Related papers: On maxima of chi-processes over threshold dependen…
The skew-normal and related families are flexible and asymmetric parametric models suitable for modelling a diverse range of systems. We show that the multivariate maximum of a high-dimensional extended skew-normal random sample has…
It is due to the modularity of the analysis that results for cascaded systems have proved their utility in numerous control applications as well as in the development of general control techniques based on ``adding integrators''.…
We propose a simple continuum model to interpret the shearing motion of dense, dry and cohesion-less granular media. Compressibility, dilatancy and Coulomb-like friction are the three basic ingredients. The granular stress is split into a…
Gaussian random fields on finite dimensional smooth manifolds whose variances reach their maximum value at smooth submanifolds are considered. Exact asymptotic behaviors of large excursion probabilities have been evaluated. Vector Gaussian…
In this paper we show that the conditional distribution of perturbed chi-quare risks can be approximated by certain distributions including the Gaussian ones. Our results are of interest for conditional extreme value models and multivariate…
Order the vertices of a directed random graph \math{v_1,...,v_n}; edge \math{(v_i,v_j)} for \math{i<j} exists independently with probability \math{p}. This random graph model is related to certain spreading processes on networks. We…
In this paper, joint asymptotics of powered maxima for a triangular array of bivariate powered Gaussian random vectors are considered. Under the H\"usler-Reiss condition, limiting distributions of powered maxima are derived. Furthermore,…
We find explicit upper bounds for the density of marginals of continuous diffusions where we assume that the diffusion coefficient is constant and the drift is solely assumed to be progressively measurable and locally bounded. In one…
First, we give a closed-form formula for first passage time of a reflected Brownian motion with drift. This modifies a formula by Perry et al (2004). Second, we show that the maximum before a fixed drawdown is exponentially distributed for…
3D Computer simulations and experiments are employed to study random packings of compressible spherical grains under external confining stress. Of particular interest is the rigid ball limit, which we describe as a continuous transition in…
We consider a neutral particle with permanent magnetic dipole moment in an elastic medium with the presence of a uniform distribution of screw dislocations interacting with a radial electric field. We show that the uniform distribution of…
Maxima of moving maxima of continuous functions (CM3) are max-stable processes aimed at modeling extremes of continuous phenomena over time. They are defined as Smith and Weissman's M4 processes with continuous functions rather than…
For stationary sequences, under general local and asymptotic dependence restrictions, any limiting point process for time normalized upcrossings of high levels is a compound Poisson process, i.e., there is a clustering of high upcrossings,…
Empirical processes for stationary, causal sequences are considered. We establish empirical central limit theorems for classes of indicators of left half lines, absolutely continuous functions and piecewise differentiable functions. Sample…
We consider the clustering of extremes for stationary regularly varying random fields over arbitrary growing index sets. We study sufficient assumptions on the index set such that the limit of the point random fields of the exceedances…
We study numerically the phase-ordering kinetics following a temperature quench of the Ising model with single spin flip dynamics on a class of graphs, including geometrical fractals and random fractals, such as the percolation cluster. For…
For a given stationary max-stable random field $X(t),t\in Z^d$ the corresponding generalised Pickands constant coincides with the classical extremal index $\theta$ which always exists. In this contribution we discuss necessary and…
The location of the unique supremum of a stationary process on an interval does not need to be uniformly distributed over that interval. We describe all possible distributions of the supremum location for a broad class of such stationary…
We explicitly construct global strict Lyapunov functions for rapidly time-varying nonlinear control systems. The Lyapunov functions we construct are expressed in terms of oftentimes more readily available Lyapunov functions for the limiting…
In this paper, we analyze a multivariate counterpart of the generalized weighted Kolmogorov-Smirnov statistic, which is the supremum of weighted locally stationary chi-square process over non-compact interval. The boundedness and the exact…