Related papers: Generalized extreme shock models with a possibly i…
Electronic devices exhibit changes in electrical resistance over time at varying rates, depending on the configuration of certain components. Since measuring overall electrical resistance requires partial disassembly, only a limited number…
This paper devises a regression-type model for the situation where both the response and covariates are extreme. The proposed approach is designed for the setting where both the response and covariates are themselves block maxima, and thus…
When the initial state of a quantum mechanical system is an excited state, then it is expected that the occupation, or survival, probability of that state will decrease. This is studied numerically within the Bixon-Jortner model, which was…
Many random phenomena, including life-testing and environmental data, show positive values and excess zeros, which pose modeling challenges. In life testing, immediate failures result in zero lifetimes, often due to defects or poor quality,…
Complex network theory has been used to study complex systems. However, many real-life systems involve multiple kinds of objects . They can't be described by simple graphs. In order to provide complete information of these systems, we…
This paper introduces yet another stochastic model replicating chain-ladder estimates and furthermore considers extensions that add flexibility to the modeling. In its simplest form, the proposed model replicates the chain-ladder's…
The popular generalized additive model framework is extended to allow both the mean curves and the response distribution to be nonparametric. The approach is demonstrated to be a flexible yet parsimonious tool for data analysis in its own…
This brief paper summarize the chances offered by the Peak-Over-Threshold method, related with analysis of extremes. Identification of appropriate Value at Risk can be solved by fitting data with a Generalized Pareto Distribution. Also an…
In many applied fields it is desired to make predictions with the aim of assessing the plausibility of more severe events than those already recorded to safeguard against calamities that have not yet occurred. This problem can be analysed…
The maxima and the minima of a randomly stopped sample of a random variable, $X$, together with two newly defined random variables that make $X$ into the maxima or minima of a randomly stopped sample of them, can be used to define…
Power system robustness against high impact low probability events is becoming a major concern. To depict distinct phases of a system response during these disturbances, an irregular polygon model is derived from the conventional trapezoid…
The critical behaviour of a Random Fiber Bundle Model with mixed uniform distribution of threshold strengths and global load sharing rule is studied with a special emphasis on the nature of distribution of avalanches for different…
The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…
A general class of models is proposed that is able to estimate the whole predictive distribution of a dependent variable $Y$ given a vector of explanatory variables $\xb$. The models exploit that the strength of explanatory variables to…
Numerical experiments support the interesting conjecture that statistical methods be applicable not only to fully-chaotic systems, but also at the edge of chaos by using Tsallis' generalizations of the standard exponential and entropy. In…
Graphical models in extremes have emerged as a diverse and quickly expanding research area in extremal dependence modeling. They allow for parsimonious statistical methodology and are particularly suited for enforcing sparsity in…
Networks are at the core of modeling many engineering contexts, mainly in the case of infrastructures and communication systems. The resilience of a network, which is the property of the system capable of absorbing external shocks, is then…
We study a recent generalization proposed for the XY model in two and three dimensions. Using both, the continuum limit and discrete lattice, we obtained the vortex configuration and shown that out-of-plane vortex solutions are deeply…
We consider the critical temperature in strongly anisotropic antiferromagnetic materials, with weak coupling between stacked planes, in order to determine the interplane coupling constant from experimentally measured susceptibilities. We…
A geometric model of a physical network affected by a disaster is proposed and analyzed using integral geometry (geometric probability). This analysis provides a theoretical method of evaluating performance metrics, such as the probability…