Results 81 to 90 of about 829,338 (182)
Systematic co-occurrence of tail correlation functions among max-stable processes [PDF]
, 2014 The tail correlation function (TCF) is one of the most popular bivariate extremal dependence measures that has entered the literature under various names.
Ballani, Felix +2 more
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Stationary max-stable processes with the Markov property
Stochastic Processes and their Applications, 2014 We prove that the class of discrete time stationary max-stable process satisfying the Markov property is equal, up to time reversal, to the class of stationary max-autoregressive processes of order $1$. A similar statement is also proved for continuous time processes.
Dombry, Clément, Eyi-Minko, Frédéric
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Sampling Sup-Normalized Spectral Functions for Brown-Resnick Processes
, 2019 Sup-normalized spectral functions form building blocks of max-stable and Pareto processes and therefore play an important role in modeling spatial extremes.
Oesting, Marco +2 more
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AppliedChemThis study investigated the effectiveness of a ligand known as (2-Mercapyo-phenylimino)-1,3-dihydro-indol-2-one-based ligand, in removing stable/radioactive cesium and cobalt from contaminated wastewater.
Riyam N. Khalaf +4 more
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Estimates of the Rate of Convergence for Max-Stable Processes
The Annals of Probability, 1989 Let \(\bar X=\{X_ j\); \(j\in {\mathbb{N}}\}\), \(\bar Y=\{Y_ j\); \(j\in {\mathbb{N}}\}\) be the sequences of r.v.'s taking values in spaces \(L_ r(T)\), \(1\leq r0,\quad c_ j(n)\geq 0,\quad j=2,3,...,\quad \sum^{\infty}_{j=1}c_ j(n)=1. \] For any \(\bar X,\) \(\bar Y\) and \(\bar C\) define the normalized maxima \[ \bar X_ n:=\max_{j\in {\mathbb{N ...
de Haan, L., Rachev, S. T.
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"Bayesian Estimation and Particle Filter for Max-Stable Processes" [PDF]
Extreme values are often correlated over time, for example, in a financial time series, and these values carry various risks. Max-stable processes such as maxima of moving maxima (M3) processes have been recently considered in the literature to describe ...
Tsuyoshi Kunihama +2 more
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Aviation Electronics, Information Technology, Telecommunications, Electricals, ControlsThe proliferation of Distributed Denial-of-Service (DDoS) attacks poses critical threats to network infrastructure, while conventional intrusion detection systems struggle to adapt to evolving attack patterns.
Muhammad Fathur Riziq, Ichwan Nul Ichsan
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BMC Bioinformatics, 2009 Background A central task in contemporary biosciences is the identification of biological processes showing response in genome-wide differential gene expression experiments. Two types of analysis are common. Either, one generates an ordered list based on
Marttinen Pekka +3 more
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Efficient inference for spatial extreme value processes associated to log-Gaussian random functions [PDF]
, 2017 Max-stable processes arise as the only possible nontrivial limits for maxima of affinely normalized identically distributed stochastic processes, and thus form an important class of models for the extreme values of spatial processes.
Tawn, Jonathan A. +1 more
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Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events
Advances in Applied Probability, 2014 In this paper we provide the basis for new methods of inference for max-stable processes ξ on general spaces that admit a certain incremental representation, which, in important cases, has a much simpler structure than the max-stable process itself. A corresponding peaks-over-threshold approach will incorporate all single events that are extreme in ...
Engelke, Sebastian +3 more
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