Zobrazeno 1 - 10
of 336
pro vyhledávání: '"Freitas, Ana Cristina"'
We establish a theory for multivariate extreme value analysis of dynamical systems. Namely, we provide conditions adapted to the dynamical setting which enable the study of dependence between extreme values of the components of $\R^d$-valued observab
Externí odkaz:
http://arxiv.org/abs/2406.14807
We present a general framework for weak convergence to decorated L\'evy processes in enriched spaces of c\`adl\`ag functions for vector-valued processes arising in deterministic systems. Applications include uniformly expanding maps and unbounded obs
Externí odkaz:
http://arxiv.org/abs/2310.00978
Autor:
Ferreira, Renata Cristina Mendes, Lima-Batista, Edleusa Marques, Freitas, Ana Cristina Nogueira, Mariano, Xavier Maia, Machado, Marcelo Ferreira Marcondes, An, Dongchen, Carmona, Adriana Karaoglanovic, Peigneur, Steve, Lima, William Gustavo, Carvalho, Brener Cunha, Tagliati, Carlos Alberto, Tytgat, Jan, Duarte, Igor Dimitri Gama, Lima, Maria Elena de
Publikováno v:
In Pharmacological Research - Reports March 2024 2
Dissertação de Mestrado em Matemática Aplicada apresentada à Faculdade de Ciências da Universidade do Porto
Externí odkaz:
http://hdl.handle.net/10216/10104
We prove functional limit theorems for dynamical systems in the presence of clusters of large values which, when summed and suitably normalised, get collapsed in a jump of the limiting process observed at the same time point. To keep track of the clu
Externí odkaz:
http://arxiv.org/abs/2011.10153
Publikováno v:
In Physica D: Nonlinear Phenomena January 2024 457
We give general sufficient conditions to prove the convergence of marked point processes that keep record of the occurrence of rare events and of their impact for non-autonomous dynamical systems. We apply the results to sequential dynamical systems
Externí odkaz:
http://arxiv.org/abs/1904.05761
Autor:
Freitas, Ana Cristina Moreira, Freitas, Jorge Milhazes, Rodrigues, Fagner B., Soares, Jorge Valentim
We study the existence of limiting laws of rare events corresponding to the entrance of the orbits on certain target sets in the phase space. The limiting laws are obtained when the target sets shrink to a Cantor set of zero Lebesgue measure. We cons
Externí odkaz:
http://arxiv.org/abs/1903.07200
When there is no independence, abnormal observations may have a tendency to appear in clusters instead of scattered along the time frame. Identifying clusters and estimating their size are important problems arising in statistics of extremes or in th
Externí odkaz:
http://arxiv.org/abs/1810.03216