Zobrazeno 1 - 10
of 93
pro vyhledávání: '"Peter Scheffler"'
Publikováno v:
Journal of Applied Mathematics, Vol 2004, Iss 3, Pp 213-233 (2004)
Scaling limits of continuous-time random walks are used in physics to model anomalous diffusion in which particles spread at a different rate than the classical Brownian motion. In this paper, we characterize the scaling limit of the average of multi
Externí odkaz:
https://doaj.org/article/83b315224b844a4bb1a5b0e996cc4d77
Autor:
Dustin Kremer, Hans-Peter Scheffler
Multivariate tempered stable random measures (ISRMs) are constructed and their corresponding space of integrable functions is characterized in terms of a quasi-norm utilizing the so-called Rosinski measure of a tempered stable law. In the special cas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2af796199963cdf8b70f53d3cfee8bc8
http://arxiv.org/abs/2010.10169
http://arxiv.org/abs/2010.10169
Autor:
Hans-Peter Scheffler, Katharina Hees
Publikováno v:
Probability and Mathematical Statistics. 38:157-189
Let (W_i, J_i) be a sequence of i.i.d. R_+ x R-valued random vectors. Considering the partial sum of the first component and the corresponding maximum of the second component, we are interested in the limit distributions that can be obtained under an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2594a926ccdec70e52ae12d7bff3ac6c
https://doi.org/10.19195/0208-4147.38.1.9
https://doi.org/10.19195/0208-4147.38.1.9
Autor:
Katharina Hees, Hans-Peter Scheffler
Publikováno v:
Extremes. 21:235-259
Continuous Time Random Maxima (CTRM) are a generalization of classical extreme value theory: Instead of observing random events at regular intervals in time, the waiting times between the events are also random variables with arbitrary distributions.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0053fc0df95bf39f698d0a9830755c16
https://doi.org/10.1007/s10687-017-0304-6
https://doi.org/10.1007/s10687-017-0304-6
Publikováno v:
Computers & Mathematics with Applications. 73:892-905
The inverse tempered stable subordinator is a stochastic process that models power law waiting times between particle movements, with an exponential tempering that allows all moments to exist. This paper shows that the probability density function of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::611497cd3ff4d2cc3b480e27d93ba03a
https://doi.org/10.1016/j.camwa.2016.07.026
https://doi.org/10.1016/j.camwa.2016.07.026
Autor:
Stilian Stoev, Hans-Peter Scheffler
Publikováno v:
Extremes. 20:265-299
Let X1, ⋯ , Xn be iid random vectors and f≥0 be a homogeneous non–negative function interpreted as a loss function. Let also k(n)=Argmaxi=1c⋯ , nf(Xi). We are interested in the asymptotic behavior of Xk(n) as n→∞. In other words, what is
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::67b7f901bacfa5a8bc64a65cfca3b6f1
https://doi.org/10.1007/s10687-016-0278-9
https://doi.org/10.1007/s10687-016-0278-9
Publikováno v:
GEM - International Journal on Geomathematics. 10
One of the objectives of this paper is to extend the idea of the generalized discrepancy to the ball of arbitrary finite dimensions and to study its properties. We first construct orthonormal systems in higher dimensions, Sobolev spaces as well as pa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7455477a45ed99f345ae8fff26ebe41c
https://doi.org/10.1007/s13137-019-0133-7
https://doi.org/10.1007/s13137-019-0133-7
Publikováno v:
Basic Theory
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0ba320aa3a9ea5552b741b97d70eb7f8
https://doi.org/10.1515/9783110571622-016
https://doi.org/10.1515/9783110571622-016
Autor:
D. Kremer, Hans-Peter Scheffler
Publikováno v:
Statistics & Probability Letters. 164:108805
Independently scattered random measures are usually defined and constructed under the additional condition of being infinitely divisible, a rather strong condition. A more natural condition is the assumption that the random measure has no atoms, that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::193f43b974bd569ded3269ace3e00b99
https://doi.org/10.1016/j.spl.2020.108805
https://doi.org/10.1016/j.spl.2020.108805
Autor:
Dustin Kremer, Hans-Peter Scheffler
In this paper we construct vector-valued multi operator-stable random measures that behave locally like operator-stable random measures. The space of integrable functions is characterized in terms of a certain quasi-norm. Moreover, a multi operator-
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c683745d27d0cbfa7a8e806aeef3fe19
http://arxiv.org/abs/1809.10933
http://arxiv.org/abs/1809.10933