Results 271 to 280 of about 1,747,393 (329)

Hydrological drought dynamic using copula functions and drought center migration in the Ganjiang river basin. [PDF]

Sci Rep
Liu W, Zhang J, Zhou Z, Zhu S, Liu L, Li J.   +5 more
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Guiding waves through chaos: Universal bounds for targeted mode transport. [PDF]

Sci Adv
Wang CZ, Guillamon J, Kuhl U, Davy M, Reisner M, Goetschy A, Kottos T.   +6 more
europepmc   +1 more source

Integrating machine learning and extreme value theory for estimating crash frequency-by-severity via AI-based video analytics

Fizza Hussain, Yuefeng Li, Md. Mazharul Haque   +2 more
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Spatial Flows of Information Entropy as Indicators of Climate Variability and Extremes. [PDF]

Entropy (Basel)
Twaróg B.
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Risikostyring i kraftmarkeder: En Extreme Value Theory tilnærming

, 2019
Tor Håkon Helgeland, Henrik Hjelmen
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Extreme Value Theory

Physics Education, 2002
The concept of risk has entered into physics courses in various guises. It is treated explicitly in the Advancing Physics [1] course and implicitly at GCSE through `Ideas and Evidence' discussions. This could easily lead to such ideas as the balance between treatment and risk in radiotherapy and the likelihood of an asteroid strike.
K P Zetie, J E M James
openaire   +1 more source

Extreme value theory for singular measures

Chaos: An Interdisciplinary Journal of Nonlinear Science, 2012
In this paper, we perform an analytical and numerical study of the extreme values of specific observables of dynamical systems possessing an invariant singular measure. Such observables are expressed as functions of the distance of the orbit of initial conditions with respect to a given point of the attractor.
Faranda, Davide, Lucarini, Valerio, Turchetti, Giorgio, Vaienti, Sandro   +3 more
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Extreme market risk and extreme value theory

Mathematics and Computers in Simulation, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Singh, Abhay K., Allen, David E., Robert, Powell J.   +2 more
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Penultimate Approximations in Extreme Value Theory

Extremes, 2000
Let \(X_{n}, n\in N,\) be a sequence of independent, identically distributed r.v.'s with common distribution function \(F.\) In the recent paper by \textit{M. I. Gomes} and \textit{L. de Haan} [ibid. 2, No. 1, 71-85 (1999; Zbl 0947.60019)] exact penultimate approximation rates w.r.t.
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Extreme value theory for stochastic processes.

Insurance: Mathematics and Economics, 1995
This paper reviews Harald Cramer's work on extremes and crossings of stationary processes during the 1960's, and very briefly outlines some of the directions of later development of the probability...
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