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pro vyhledávání: '"Hashorva, Enkelejd"'
We study the asymptotics of sojourn time of the stationary queueing process $Q(t),t\ge0$ fed by a fractional Brownian motion with Hurst parameter $H\in(0,1)$ above a high threshold $u$. For the Brownian motion case $H=1/2$, we derive the exact asympt
Externí odkaz:
http://arxiv.org/abs/2308.15662
For fractional Brownian motion with Hurst parameter H the Berman constant is defined. In this paper we consider a general random field (rf) Z that is a spectral rf of some stationary max-stable rf X and derive the properties of the corresponding Berm
Externí odkaz:
http://arxiv.org/abs/2211.05076
Autor:
Hashorva, Enkelejd
This paper investigates random-shift representations of $\alpha$-homogeneous shift-invariant classes of random fields (rf's) $ K_{\alpha}[ Z]$, which were introduced in \cite{hashorva2021shiftinvariant}. Here $ Z(t),t\in T$ is a stochastically contin
Externí odkaz:
http://arxiv.org/abs/2206.15064
Autor:
Hashorva, Enkelejd
Publikováno v:
In Journal of Mathematical Analysis and Applications 1 November 2024 539(1) Part 2
Autor:
Hashorva, Enkelejd
Given an $R^d$-valued random field (rf) $Z(t),t\in T$ and an $\alpha$-homogeneous mapping $\kappa$ we define the corresponding equivalent class of rf's (denoted by $K_\alpha$) which include representers of the same tail measure $\nu_Z$. When $T$ is a
Externí odkaz:
http://arxiv.org/abs/2111.00792
Motivated by the harmonic mean formula in [1], we investigate the relation between the sojourn time and supremum of a random process $X(t),t\in \mathbb{R}^d$ and extend the harmonic mean formula for general stochastically continuous $X$. We discuss t
Externí odkaz:
http://arxiv.org/abs/2106.11707
For a non-negative separable random field $Z(t), t\in \mathbb{R}^d$ satisfying some mild assumptions we show that \begin{eqnarray*} H_Z^\delta = \lim_{T\to\infty} \frac{1}{T^d} E \{\sup_{ t\in [0,T]^d \cap \delta \mathbb{Z}^d } Z(t) \} <\infty \end{e
Externí odkaz:
http://arxiv.org/abs/2105.10435
A general framework for the study of regular variation (RV) is that of Polish star-shaped metric spaces, while recent developments in [1] have discussed RV with respect to some properly localised boundedness $\mathcal{B}$ imposing weak assumptions on
Externí odkaz:
http://arxiv.org/abs/2103.04396
Autor:
Hashorva, Enkelejd, Kume, Alfred
Multivariate max-stable processes are important for both theoretical investigations and various statistical applications motivated by the fact that these are limiting processes, for instance of stationary multivariate regularly varying time series, [
Externí odkaz:
http://arxiv.org/abs/2102.06736
This paper is concerned with the asymptotic analysis of sojourn times of random fields with continuous sample paths. Under a very general framework we show that there is an interesting relationship between tail asymptotics of sojourn times and that o
Externí odkaz:
http://arxiv.org/abs/2101.11603