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Related papers: On Extremal Index of Max-Stable Random Fields

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Max-stability is the property that taking a maximum between two inputs results in a maximum between two outputs. We study max-stability with respect to first-order stochastic dominance, the most fundamental notion of stochastic dominance in…

Mathematical Finance · Quantitative Finance 2025-07-29 Christopher Chambers , Alan Miller , Ruodu Wang , Qinyu Wu

The statistical modelling of spatial extremes has recently made major advances. Much of its focus so far has been on the modelling of the magnitudes of extreme events but little attention has been paid on the timing of extremes. To address…

Statistics Theory · Mathematics 2015-03-20 Clément Dombry , Mathieu Ribatet , Stilian Stoev

Pickands constants play a crucial role in the asymptotic theory of Gaussian processes. They are commonly defined as the limits of a sequence of expectations involving fractional Brownian motions and, as such, their exact value is often…

Probability · Mathematics 2016-02-05 Krzysztof Dębicki , Sebastian Engelke , Enkelejd Hashorva

We show that current estimates of the critical exponents of the three-dimensional random-field Ising model are in agreement with the exponents of the pure Ising system in dimension 3 - theta where theta is the exponent that governs the…

Statistical Mechanics · Physics 2010-03-25 Th. Jolicoeur , J. C. Le Guillou

We obtain central limit theorems for stationary random fields employing a novel measure of dependence called $\theta$-lex weak dependence. We show that this dependence notion is more general than strong mixing, i.e., it applies to a broader…

Statistics Theory · Mathematics 2021-04-07 Imma Valentina Curato , Robert Stelzer , Bennet Ströh

In this article the solution of the special problem of the conditional extremum for the conjugate trigonometric polynomials is given. A possibility to apply this result to the problems of optimal stabilization of quasidynamic chaos in…

Classical Analysis and ODEs · Mathematics 2012-10-03 D. V. Dmitrishin , A. D. Khamitova

Motivated by the increasing availability of data of functional nature, we develop a general probabilistic and statistical framework for extremes of regularly varying random elements $X$ in $L^2[0,1]$. We place ourselves in a…

Statistics Theory · Mathematics 2023-08-03 Stephan Clémençon , Nathan Huet , Anne Sabourin

It is proved that as $T \to \infty$, uniformly for all positive integers $\ell \leqslant (\log_3 T) / (\log_4 T)$, we have \begin{equation*} \max_{T\leqslant t\leqslant 2T}\left|\zeta^{(\ell)}\Big(1+it\Big)\right| \geqslant \big(\mathbf…

Number Theory · Mathematics 2024-02-21 Daodao Yang

We determine the stability conditions for a radially symmetric noncommutative scalar soliton at finite noncommutivity parameter $\theta$. We find an intriguing relationship between the stability and existence conditions for all level-1…

High Energy Physics - Theory · Physics 2010-02-03 Mark G. Jackson

The analysis of seasonal or annual block maxima is of interest in fields such as hydrology, climatology or meteorology. In connection with the celebrated method of block maxima, we study several tests that can be used to assess whether the…

Methodology · Statistics 2016-09-22 Ivan Kojadinovic , Philippe Naveau

We prove that an extremal metric on a polarised smooth complex projective variety exists if it is $\mathbb{G}$-uniformly $K$-stable relative to the extremal torus over models, extending a result due to Chi Li for constant scalar curvature…

Differential Geometry · Mathematics 2026-04-09 Yoshinori Hashimoto

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,…

Optics · Physics 2016-03-09 Bernard Lacaze

The problem of optimal linear estimation of functionals depending on the unknown values of a random field $\zeta(t,x)$, which is mean-square continuous periodically correlated with respect to time argument $t\in\mathbb R$ and isotropic on…

Statistics Theory · Mathematics 2025-11-05 Iryna Golichenko , Oleksandr Masyutka , Mykhailo Moklyachuk

We show by using the method of matched asymptotic expansions that a sufficient condition can be derived which determines when a local experiment will detect the cosmological variation of a scalar field which is driving the spacetime…

General Relativity and Quantum Cosmology · Physics 2008-11-26 John D. Barrow , Douglas J. Shaw

Environmental data science for spatial extremes has traditionally relied heavily on max-stable processes. Even though the popularity of these models has perhaps peaked with statisticians, they are still perceived and considered as the…

Methodology · Statistics 2024-02-01 Raphaël Huser , Thomas Opitz , Jennifer Wadsworth

Let $k$ be a field of arbitrary characteristic, $A$ be a domain and $K=\mathrm{frac}(A)$. Then (1) All exponential maps of $k^{[3]}$ are rigid, and we give a necessary and sufficient condition for the triangularity of $\delta \in…

Commutative Algebra · Mathematics 2024-12-18 P. M. S. Sai Krishna

We consider a dynamical system obtained by the random switching between $N$ Lotka-Volterra food chains. Our key assumption will be that at least two vector fields only differ on the resources allocated to the growth rate of the first…

Probability · Mathematics 2023-02-27 Antoine Bourquin

We establish characterization results for the ergodicity of stationary symmetric $\alpha$-stable (S$\alpha$S) and $\alpha$-Frechet random fields. We show that the result of Samorodnitsky [Ann. Probab. 33 (2005) 1782-1803] remains valid in…

Probability · Mathematics 2013-02-07 Yizao Wang , Parthanil Roy , Stilian A. Stoev

We establish an invariance principle for a general class of stationary random fields indexed by $\mathbb Z^d$, under Hannan's condition generalized to $\mathbb Z^d$. To do so we first establish a uniform integrability result for stationary…

Probability · Mathematics 2014-07-17 Dalibor Volný , Yizao Wang

In this paper we consider a heavy-tailed stochastic volatility model, $X_t=\sigma_tZ_t$, $t\in\mathbb{Z}$, where the volatility sequence $(\sigma_t)$ and the i.i.d. noise sequence $(Z_t)$ are assumed independent, $(\sigma_t)$ is regularly…

Statistics Theory · Mathematics 2013-12-11 Thomas Mikosch , Mohsen Rezapour