Related papers: On Extremal Index of Max-Stable Random Fields
Let xi be a real number which is neither rational nor quadratic over Q. Based on work of Davenport and Schmidt, Bugeaud and Laurent have shown that, for any real number theta, there exist a constant c>0 and infinitely many non-zero…
We study almost sure limiting behavior of extreme and intermediate order statistics arising from strictly stationary sequences. First, we provide sufficient dependence conditions under which these order statistics converges almost surely to…
The sums and maxima of weighted non-stationary random length sequences of regularly varying random variables may have the same tail and extremal indices, Markovich and Rodionov (2020). The main constraints are that there exists a unique…
We study the extremes of multivariate regularly varying random fields. The crucial tools in our study are the tail field and the spectral field, notions that extend the tail and spectral processes of Basrak and Segers (2009). The spatial…
We study extreme values of group-indexed stable random fields for discrete groups $G$ acting geometrically on spaces $X$ in the following cases: 1) $G$ acts freely, properly discontinuously by isometries on a CAT(-1) space $X$, 2) $G$ is a…
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…
The multivariate extremal index function relates the asymptotic distribution of the vector of pointwise maxima of a multivariate stationary sequence to that of the independent sequence from the same stationary distribution. It also measures…
This paper introduces results for characteristically near vector fields that are stable or non-stable in the polar complex plane $\mathbb{C}$. All characteristic vectors (aka eigenvectors) emanate from the same fixed point in $\mathbb{C}$,…
With any max-stable random process $\eta$ on $\mathcal{X}=\mathbb{Z}^d$ or $\mathbb{R}^d$, we associate a random tessellation of the parameter space $\mathcal{X}$. The construction relies on the Poisson point process representation of the…
This paper is devoted to the prediction problem in extreme value theory. Our main result is an explicit expression of the regular conditional distribution of a max-stable (or max-infinitely divisible) process $\{\eta(t)\}_{t\in T}$ given…
Max-stable random fields are very appropriate for the statistical modelling of spatial extremes. Hence, integrals of functions of max-stable random fields over a given region can play a key role in the assessment of the risk of natural…
Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions…
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…
In this article, after recalling and discussing the conventional extremality, local extremality, stationarity and approximate stationarity properties of collections of sets and the corresponding (extended) extremal principle, we focus on…
Let $X(t), t\in \mathcal{T}$ be a centered Gaussian random field with variance function $\sigma^2(\cdot)$ that attains its maximum at the unique point $t_0\in \mathcal{T}$, and let $M(\mathcal{T}):=\sup_{t\in \mathcal{T}} X(t)$. For…
Modeling univariate block maxima by the generalized extreme value distribution constitutes one of the most widely applied approaches in extreme value statistics. It has recently been found that, for an underlying stationary time series,…
Let $W_i,i\in{\mathbb{N}}$, be independent copies of a zero-mean Gaussian process $\{W(t),t\in{\mathbb{R}}^d\}$ with stationary increments and variance $\sigma^2(t)$. Independently of $W_i$, let $\sum_{i=1}^{\infty}\delta_{U_i}$ be a…
We study the joint occurrence of large values of a Markov random field or undirected graphical model associated to a block graph. On such graphs, containing trees as special cases, we aim to generalize recent results for extremes of Markov…
In this thesis we study the principle that extremal objects in differential geometry correspond to stable objects in algebraic geometry. In our introduction we survey the most famous instances of this principle with a view towards the…
Max-stable random fields can be constructed according to Schlather (2002) with a random function or a stationary process and a kind of random event magnitude. These are applied for the modelling of natural hazards. We simply extend these…