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
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
The Extremal Index is a parameter that measures the intensity of clustering of rare events and is usually equal to the reciprocal of the mean of the limiting cluster size distribution. We show how to build dynamically generated stochastic processes w
Externí odkaz:
http://arxiv.org/abs/1808.02970
Autor:
Ferreira, Renata Cristina Mendes, de Sousa Fonseca, Flávia Cristina, de Almeida, Douglas Lamounier, Freitas, Ana Cristina Nogueira, Peigneur, Steve, Romero, Thiago Roberto Lima, Amaral, Flávio Almeida, Duarte, Igor Dimitri Gama
Publikováno v:
In Biochemical Pharmacology April 2022 198