相关论文: Universal fluctuations and extreme value statistic…
A famous result going back to Eric Kostlan states that the moduli of the eigenvalues of random normal matrices with radial potential are independent yet non identically distributed. This phenomenon is at the heart of the asymptotic analysis…
In this paper, we examine fluctuations of polynomial linear statistics for the Anderson model on $\mathbb{Z}^d$ for any potential with finite moments. We prove that if normalized by the square root of the size of the truncated operator,…
Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian…
Let $(X_i)_{1 \le i \le n}$ be independent and identically distributed (i.i.d.) standard Gaussian random variables, and denote by $X_{(n)} = \max_{1 \le i \le n} X_i$ the maximum order statistic. It is well-known in extreme value theory…
We study the low-frequency dynamics of periodically driven one-dimensional systems hosting Floquet topological phases. We show, both analytically and numerically, in the low-frequency limit $\Omega\to0$, the topological invariants of a…
A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…
One of the main goal of extreme value analysis is to estimate the probability of rare events given a sample from an unknown distribution. The upper tail behavior of this distribution is described by the extreme value index. We present a new…
We present numerical data of the height-height correlation function and of the avalanche size distribution for the three dimensional Toom interface. The height-height correlation function behaves samely as the interfacial fluctuation width,…
A global quantity, regardless of its precise nature, will often fluctuate according to a Gaussian limit distribution. However, in highly correlated systems, other limit distributions are possible. We have previously calculated one such…
Radar data collected at an experimental facility arranged on purpose suggest that the footprint of atmospheric turbulence might be encoded in the radar signal statistics. Radar data probability distributions are calculated and nicely fitted…
We explain the ubiquity and extremely slow evolution of non gaussian out-of-equilibrium distributions for the Hamiltonian Mean-Field model, by means of traditional kinetic theory. Deriving the Fokker-Planck equation for a test particle, one…
The distribution of return intervals of extreme events is studied in time series characterized by finite-term correlations with non-exponential decay. Precisely, it has been analyzed the statistics of the return intervals of extreme values…
We propose extreme value analogues of natural exponential families and exponential dispersion models, and introduce the slope function as an analogue of the variance function. The set of quadratic and power slope functions characterize…
In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems that have a singular measure. Using the block maxima approach described in Faranda et al. [2011] we show that,…
We study the rescaled probability distribution of the critical depinning force of an elastic system in a random medium. We put in evidence the underlying connection between the critical properties of the depinning transition and the extreme…
In this article we show the relationship between the Pareto distribution and the gamma distribution. This shows that the second one, appropriately extended, explains some anomalies that arise in the practical use of extreme value theory.…
We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…
The problem of inverse statistics (statistics of distances for which the signal fluctuations are larger than a certain threshold) in differentiable signals with power law spectrum, $E(k) \sim k^{-\alpha}$, $3 \le \alpha < 5$, is discussed.…
In this article, we revisit the question of fluctuations of linear statistics of beta ensembles in the single cut and non-critical regime for general potentials $V$ under mild regularity and growth assumptions. Our main objective is to…
Extreme value (EV) statistics of correlated systems are widely investigated in many fields, spanning the spectrum from weather forecasting to earthquake prediction. Does the unavoidable discrete sampling of a continuous correlated…