Extremes最新文献

筛选
英文 中文
Choquet random sup-measures with aggregations 带聚合的随机超测度
IF 1.3 3区 数学
Extremes Pub Date : 2021-09-20 DOI: 10.1007/s10687-021-00425-3
Wang, Yizao
{"title":"Choquet random sup-measures with aggregations","authors":"Wang, Yizao","doi":"10.1007/s10687-021-00425-3","DOIUrl":"https://doi.org/10.1007/s10687-021-00425-3","url":null,"abstract":"<p>A variation of Choquet random sup-measures is introduced. These random sup-measures are shown to arise as the scaling limits of empirical random sup-measures of a general aggregated model. Because of the aggregations, the finite-dimensional distributions of introduced random sup-measures do not necessarily have classical extreme-value distributions. Examples include the recently introduced stable-regenerative random sup-measures as a special case.</p>","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"19 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2021-09-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138537971","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Branching processes with immigration in atypical random environment 非典型随机环境下具有迁移的分支过程
IF 1.3 3区 数学
Extremes Pub Date : 2021-09-20 DOI: 10.1007/s10687-021-00427-1
Foss, Sergey, Korshunov, Dmitry, Palmowski, Zbigniew
{"title":"Branching processes with immigration in atypical random environment","authors":"Foss, Sergey, Korshunov, Dmitry, Palmowski, Zbigniew","doi":"10.1007/s10687-021-00427-1","DOIUrl":"https://doi.org/10.1007/s10687-021-00427-1","url":null,"abstract":"<p>Motivated by a seminal paper of Kesten et al. (<i>Ann. Probab.</i>, <i>3(1)</i>, 1–31, 1975) we consider a branching process with a conditional geometric offspring distribution with i.i.d. random environmental parameters <i>A</i><sub><i>n</i></sub>, <i>n</i> ≥ 1 and with one immigrant in each generation. In contrast to above mentioned paper we assume that the environment is long-tailed, that is that the distribution <i>F</i> of <span>(xi _{n}:=log ((1-A_{n})/A_{n}))</span> is long-tailed. We prove that although the offspring distribution is light-tailed, the environment itself can produce extremely heavy tails of the distribution of the population size in the <i>n</i> th generation which becomes even heavier with increase of <i>n</i>. More precisely, we prove that, for all <i>n</i>, the distribution tail <span>(mathbb {P}(Z_{n} ge m))</span> of the <i>n</i> th population size <i>Z</i><sub><i>n</i></sub> is asymptotically equivalent to <span>(noverline F(log m))</span> as <i>m</i> grows. In this way we generalise Bhattacharya and Palmowski (<i>Stat. Probab. Lett.</i>, <i>154</i>, 108550, 2019) who proved this result in the case <i>n</i> = 1 for regularly varying environment <i>F</i> with parameter <i>α</i> &gt; 1. Further, for a subcritical branching process with subexponentially distributed <i>ξ</i><sub><i>n</i></sub>, we provide the asymptotics for the distribution tail <span>(mathbb {P}(Z_{n}&gt;m))</span> which are valid uniformly for all <i>n</i>, and also for the stationary tail distribution. Then we establish the “principle of a single atypical environment” which says that the main cause for the number of particles to be large is the presence of a single very small environmental parameter <i>A</i><sub><i>k</i></sub>.</p>","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"34 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2021-09-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138537967","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction 甘贝尔引力域中亚指数lsamv驱动随机场的极值
IF 1.3 3区 数学
Extremes Pub Date : 2021-09-11 DOI: 10.1007/s10687-021-00428-0
Mads Stehr, Anders Rønn-Nielsen
{"title":"Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction","authors":"Mads Stehr, Anders Rønn-Nielsen","doi":"10.1007/s10687-021-00428-0","DOIUrl":"https://doi.org/10.1007/s10687-021-00428-0","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"25 1","pages":"79 - 105"},"PeriodicalIF":1.3,"publicationDate":"2021-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"52394337","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
The asymptotic distribution of the condition number for random circulant matrices 随机循环矩阵条件数的渐近分布
IF 1.3 3区 数学
Extremes Pub Date : 2021-09-06 DOI: 10.1007/s10687-022-00442-w
G. Barrera, Paulo Manrique-Mirón
{"title":"The asymptotic distribution of the condition number for random circulant matrices","authors":"G. Barrera, Paulo Manrique-Mirón","doi":"10.1007/s10687-022-00442-w","DOIUrl":"https://doi.org/10.1007/s10687-022-00442-w","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"25 1","pages":"567 - 594"},"PeriodicalIF":1.3,"publicationDate":"2021-09-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43233925","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity 具有互惠的优先依恋模型中进出度的渐近依赖
IF 1.3 3区 数学
Extremes Pub Date : 2021-08-06 DOI: 10.1007/s10687-022-00439-5
Tiandong Wang, S. Resnick
