Related papers: Inference for the limiting cluster size distributi…
A class of improved estimators is proposed for N-point correlation functions of galaxy clustering, and for discrete spatial random processes in general. In the limit of weak clustering, the variance of the unbiased estimator converges to…
Genome wide comparisons between enteric bacteria yield large sets of conserved putative regulatory sites on a gene by gene basis that need to be clustered into regulons. Using the assumption that regulatory sites can be represented as…
Describing the complex dependence structure of extreme phenomena is particularly challenging. To tackle this issue we develop a novel statistical algorithm that describes extremal dependence taking advantage of the inherent hierarchical…
Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions…
The cluster analysis of very large objects is an important problem, which spans several theoretical as well as applied branches of mathematics and computer science. Here we suggest a novel approach: under assumption of local convergence of…
In this chapter we review some examples, methods, and recent results involving comparison of clustering properties of point processes. Our approach is founded on some basic observations allowing us to consider void probabilities and moment…
We study the asymptotic distribution of the total claim amount for marked Poisson cluster models. The marks determine the size and other characteristics of the individual claims and potentially influence arrival rate of the future claims.…
The goal of this paper is two-fold: 1. We review classical and recent measures of serial extremal dependence in a strictly stationary time series as well as their estimation. 2. We discuss recent concepts of heavy-tailed time series,…
The analysis of spatial extremes requires the joint modeling of a spatial process at a large number of stations and max-stable processes have been developed as a class of stochastic processes suitable for studying spatial extremes. Spatial…
Let $k,d $ be positive integers. We determine a sequence of constants that are asymptotic to the probability that the cluster at the origin in a $d$-dimensional Poisson Boolean model with balls of fixed radius is of order $k$, as the…
We study scaling limits of a family of planar random growth processes in which clusters grow by the successive aggregation of small particles. In these models, clusters are encoded as a composition of conformal maps and the location of each…
A non-homogeneous Poisson cluster model is studied, motivated by insurance applications. The Poisson center process which expresses arrival times of claims, triggers off cluster member processes which correspond to number or amount of…
Marked point process data arise when events occur in a space with event-level marks. We study clustering of replicated marked Poisson point processes and introduce Dirichlet process mixtures of marked Poisson point processes, a Bayesian…
Let $(X_{n,i})_{1\le i\le n,n\in\mathbb{N}}$ be a triangular array of row-wise stationary $\mathbb{R}^d$-valued random variables. We use a "blocks method" to define clusters of extreme values: the rows of $(X_{n,i})$ are divided into $m_n$…
Clusters of infected individuals are defined on data from health laboratories, but this quantity has not been defined and characterized by epidemy models on statistical physics. For a system of mobile agents we simulate a model of infection…
In multivariate or spatial extremes, inference for max-stable processes observed at a large collection of locations is among the most challenging problems in computational statistics, and current approaches typically rely on less expensive…
We introduce the extremal range, a local statistic for studying the spatial extent of extreme events in random fields on $\mathbb{R}^d$. Conditioned on exceedance of a high threshold at a location $s$, the extremal range at $s$ is the…
Sticks at one of different orientation are placed in an i.i.d. fashion at points of a Poisson point process of intensity $\lambda$. Sticks of the same direction have the same length, while sticks in different directions may have different…
We address the estimation of "extreme" conditional quantiles i.e. when their order converges to one as the sample size increases. Conditions on the rate of convergence of their order to one are provided to obtain asymptotically Gaussian…
We investigate the maximal non-critical cluster in a big box in various percolation-type models. We investigate its typical size, and the fluctuations around this typical size. The limit law of these fluctuations are related to maxima of…