Related papers: On Extremal Index of Max-Stable Random Fields
Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables, and $\eta$ be a counting random variable independent of this sequence. In addition, let $S_0:=0$ and $S_n:=\xi_1+\xi_2+\cdots+\xi_n$ for $n\geqslant1$. We consider…
We develop goodness-of-fit tests for max-stable random fields, which are used to model heavy-tailed spatial data. The test statistics are constructed based on the Fourier transforms of the indicators of extreme values in the heavy-tailed…
The finite-temperature one-loop effective potential for a scalar field in the static de Sitter space-time is obtained. Within this framework, by using zeta-function regularization, one can get, in the conformally invariant case, the…
The upcrossings index $0\leq \eta\leq 1,$ a measure of the degree of local dependence in the upcrossings of a high level by a stationary process, plays, together with the extremal index $\theta,$ an important role in extreme events…
We consider the minimally coupled Klein-Gordon equation for a charged, massive scalar field in the non-extremal Reissner-Nordstr\"om background. Performing a frequency domain analysis, using a continued fraction method, we compute the…
The modeling of risk situations that occur in a space-time framework can be done using max-stable random fields on lattices. Although the summary coefficients for the spatial and temporal behaviour do not characterize the finite-dimensional…
Existing theory for multivariate extreme values focuses upon characterizations of the distributional tails when all components of a random vector, standardized to identical margins, grow at the same rate. In this paper, we consider the…
We study in this paper the sufficient conditions for enhanced continuity of random fields, i.e. such that the modulus of its continuity allows the factorable representation by the product of random variable on the deterministic module of…
We consider the number ${\cal N}_{\theta_A}(\theta)$ of eigenvalues $e^{i \theta_j}$ of a random unitary matrix, drawn from CUE$_{\beta}(N)$, in the interval $\theta_j \in [\theta_A,\theta]$. The deviations from its mean, ${\cal…
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…
The notion of multivariate upcrossings index of a stationary sequence ${\bf{X}}=\{(X_{n,1},\ldots,X_{n,d})\}_{n\geq 1}$ is introduced and its main properties are derived, namely the relations with the multivariate extremal index and the…
We study lower bounds for the Riemann zeta function $\zeta(s)$ along vertical arithmetic progressions in the right-half of the critical strip. We show that the lower bounds obtained in the discrete case coincide, up to the constants in the…
Most extreme events in real life can be faithfully modeled as random realizations from a Generalized Pareto distribution, which depends on two parameters: the scale and the shape. In many actual situations, one is mostly concerned with the…
Let $X$ be a max-stable random vector with positive continuous density. It is proved that the conditional independence of any collection of disjoint sub-vectors of $X$ given the remaining components implies their joint independence. We…
The conventional definition of extremality of a finite collection of sets is extended by replacing a fixed point (extremal point) in the intersection of the sets by a collection of sequences of points in the individual sets with the…
In this paper, we investigate the law of large numbers for strictly stationary random fields, that is, we provide sufficient conditions on the moments and the dependence of the random field in order to guarantee the almost sure convergence…
We establish the following universality property in high dimensions: Let $X$ be a random vector with density in $\mathbb{R}^n$. The density function can be arbitrary. We show that there exists a fixed unit vector $\theta \in \mathbb{R}^n$…
This paper introduces a high-dimensional binary variate model that accommodates nonstationary covariates and factors, and studies their asymptotic theory. This framework encompasses scenarios where single indices are nonstationary or…
Let $\mathbf{X}(n) \in \mathbb{R}^d$ be a sequence of random vectors, where $n\in\mathbb{N}$ and $d = d(n)$. Under certain weakly dependence conditions, we prove that the distribution of the maximal component of $\mathbf{X}$ and the…
We investigate long and short memory in $\alpha$-stable moving averages and max-stable processes with $\alpha$-Fr\'echet marginal distributions. As these processes are heavy-tailed, we rely on the notion of long range dependence suggested…