Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Kleemann, Carolin"'
Autor:
Heiny, Johannes, Kleemann, Carolin
The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is proved. This also implies the convergence of the joint distribution of a fi
Externí odkaz:
http://arxiv.org/abs/2303.15804
Autor:
Heiny, Johannes, Kleemann, Carolin
A joint limit theorem for the point process of the off-diagonal entries of a sample covariance matrix $\mathbf{S}$, constructed from $n$ observations of a $p$-dimensional random vector with iid components, and the Frobenius norm of $\mathbf{S}$ is pr
Externí odkaz:
http://arxiv.org/abs/2302.13914
Autor:
Heiny, Johannes, Kleemann, Carolin
A limit theorem for the largest interpoint distance of $p$ independent and identically distributed points in $\mathbb{R}^n$ to the Gumbel distribution is proved, where the number of points $p=p_n$ tends to infinity as the dimension of the points $n\t
Externí odkaz:
http://arxiv.org/abs/2302.06965
Autor:
Heiny, Johannes1 (AUTHOR) johannes.heiny@math.su.se, Kleemann, Carolin2 (AUTHOR)
Publikováno v:
Extremes. Jun2024, Vol. 27 Issue 2, p185-217. 33p.
Autor:
Kleemann, Carolin
In der vorliegenden Dissertation wird das asymptotische Verhalten von Maxima und Punktprozessen von abhängigen Zufallsvariablen betrachtet, die durch das Anwenden von Funktionen auf hochdimensionale Punkte definiert sind. Im ersten Teil wird Konverg
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::de13dd23b345bf87494c055d71f10323