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Higher-order expansions of powered extremes of logarithmic general error distribution
In this paper, Let M n denote the maximum of logarithmic general error distribution with parameter v ≥ 1. Higher-order expansions for distributions of...
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Almost sure central limit theorems for the maxima of randomly chosen random variables
In this paper, we give an almost sure central limit theorem (ASCLT) version of a maximum limit theorem (MLT) with an arbitrary sequence { d n , n ≥ 1}...
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Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables
Following [C. Yu, Y. Wang, and D. Cheng, Tail behavior of the sums of dependent and heavy-tailed random variables, J. Korean Stat. Soc. , 44(1):12–27,...
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The extremes of dependent chi-processes attracted by the Brown-Resnick process
Motivated by some recent works on the topic of the Brown-Resnick process, we study the functional limit theorem for normalized pointwise maxima of...
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The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences
In this paper, we study the asymptotic relation between the first crossing point and the last exit time for Gaussian order statistics which are...
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Extrema of a Gaussian Random Field: Berman’s Sojourn Time Method
In this paper we devote ourselves to extending Berman’s sojourn time method, which is thoroughly described in [1–3], to investigate the tail...
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Cramér–Lundberg model for some classes of extremal Markov sequences
The classical Cramér–Lundberg model was the first attempt to describe the financial condition of the insurance company. The incomes were approximated...
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Asymptotic Behavior of Maxima of Independent Random Variables. Discrete case
We study the asymptotic behavior of almost surely extreme values of discrete random variables. We give applications to birth and death processes and...
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Remark on rates of convergence to extreme value distributions via the Stein equations
Consider the maximum of independent and identically distributed random variables. The classical result says that the renormalized sample maximum...
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Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks
In an earthquake event, the combination of a strong mainshock and damaging aftershocks is often the cause of severe structural damages and/or high...
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Maxima and sums of non-stationary random length sequences
We study non-stationary random length sequences of random variables with regularly varying tails. Tail and extremal indexes of their maxima and...
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On Extremal Index of Max-Stable Random Fields
For a given stationary max-stable random field X ( t ), t ∈ ℤ d , the corresponding generalized Pickands constant coincideswith the classical extremal...
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Extreme values of linear processes with heavy-tailed innovations and missing observations
We investigate maxima in incomplete samples from strictly stationary random sequences defined as linear models of i.i.d. random variables with...
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A regionalisation approach for rainfall based on extremal dependence
To mitigate the risk posed by extreme rainfall events, we require statistical models that reliably capture extremes in continuous space with...
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A formula for hidden regular variation behavior for symmetric stable distributions
We develop a formula for the power-law decay of various sets for symmetric stable random vectors in terms of how many vectors from the support of the...
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Basin-wide spatial conditional extremes for severe ocean storms
Physical considerations and previous studies suggest that extremal dependence between ocean storm severity at two locations exhibits near asymptotic...
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Approximations for the Boundary Crossing Probabilities of Moving Sums of Random Variables
In this paper we study approximations for the boundary crossing probabilities of moving sums of i.i.d. normal random variables. We approximate a...
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On the rate of concentration of maxima in Gaussian arrays
Recently in Gao and Stoev (
2020 ) it was established that the concentration of maxima phenomenon is the key to solving the exact sparse support...