Related papers: Point processes in a metric space
We study random plane partitions with respect to volume measures with periodic weights of arbitrarily high period. We show that near the vertical boundary the system develops up to as many turning points as the period of the weights, and…
We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…
We investigate maxima of linear processes with i.i.d. heavy-tailed innovations and random coefficients. Using the point process approach we derive functional convergence of the partial maxima stochastic process in the space of…
We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…
We develop and generalize the theory of extreme value for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting. We apply our results to non-autonomous dynamical…
We investigate applications of deep neural networks to a point process having an intensity with mixing covariates processes as input. Our generic model includes Cox-type models and marked point processes as well as multivariate point…
Point processes are becoming very popular in modeling asynchronous sequential data due to their sound mathematical foundation and strength in modeling a variety of real-world phenomena. Currently, they are often characterized via intensity…
Although the fundamental probabilistic theory of extremes has been well developed, there are many practical considerations that must be addressed in application. The contribution of this thesis is four-fold. The first concerns the choice of…
Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of theirs trajectories have been evaluated using Double Sum Method…
Determinantal point processes (DPPs) are an important concept in random matrix theory and combinatorics. They have also recently attracted interest in the study of numerical methods for machine learning, as they offer an elegant "missing…
This paper introduces a novel approach employing extreme value theory to analyze queue lengths within a corridor controlled by adaptive controllers. We consider the maximum queue lengths of a signalized corridor consisting of nine…
We consider extremal processes and random walks generated by heavy-tailed random vectors taking values in $\mathbb{R}^d$ endowed with the $\ell_p$ metric. We establish limit theorems for the associated paths in the triangular array setting…
This paper proposes a new methodology to perform Bayesian inference for a class of multidimensional Cox processes in which the intensity function is piecewise constant. Poisson processes with piecewise constant intensity functions are…
In this paper, we first define the concept of convexity in G-metric spaces. We then use Mann iterative process in this newly defined convex G-metric space to prove some convergence results for some classes of mappings. In this way, we can…
We study the branching random walk on weighted graphs; site-breeding and edge-breeding branching random walks on graphs are seen as particular cases. We describe the strong critical value in terms of a geometrical parameter of the graph. We…
Certain notions of convergence of sequences functions such as pointwise convergence and (uniform) convergence on compact or bounded sets come from suitable topological function spaces; see [1]. Under certain conditions these topologies…
We give conditions to prove the existence of an Extremal Index for general stationary stochastic processes by detecting the presence of one or more underlying periodic phenomena. This theory, besides giving general useful tools to identify…
Extreme events are an important theme in various areas of science because of their typically devastating effects on society and their scientific complexities. The latter is particularly true if the underlying dynamics does not lead to…
For each $n\geq 1$, let $ {X_{in}, \quad i \geq 1} $ be independent copies of a nonnegative continuous stochastic process $X_{n}=(X_n(t))_{t\in T}$ indexed by a compact metric space $T$. We are interested in the process of partial maxima…
We study the process of suitably normalized successive return times to rare events in the setting of infinite-measure preserving dynamical systems. Specifically, we consider small neighborhoods of points whose measure tends to zero. We…