Zobrazeno 1 - 10
of 100
pro vyhledávání: '"Markovich, Natalia"'
The evolution of random undirected graphs by the clustering attachment (CA) both without node and edge deletion and with uniform node or edge deletion is investigated. Theoretical results are obtained for the CA without node and edge deletion when a
Externí odkaz:
http://arxiv.org/abs/2403.00551
Autor:
Markovich, Natalia
A network evolution with predicted tail and extremal indices of PageRank and the Max-Linear Model used as node influence indices in random graphs is considered. The tail index shows a heaviness of the distribution tail. The extremal index is a measur
Externí odkaz:
http://arxiv.org/abs/2211.13574
Autor:
Markovich, Natalia
The sums and maxima of weighted non-stationary random length sequences of regularly varying random variables may have the same tail and extremal indices, Markovich and Rodionov (2020). The main constraints are that there exists a unique series in a s
Externí odkaz:
http://arxiv.org/abs/2209.08485
Autor:
Markovich, Natalia1 (AUTHOR) nat.markovich@gmail.com
Publikováno v:
Annals of Operations Research. Aug2024, Vol. 339 Issue 3, p1839-1870. 32p.
Autor:
Markovich, Natalia
The sums and maxima of non-stationary random length sequences of regularly varying random variables may have the same tail and extremal indices, Markovich and Rodionov (2020). The main constraint is that there exists a unique series in a scheme of se
Externí odkaz:
http://arxiv.org/abs/2110.04120
We propose a new threshold selection method for the nonparametric estimation of the extremal index of stochastic processes. The so-called discrepancy method was proposed as a data-driven smoothing tool for estimation of a probability density function
Externí odkaz:
http://arxiv.org/abs/2009.02318
Autor:
Markovich, Natalia, Vaičiulis, Marijus
In this paper we continue the investigation of the SRCEN estimator of the extreme value index $\gamma$ (or the tail index $\alpha=1/\gamma$) proposed in \cite{MCE} for $\gamma>1/2$. We propose a new estimator based on the local maximum. This, in fact
Externí odkaz:
http://arxiv.org/abs/1710.03084
Autor:
Markovich, Natalia
We investigate exceedances of the process over a sufficiently high threshold. The exceedances determine the risk of hazardous events like climate catastrophes, huge insurance claims, the loss and delay in telecommunication networks. Due to dependence
Externí odkaz:
http://arxiv.org/abs/1710.00229
Autor:
Markovich, Natalia
Regarding the analysis of Web communication, social and complex networks the fast finding of most influential nodes in a network graph constitutes an important research problem. We use two indices of the influence of those nodes, namely, PageRank and
Externí odkaz:
http://arxiv.org/abs/1704.01302