Extreme Bowen-York initial data

The Bowen-York family of spinning black hole initial data depends essentially on one, positive, free parameter. The extreme limit corresponds to making this parameter equal to zero. This choice represents a singular limit for the constraint equations. We prove that in this limit a new solution of the constraint equations is obtained. These initial data have similar properties to the extreme Kerr and Reissner-Nordstrom black hole initial data. In particular, in this limit one of the asymptotic ends changes from asymptotically flat to cylindrical. The existence proof is constructive, we actually show that a sequence of Bowen-York data converges to the extreme solution.Comment: 21 page

Extreme Value Analysis of Teletraffic Data

An empirically verified characteristic of the expanding area of Internet is the longtailness of phenomena such as cpu time to complete a job, call holding times, files lengths requested, inter-arrival times and so on. Extreme values of the above quantities are liable to cause problems to the efficient operation of the network and call for effective design and management. Extreme-value analysis is an area of statistical analysis particularly concerned with the systematic study of extremes, providing useful insight to fields where extreme values are probable to occur and have detrimental effects, as is the case of teletraffics. In this paper we illustrate the main elements of this analysis and proceed to a detailed application of extreme-value analysis concepts to a specific teletraffic data set. This analysis verifies, too, the existence of long tails in the data.Teletraffic engineering, Long tails, Extreme-value index, Smoothing procedures

Conformally flat black hole initial data, with one cylindrical end

We give a complete analytical proof of existence and uniqueness of extreme-like black hole initial data for Einstein equations, which possess a cilindrical end, analogous to extreme Kerr, extreme Reissner Nordstrom, and extreme Bowen-York's initial data. This extends and refines a previous result \cite{dain-gabach09} to a general case of conformally flat, maximal initial data with angular momentum, linear momentum and matter.Comment: Minor changes and formula (21) revised according to the published version in Class. Quantum Grav. (2010). Results unchange

Small deformations of extreme Kerr black hole initial data

We prove the existence of a family of initial data for Einstein equations which represent small deformations of the extreme Kerr black hole initial data. The data in this family have the same asymptotic geometry as extreme Kerr. In particular, the deformations preserve the angular momentum and the area of the cylindrical end.Comment: 26 pages, 4 figure

Dependence Estimation and Visualization in Multivariate Extremes with Applications to Financial Data

We investigate extreme dependence in a multivariate setting with special emphasis on financial applications. We introduce a new dependence function which allows us to capture the complete extreme dependence structure and present a nonparametric estimation procedure. The new dependence function is compared with existing measures including the spectral measure and other devices measuring extreme dependence. We also apply our method to a financial data set of zero coupon swap rates and estimate the extreme dependence in the data