Related papers: Characterizing extremal coefficient functions and …
The analysis of extremal dependence in high dimensions has recently attracted considerable interest. Existing methodology primarily focuses on modeling and estimation of extremal dependence structures, often supported by concentration…
We study the extremal correlation functions of (twisted) chiral ring operators via superlocalization in $\mathcal{N}=(2, 2)$ superconformal field theories (SCFTs) with central charge $c\geq 3$, especially for SCFTs with Calabi-Yau geometric…
We develop a novel multi-factor copula model for multivariate spatial extremes, which is designed to capture the different combinations of marginal and cross-extremal dependence structures within and across different spatial random fields.…
Consider $n$ i.i.d. random elements on $C[0,1]$. We show that, under an appropriate strengthening of the domain of attraction condition, natural estimators of the extreme-value index, which is now a continuous function, and the normalizing…
Many multivariate data sets exhibit a form of positive dependence, which can either appear globally between all variables or only locally within particular subgroups. A popular notion of positive dependence that allows for localized…
The extremal index is an important parameter in the characterization of extreme values of a stationary sequence. Our new estimation approach for this parameter is based on the extremal behavior under the local dependence condition…
Max-stable processes are a popular tool for the study of environmental extremes, and the extremal skew-$t$ process is a general model that allows for a flexible extremal dependence structure. For inference on max-stable processes with…
We introduce a new dependence order, termed the conditional convex order, whose minimal and maximal elements characterize independence and perfect dependence. Moreover, it characterizes conditional independence, satisfies information…
Depending on a parameter $h\in (0,1]$, let $\{X_h(\mathbf{t})$, $\mathbf{t}\in\mathcal{M}_h\}$ be a class of centered Gaussian fields indexed by compact manifolds $\mathcal{M}_h$. For locally stationary Gaussian fields $X_h$, we study the…
The extremal dependence structure of a regularly varying $d$-dimensional random vector can be described by its angular measure. The standard nonparametric estimator of this measure is the empirical measure of the observed angles of the $k$…
Extreme-value copulas arise in the asymptotic theory for componentwise maxima of independent random samples. An extreme-value copula is determined by its Pickands dependence function, which is a function on the unit simplex subject to…
Let $\Delta_m$ be the standard $m$-dimensional simplex of non-negative $m+1$ tuples that sum to unity and let $S$ be a nonempty subset of $\Delta_m$. A real valued function $h$ defined on a convex subset of a real vector space is $S$-almost…
The study of multivariate extremes is dominated by multivariate regular variation, although it is well known that this approach does not provide adequate distinction between random vectors whose components are not always simultaneously…
We consider the extremal properties of the highly flexible univariate extended skew-normal distribution. We derive the well-known Mills' inequalities and Mills' ratio for the extended skew-normal distribution and establish the asymptotic…
We continue to investigate planar four point worldsheet correlators of string theories which are conjectured to be duals of free gauge theories. We focus on the extremal correlators <Tr(Z^{J_1}(x)) Tr(Z^{J_2}(y)) Tr(Z^{J_3}(z))…
We develop an asymptotic theory for extremes in decomposable graphical models by presenting results applicable to a range of extremal dependence types. Specifically, we investigate the weak limit of the distribution of suitably normalised…
The modern definition of optical coherence highlights a frequency dependent function based on a matrix of spectra and cross-spectra. Due to general properties of matrices, such a function is invariant in changes of basis. In this article,…
In this paper, we continue Voiculescu's recent work on the analogous extreme value theory in the context of bi-free probability theory. We derive various equivalent conditions for a bivariate distribution function to be bi-freely…
The classical modeling of spatial extremes relies on asymptotic models (i.e., max-stable processes or $r$-Pareto processes) for block maxima or peaks over high thresholds, respectively. However, at finite levels, empirical evidence often…
Extreme environmental phenomena such as major precipitation events manifestly exhibit spatial dependence. Max-stable processes are a class of asymptotically-justified models that are capable of representing spatial dependence among extreme…