Results 71 to 80 of about 1,128,515 (187)

Conditional Sampling for Max-Stable Processes with a Mixed Moving Maxima Representation

, 2014
This paper deals with the question of conditional sampling and prediction for the class of stationary max-stable processes which allow for a mixed moving maxima representation.
BM Brown, C Dombry, C Dombry, C Lantuéjoul, D Cooley, DJ Daley, KS Weintraub, LCG Rogers, LCG Rogers, M Oesting, M Schlather, Marco Oesting, Martin Schlather, R Ihaka, RA Davis, RA Davis, S Engelke, SA Stoev, T Gneiting, Y Wang, Z Kabluchko, Z Kabluchko   +21 more
core   +1 more source

Enhancement the electronic and optical properties of the graphene nanoflakes in the present S impurities

Chemical Physics Impact, 2023
Electronic and optical properties of the graphene nanoflakes (GNFs) are investigated with and without various concentrations of S impurities in different locations via a time-dependent density-functional theory (TDDFT) calculation.
Alaa M. Khudhair, Mohammed H. Mohammed, Fouad N. Ajeel, Safaa Halool Mohammed   +3 more
doaj   +1 more source

Extremal t processes: Elliptical domain of attraction and a spectral representation

, 2013
The extremal t process was proposed in the literature for modeling spatial extremes within a copula framework based on the extreme value limit of elliptical t distributions (Davison, Padoan and Ribatet (2012)).
Anderson, Beirlant, Brown, Davis, Davison, de Haan, de Haan, Demarta, Dombry, Falk, Hashorva, Hashorva, Hashorva, Hult, Hüsler, Kabluchko, Klüppelberg, Klüppelberg, Nikoloulopoulos, Røislien, Schlather, Schlather, Segers, T. Opitz   +23 more
core   +2 more sources

Semiparametric estimation for isotropic max-stable space-time processes [PDF]

Bernoulli, 2019
43 pages, 14 ...
Buhl, Sven, Davis, Richard A., Klüppelberg, Claudia, Steinkohl, Christina   +3 more
openaire   +4 more sources

Free extreme values

, 2006
Free probability analogs of the basics of extreme-value theory are obtained, based on Ando's spectral order. This includes classification of freely max-stable laws and their domains of attraction, using ``free extremal convolutions'' on the distributions.
Arous, Gerard Ben, Voiculescu, Dan Virgil   +1 more
core   +1 more source

Stochastic simulation of storm surge extremes along the contiguous United States coastlines using the max-stable process

Communications Earth & Environment
Extreme sea levels impact coastal society, property, and the environment. Various mitigation measures are engineered to reduce these impacts, which require extreme event probabilities typically estimated site-by-site.
Md Mamunur Rashid, Hamed Moftakhari, Hamid Moradkhani   +2 more
doaj   +1 more source

New extreme value theory for maxima of maxima

Statistical Theory and Related Fields, 2021
Although advanced statistical models have been proposed to fit complex data better, the advances of science and technology have generated more complex data, e.g., Big Data, in which existing probability theory and statistical models find their ...
Wenzhi Cao, Zhengjun Zhang
doaj   +1 more source

Random tessellations associated with max-stable random fields [PDF]

, 2014
36 pagesWith any max-stable random process $\eta$ on $\mathcal{X}=\mathbb{Z}^d$ or $\mathbb{R}^d$, we associate a random tessellation of the parameter space $\mathcal{X}$.
Dombry, Clément, Kabluchko, Z.
core   +2 more sources

The generalized Pareto process; with a view towards application and simulation

, 2014
In extreme value statistics, the peaks-over-threshold method is widely used. The method is based on the generalized Pareto distribution characterizing probabilities of exceedances over high thresholds in $\mathbb {R}^d$.
de Haan, Laurens, Ferreira, Ana
core   +1 more source

Spectral representations of sum- and max-stable processes [PDF]

Extremes, 2009
Spectral representations of symmetric \(\alpha\)-stable (S\(\alpha\)S) and max-stable stochastic processes are considered. An association between a max-stable and the corresponding S\(\alpha\)S process is established in terms of spectral measures of their finite-dimensional distributions.
openaire   +3 more sources