{"title":"Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity","authors":"Tiandong Wang, S. Resnick","doi":"10.1007/s10687-022-00439-5","DOIUrl":"https://doi.org/10.1007/s10687-022-00439-5","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"25 1","pages":"417 - 450"},"PeriodicalIF":1.3,"publicationDate":"2021-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42474995","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 7
Multi-normex distributions for the sum of random vectors. Rates of convergence 随机向量和的多normx分布。收敛速度
IF 1.3 3区 数学
Extremes Pub Date : 2021-07-20 DOI: 10.1007/s10687-022-00461-7
M. Kratz, E. Prokopenko
{"title":"Multi-normex distributions for the sum of random vectors. Rates of convergence","authors":"M. Kratz, E. Prokopenko","doi":"10.1007/s10687-022-00461-7","DOIUrl":"https://doi.org/10.1007/s10687-022-00461-7","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"1 1","pages":"1-36"},"PeriodicalIF":1.3,"publicationDate":"2021-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42966266","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
The tail process and tail measure of continuous time regularly varying stochastic processes 连续时间正则变随机过程的尾过程和尾度量
IF 1.3 3区 数学
Extremes Pub Date : 2021-06-05 DOI: 10.1007/s10687-021-00417-3
Philippe Soulier
{"title":"The tail process and tail measure of continuous time regularly varying stochastic processes","authors":"Philippe Soulier","doi":"10.1007/s10687-021-00417-3","DOIUrl":"https://doi.org/10.1007/s10687-021-00417-3","url":null,"abstract":"<p>The goal of this paper is to investigate the tools of extreme value theory originally introduced for discrete time stationary stochastic processes (time series), namely the tail process and the tail measure, in the framework of continuous time stochastic processes with paths in the space <span>(mathcal {D})</span> of càdlàg functions indexed by <span>(mathbb {R})</span>, endowed with Skorohod’s <i>J</i><sub>1</sub> topology. We prove that the essential properties of these objects are preserved, with some minor (though interesting) differences arising. We first obtain structural results which provide representation for homogeneous shift-invariant measures on <span>(mathcal {D})</span> and then study regular variation of random elements in <span>(mathcal {D})</span>. We give practical conditions and study several examples, recovering and extending known results.</p>","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"39 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2021-06-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138537970","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 12
Truncated pair-wise likelihood for the Brown-Resnick process with applications to maximum temperature data 应用于最高温度数据的Brown-Resnick过程的截断成对似然
IF 1.3 3区 数学
Extremes Pub Date : 2021-06-01 DOI: 10.1007/s10687-021-00422-6
Zhendong Huang, O. Shulyarenko, Davide Ferrari
{"title":"Truncated pair-wise likelihood for the Brown-Resnick process with applications to maximum temperature data","authors":"Zhendong Huang, O. Shulyarenko, Davide Ferrari","doi":"10.1007/s10687-021-00422-6","DOIUrl":"https://doi.org/10.1007/s10687-021-00422-6","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"24 1","pages":"379 - 402"},"PeriodicalIF":1.3,"publicationDate":"2021-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10687-021-00422-6","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45707910","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Modeling spatial extremes using normal mean-variance mixtures 使用正态均值-方差混合模型模拟空间极值
IF 1.3 3区 数学
Extremes Pub Date : 2021-05-11 DOI: 10.1007/s10687-021-00434-2
Zhongwei Zhang, Raphael Huser, T. Opitz, J. Wadsworth
{"title":"Modeling spatial extremes using normal mean-variance mixtures","authors":"Zhongwei Zhang, Raphael Huser, T. Opitz, J. Wadsworth","doi":"10.1007/s10687-021-00434-2","DOIUrl":"https://doi.org/10.1007/s10687-021-00434-2","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"25 1","pages":"175 - 197"},"PeriodicalIF":1.3,"publicationDate":"2021-05-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48692836","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
Extreme value theory for spatial random fields – with application to a Lévy-driven field 空间随机场的极值理论——及其在lvac驱动场中的应用
IF 1.3 3区 数学
Extremes Pub Date : 2021-05-07 DOI: 10.1007/s10687-021-00415-5
Mads Stehr, Anders Rønn-Nielsen
{"title":"Extreme value theory for spatial random fields – with application to a Lévy-driven field","authors":"Mads Stehr, Anders Rønn-Nielsen","doi":"10.1007/s10687-021-00415-5","DOIUrl":"https://doi.org/10.1007/s10687-021-00415-5","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"24 1","pages":"753 - 795"},"PeriodicalIF":1.3,"publicationDate":"2021-05-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10687-021-00415-5","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41444506","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:604180095
Book学术官方微信
小红书