Discrete sampling of extreme events modifies their statistics

L Zarfaty, E Barkai, DA Kessler - Physical Review Letters, 2022 - APS
Extreme value (EV) statistics of correlated systems are widely investigated in many fields,
spanning the spectrum from weather forecasting to earthquake prediction. Does the …

Large deviations of the maximum of independent and identically distributed random variables

P Vivo - European Journal of Physics, 2015 - iopscience.iop.org
A pedagogical account of some aspects of extreme value statistics (EVS) is presented from
the somewhat non-standard viewpoint of large deviation theory. We address the following …

Real-space renormalization for disordered systems at the level of large deviations

C Monthus - Journal of Statistical Mechanics: Theory and …, 2020 - iopscience.iop.org
The real-space renormalization procedures on hierarchical lattices have been much studied
for many disordered systems in the past at the level of their typical fluctuations. In the present …

Accurately approximating extreme value statistics

L Zarfaty, E Barkai, DA Kessler - Journal of Physics A …, 2021 - iopscience.iop.org
We consider the extreme value statistics of N independent and identically distributed
random variables, which is a classic problem in probability theory. When N→∞, fluctuations …

Limit theorems for random points in a simplex

A Baci, Z Kabluchko, J Prochno… - Journal of Applied …, 2022 - cambridge.org
In this work the-norms of points chosen uniformly at random in a centered regular simplex in
high dimensions are studied. Berry–Esseen bounds in the regime are derived and …

Large deviation principle for empirical SINR measure of critical telecommunication networks

E Sakyi-Yeboah, C Kwofie, L Asiedu… - Journal of Information …, 2021 - Taylor & Francis
For a powered Poisson process, we define Signal-to-Interference-plus-Noise Ratio (SINR)
and thesinr network as a Telecommunication Network. We define the Empirical Measures …

[HTML][HTML] Some examples of noncentral moderate deviations for sequences of real random variables

R Giuliano, C Macci - Modern Stochastics: Theory and Applications, 2023 - vmsta.org
The term moderate deviations is often used in the literature to mean a class of large
deviation principles that, in some sense, fills the gap between a convergence in probability …

A Stochastic Composite Model to Understand the Impact of Rare, Colossal Interference in HPC Systems

M Tageldin, MM Hayat… - 2024 IEEE …, 2024 - ieeexplore.ieee.org
Performance modeling of bulk-synchronous HPC applications is challenging in the
presence of rare, colossal interference. This difficulty is attributed to the lack of available …

Dominating points of Gaussian extremes

H Honnappa, R Pasupathy, P Jaiswal - arxiv preprint arxiv:1810.12132, 2018 - arxiv.org
We quantify the large deviations of Gaussian extreme value statistics on closed convex sets
in d-dimensional Euclidean space. The asymptotics imply that the extreme value distribution …

Asymptotic results for sums and extremes

R Giuliano, C Macci, B Pacchiarotti - Journal of Applied Probability, 2024 - cambridge.org
The term moderate deviations is often used in the literature to mean a class of large
deviation principles that, in some sense, fills the gap between a convergence in probability …