Results 41 to 50 of about 1,128,515 (187)
Spectral tail processes and max-stable approximations of multivariate regularly varying time series
, 2018 A regularly varying time series as introduced in Basrak and Segers (2009) is a (multivariate) time series such that all finite dimensional distributions are multivariate regularly varying.
Janßen, Anja
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A characterization of the normal distribution using stationary max-stable processes
, 2015 Consider the max-stable process $\eta(t) = \max_{i\in\mathbb N} U_i \rm{e}^{\langle X_i, t\rangle - \kappa(t)}$, $t\in\mathbb{R}^d$, where $\{U_i, i\in\mathbb{N}\}$ are points of the Poisson process with intensity $u^{-2}\rm{d} u$ on $(0,\infty)$, $X_i$,
Engelke, Sebastian, Kabluchko, Zakhar
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Max-stable processes and the functional D-norm revisited [PDF]
Extremes, 2014 22 ...
Aulbach, Stefan +3 more
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Wind resistance aerial path planning for efficient reconstruction of offshore ship
International Journal of Digital Earth, 2022 When the unmanned aerial vehicle (UAV) is applied to three-dimensional (3D) reconstruction of the offshore ship, it faces two problems: the battery capacity limitation of the UAV and the disturbance of the wind in the environment.
Tao Liu +5 more
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Approximation of Supremum of Max-Stable Stationary Processes & Pickands Constants [PDF]
Journal of Theoretical Probability, 2019 Let $X(t),t\in \mathbb{R}$ be a stochastically continuous stationary max-stable process with Fr chet marginals $ _ , >0$ and set $M_X(T)=\sup_{t \in [0,T]} X(t),T>0$. In the light of the seminal articles [1,2], it follows that $A_T=M_X(T)/T^{1/ }$ converges in distribution as $T\to \infty$ to $\mathcal{H}_Z^{1/ } X(1)$, where $\mathcal{H ...
Dȩbicki, Krzysztof, Hashorva, Enkelejd
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Sensors, 2022 This study experimentally investigated the effects of hydrogen direct injection on combustion and the cycle-by-cycle variations in a spark ignition n-butanol engine under lean burn conditions.
Weiwei Shang +7 more
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Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes [PDF]
, 2018 Brown-Resnick processes are max-stable processes that are associated to Gaussian processes. Their simulation is often based on the corresponding spectral representation which is not unique.
Oesting, Marco, Strokorb, Kirstin
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Max-stable processes and stationary systems of Lévy particles
Stochastic Processes and their Applications, 2015 We study stationary max-stable processes $\{ (t)\colon t\in\mathbb R\}$ admitting a representation of the form $ (t)=\max_{i\in\mathbb N}(U_i+ Y_i(t))$, where $\sum_{i=1}^{\infty} _{U_i}$ is a Poisson point process on $\mathbb R$ with intensity ${\rm e}^{-u} {\rm d} u$, and $Y_1,Y_2,\ldots$ are i.i.d.\ copies of a process $\{Y(t)\colon t\in\mathbb ...
Sebastian Engelke, Zakhar Kabluchko
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Conditioned limit laws for inverted max-stable processes [PDF]
Journal of Multivariate Analysis, 2016 20 pages, 3 ...
Papastathopoulos, Ioannis +1 more
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The spatial distribution of rainfall extremes and the influence of El Niño Southern Oscillation
Weather and Climate Extremes, 2017 Extreme rainfall does not occur in spatial isolation. Rainfall occurs in a region, and within that region nearby locations are likely to experience similar impacts due to spatial dependence.
Kate Saunders +3 more
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