Results 21 to 30 of about 40,557 (254)
Functional regular variation of Lévy-driven multivariate mixed moving average processes [PDF]
Extremes, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Martin Möser, Robert Stelzer
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First passage events and multivariate regular variation for dependent Lévy processes with Applications in Insurance [PDF]
, 2009 This thesis deals with the first upwards passage event of the sum of dependent Lévy processes, when a constant barrier is passed by a jump. The dependence between the jump components of a multivariate Lévy process is modelled by a so-called Pareto Lévy measure.
Irmingard Eder
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Journal of Multivariate Analysis, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Begoña Fernández, Nelson Muriel
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Simple models for multivariate regular variation and the Hüsler–Reiß Pareto distribution
Journal of Multivariate Analysis, 2019 We revisit multivariate extreme value theory modeling by emphasizing multivariate regular variations and the multivariate Breiman Lemma. This allows us to recover in a simple framework the most popular multivariate extreme value distributions, such as the logistic, negative logistic, Dirichlet, extremal-$t$ and Hüsler-Reiss models.
Zhen Wai Olivier Ho, Clément Dombry
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PLoS ONE, 2021 Leaf morphology exhibits tremendous diversity between and within species, and is likely related to adaptation to environmental factors. Most poplar species are of great economic and ecological values and their leaf morphology can be a good predictor for ...
Wenguo Yang +5 more
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Multivariate extremes and regular variation for stochastic processes
, 2004 Filip Lindskog
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Journal of Statistical Theory and Practice27 pages, 5 ...
Juan José Fernández-Durán +1 more
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Experimental study on acid dissolution damage characteristics of bedded limestone
Shuiwen dizhi gongcheng dizhi, 2023 In southwest China, carbonate rocks are widely distributed. It has unique dissolution features which bring a lot of resistance to engineering constructions.
Zongqin WU +4 more
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Multivariable Regular Variation of Functions and Measures [PDF]
Journal of Applied Analysis, 1999 From authors' Introduction: ``A Borel measurable function \(R: \mathbb{R}^+\rightarrow\mathbb{R}^+\) is said to vary regularly at infinity with index \(\rho\in \mathbb{R}\) if, for all \(\lambda>0\) we have \(\lim R(\lambda t)/R(t)=\lambda^\rho\). \dots{} In this paper we establish some basic results on the geometry of regularly varying functions ...
Meerschaert, M. M., Scheffler, H.-P.
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