisions, but move ballistically in-between collisions. The gas is initally…

Estimating the probabilistic Worst-Case Execution Time (pWCET) is essential for ensuring the timing correctness of real-time applications, such as in robot IoT systems and autonomous driving systems. While methods based on Extreme Value…

In classical extreme value theory probabilities of extreme events are estimated assuming all the components of a random vector to be in a domain of attraction of an extreme value distribution. In contrast, the conditional extreme value…