Related papers: On maxima of chi-processes over threshold dependen…
This paper develops an asymptotic likelihood theory for triangular arrays of stationary Gaussian time series depending on a multidimensional unknown parameter. We give sufficient conditions for the associated sequence of statistical models…
In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the sites and the rescaled values of exceedances. Here, the…
Max-stable processes are widely used to model spatial extremes. These processes exhibit asymptotic dependence meaning that the large values of the process can occur simultaneously over space. Recently, inverted max-stable processes have…
This work explores the bounds of the variance of unilaterally truncated Gaussian distributions (UTGDs) and scaled chi distributions (UTSCDs) with fixed means. For any arbitrary Gaussian distribution function, $f(x;\mu,\sigma)$, with a…
The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…
In the seminal contribution [4] the joint weak convergence of maxima and minima of weakly dependent stationary sequences is derived under some mild asymptotic conditions. In this paper we address additionally the case of incomplete samples…
We consider the problem of inferring the conditional independence graph (CIG) of a sparse, high-dimensional, stationary matrix-variate Gaussian time series. All past work on high-dimensional matrix graphical models assumes that independent…
In order to obtain functional limit theorems for heavy tailed stationary processes arising from dynamical systems, one needs to understand the clustering patterns of the tail observations of the process. These patterns are well described by…
Cooperative behaviors near the disorder-induced critical point in a random field Ising model are numerically investigated by analyzing time-dependent magnetization in ordering processes from a special initial condition. We find that the…
We consider a class of stationary processes exhibiting both long-range dependence and heavy tails. Separate limit theorems for sums and for extremes have been established recently in literature with novel objects appearing in the limits. In…
We study some properties of a multi-species degenerate Ginzburg-Landau energy and its relation to a cross-diffusion Cahn-Hilliard system. The model is motivated by multicomponent mixtures where crossdiffusion effects between the different…
This paper introduces a quasi-likelihood ratio testing procedure for diffusion processes observed under nonsynchronous sampling schemes. High-frequency data, particularly in financial econometrics, are often recorded at irregular time…
The present paper studies existence and distributional uniqueness of subclasses of stationary hard-core particle systems arising as thinnings of stationary particle processes. These subclasses are defined by natural maximality criteria. We…
Asymptotic expansions with explicit upper bounds for remainders are given for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces. The corresponding algorithms are based on a special technique of…
Generalizing the well-known lilypond model we introduce a growth-maximal hard-core model based on a space-time point process of convex particles. Using a purely deterministic algorithm we prove under fairly general assumptions that the…
Parametric max-stable processes are increasingly used to model spatial extremes. Starting from the fact that the dependence structure of a max-stable process is completely characterized by an extreme-value copula, a class of goodness-of-fit…
We study Gibbs partition models, also known as composition schemes. Our main results comprehensively describe their phase diagram, including a phase transition from the convergent case described in Stufler (2018, Random Structures \&…
We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…
It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. Here we consider non-stationary but…
We consider the hard-core model with Metropolis transition probabilities on finite grid graphs and investigate the asymptotic behavior of the first hitting time between its two maximum-occupancy configurations in the low-temperature regime.…