Discrete sampling of extreme events modifies their statistics
Extreme value (EV) statistics of correlated systems are widely investigated in many fields,
spanning the spectrum from weather forecasting to earthquake prediction. Does the …
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 …
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 …
for many disordered systems in the past at the level of their typical fluctuations. In the present …
Accurately approximating extreme value statistics
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 …
random variables, which is a classic problem in probability theory. When N→∞, fluctuations …
Limit theorems for random points in a simplex
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 …
high dimensions are studied. Berry–Esseen bounds in the regime are derived and …
Large deviation principle for empirical SINR measure of critical telecommunication networks
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 …
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 …
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 …
presence of rare, colossal interference. This difficulty is attributed to the lack of available …
Dominating points of Gaussian extremes
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 …
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 …
deviation principles that, in some sense, fills the gap between a convergence in probability …