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Representations of max-stable processes via exponential tilting [PDF]
Stochastic Processes and their Applications, 2017 The recent contribution Dieker & Mikosch (2015) [1] obtained important representations of max-stable stationary Brown-Resnick random fields ζZ with a spectral representation determined by a Gaussian process Z.
Hashorva, E.
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On Extremal Index of max-stable stationary processes
Probability and Mathematical Statistics, 2017 In this contribution we discuss the relation between Pickands-type constants defined for certain Brown-Resnick stationary process $W(t),t\in R$ as $$\mathcal{H}_W^\delta= \lim_{T\to\infty} T^{-1} E{ \left(\sup_{t\in \delta Z \cap [0,T]} e^{W(t)}\right) },
Dębicki, Krzysztof, Hashorva, Enkelejd
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(G, λ)-Extremal Processes and Their Relationship with Max-Stable Processes [PDF]
, 2007 2000 Mathematics Subject Classification: 60G70, 60G18.The study of G-extremal processes was initiated by S. Resnick and M. Rubinovich (1973). Here we transform these processes by a non-decreasing and right-continuous function λ : [0, ∞) → [0, ∞) and ...
Kalcheva Jordanova, Pavlina
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Multivariate max-stable processes and homogeneous functionals [PDF]
Statistics & Probability Letters, 2021 Multivariate max-stable processes are important for both theoretical investigations and various statistical applications motivated by the fact that these are limiting processes, for instance of stationary multivariate regularly varying time series, [1].
Hashorva, Enkelejd, Kume, Alfred
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MAX-STABLE PROCESS WITH GEOMETRIC GAUSSIAN MODEL ON RAINFALL DATA IN SEMARANG CITY
Media Statistika, 2023 Spatial extreme value (SEV) is a statistical technique for modeling extreme events at multiple locations with spatial dependencies between locations. High intensity rainfall can cause disasters such as floods and landslides.
Arief Rachman Hakim +3 more
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Hydrology, 2023 Max-stable process (MSP) models can be fit to data collected over a spatial domain to estimate areal-based exceedances while accounting for spatial dependence in extremes. They have theoretical grounding within the framework of extreme value theory (EVT).
Brian Skahill +3 more
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Spatial Modeling of Extreme Temperature in Northeast Thailand
Atmosphere, 2022 The objective of the present study was to examine and predict the annual maximum temperature in the northeast of Thailand by using data from 25 stations and employing spatial extreme modeling which is based on max-stable process (MSP) using schlatter’s ...
Prapawan Senapeng +4 more
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Exact simulation of max-stable processes [PDF]
Biometrika, 2016 Max-stable processes play an important role as models for spatial extreme events. Their complex structure as the pointwise maximum over an infinite number of random functions makes simulation highly nontrivial. Algorithms based on finite approximations that are used in practice are often not exact and computationally inefficient.
Dombry, Clément +2 more
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Evaluation of the Electromagnetic Behavior of TiC/Ti3AlC2 Ceramic Matrix Composites Synthesized by in Situ Method [PDF]
Journal of Advanced Materials in Engineering, 2023 The present research has aimed to investigate the effect of Ti3AlC2 reinforcing MAX phase on the electromagnetic behavior of TiC matrix composites.
Kh. Zamani +3 more
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Motion Modeling and Control of Lower Limb Exoskeleton Based on Max-Plus Algebra
Discrete Dynamics in Nature and Society, 2021 Max-plus algebra is a special method to describe the discrete event system. In this paper, it is introduced to describe the motion of lower limb exoskeleton.
Cuifeng Qin, Zuojun Liu
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