A Breiman's theorem for conditional dependent random vector and its applications to risk theory
In this paper, we give a Breiman's theorem for conditional dependent random vector, where one component has a regularly-varying-tailed distribution with the index $\alpha\ge0$ and its slowly varying function satisfies a relaxed condition, while the other
Cui, Zhaolei, Wang, Yuebao
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Dawn‐Dusk Asymmetry of Kelvin‐Helmholtz Vortices Along the Kronian Magnetopause
Geophysical Research Letters, Volume 52, Issue 11, 16 June 2025.Abstract The Kelvin‐Helmholtz instability (KHI) at the Kronian magnetopause is an important process resulting from the interaction between the magnetosphere and the solar wind. The Kronian magnetosphere is rotationally driven, thus dawn‐dusk asymmetry has been observed in the KHI structures.
Enhao Feng +4 more
wiley +1 more source
CDC (Cindy and David's Conversations) game: Advising President to survive pandemic. [PDF]
iScience, 2023 Ma ZS, Yang L.
europepmc +1 more source
Dependent Competing Failure Processes in Reliability Systems. [PDF]
Entropy (Basel)Dshalalow JH, Aljahani H, White RT.
europepmc +1 more source
Uncover Hidden Physical Information of Soft Matter by Observing Large Deformation
Advanced Science, Volume 12, Issue 21, June 5, 2025.Detecting internal abnormalities in soft matter remains challenging due to its heterogeneous nature. This study introduces a method that infers hidden physical properties by matching observed deformation with simulation through parallel Bayesian optimization.
Huanyu Yang +9 more
wiley +1 more source
Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns. [PDF]
J Inequal Appl, 2018 Dong Y, Wang D.
europepmc +1 more source
Uniform Asymptotics for the Finite-Time Ruin Probability of a Time-Dependent Risk Model with Pairwise Quasiasymptotically Independent Claims [PDF]
, 2012 Qingwu Gao
openalex +1 more source
Fast and scalable inference for spatial extreme value models
Canadian Journal of Statistics, Volume 53, Issue 2, June 2025.Abstract The generalized extreme value (GEV) distribution is a popular model for analyzing and forecasting extreme weather data. To increase prediction accuracy, spatial information is often pooled via a latent Gaussian process (GP) on the GEV parameters. Inference for GEV‐GP models is typically carried out using Markov Chain Monte Carlo (MCMC) methods,
Meixi Chen, Reza Ramezan, Martin Lysy
wiley +1 more source
Estimation with Heisenberg-Scaling Sensitivity of a Single Parameter Distributed in an Arbitrary Linear Optical Network. [PDF]
Sensors (Basel), 2022 Triggiani D, Tamma V.
europepmc +1 more source