Zobrazeno 1 - 10
of 21
pro vyhledávání: '"60G70, 60G10"'
Autor:
Li, Yuwei, Tan, Zhongquan
In this paper, we investigated the effect on extreme of random replacing for a stationary sequence satisfying a type of long dependent condition and a local dependent condition, and derived the joint asymptotic distribution of maximum from the statio
Externí odkaz:
http://arxiv.org/abs/2306.13390
Autor:
Damek, Ewa, Matsui, Muneya
We study bivariate stochastic recurrence equations with triangular matrix coefficients and we characterize the tail behavior of their stationary solutions ${\bf W} =(W_1,W_2)$. Recently it has been observed that $W_1,W_2$ may exhibit regularly varyin
Externí odkaz:
http://arxiv.org/abs/2110.04546
Autor:
Damek, Ewa
Multivariate process satisfying affine stochastic recurrence equation with generic diagonal matrices is considered. We prove that the stationary solution is regularly varying. The results are applicable to diagonal autoregressive models.
Comment
Comment
Externí odkaz:
http://arxiv.org/abs/2106.11243
Autor:
Planinić, Hrvoje
The tail process $\boldsymbol{Y}=(Y_{\boldsymbol{i}})_{\boldsymbol{i}\in\mathbb{Z}^d}$ of a stationary regularly varying random field $\boldsymbol{X}=(X_{\boldsymbol{i}})_{\boldsymbol{i}\in\mathbb{Z}^d}$ represents the asymptotic local distribution o
Externí odkaz:
http://arxiv.org/abs/2104.03810
From a physical/dynamical system perspective, the potential well represents the proportional mass of points that escape the neighbourhood of a given point. In the last 20 years, several works have shown the importance of this quantity to obtain preci
Externí odkaz:
http://arxiv.org/abs/2101.12381
Autor:
Thoppe, Gugan, Krishnan, Sunder Ram
Random field excursions is an increasingly vital topic within data analysis in medicine, cosmology, materials science, etc. This work is the first detailed study of their Betti numbers in the so-called `sparse' regime. Specifically, we consider a pie
Externí odkaz:
http://arxiv.org/abs/1807.11018
Autor:
Janßen, Anja
A regularly varying time series as introduced in Basrak and Segers (2009) is a (multivariate) time series such that all finite dimensional distributions are multivariate regularly varying. The extremal behavior of such a process can then be described
Externí odkaz:
http://arxiv.org/abs/1704.06179
The notion of a phantom distribution function (phdf) was introduced by O'Brien (1987). We show that the existence of a phdf is a quite common phenomenon for stationary weakly dependent sequences. It is proved that any $\alpha$-mixing stationary seque
Externí odkaz:
http://arxiv.org/abs/1509.05449
Autor:
Hashorva, Enkelejd, Weng, Zhichao
Publikováno v:
Stochastics An International Journal of Probability and Stochastic Processes, 86(5), 707-720 (2014)
In the seminal contribution [4] the joint weak convergence of maxima and minima of weakly dependent stationary sequences is derived under some mild asymptotic conditions. In this paper we address additionally the case of incomplete samples assuming t
Externí odkaz:
http://arxiv.org/abs/1309.6138
Autor:
Planinić, Hrvoje
Publikováno v:
Extremes. 26:45-82
The tail process $\boldsymbol{Y}=(Y_{\boldsymbol{i}})_{\boldsymbol{i}\in\mathbb{Z}^d}$ of a stationary regularly varying random field $\boldsymbol{X}=(X_{\boldsymbol{i}})_{\boldsymbol{i}\in\mathbb{Z}^d}$ represents the asymptotic local distribution o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9ce528893abd9593c15d417e51b259a1
https://doi.org/10.1007/s10687-022-00447-5
https://doi.org/10.1007/s10687-022-00447-5
