Related papers: Extremal clustering and cluster counting for spati…
The occurrence of extreme events like heavy precipitation or storms at a certain location often shows a clustering behaviour and is thus not described well by a Poisson process. We construct a general model for the inter-exceedance times in…
The conditional extremes (CE) framework has proven useful for analysing the joint tail behaviour of random vectors. However, when applied across many locations or variables, it can be difficult to interpret or compare the resulting extremal…
Extremes occur in stationary regularly varying time series as short periods with several large observations, known as extremal blocks. We study cluster statistics summarizing the behavior of functions acting on these extremal blocks.…
We prove that the extremal process of branching Brownian motion, in the limit of large times, converges weakly to a cluster point process. The limiting process is a (randomly shifted) Poisson cluster process, where the positions of the…
We study discrete random fields $\{X_t: t\in \mathbb{Z}^d\}$ parameterized on the $d$-dimensional integer lattice $\mathbb{Z}^d$. For a fixed threshold $u$, the excursion set $\{t \in \mathbb{Z}^d : X_t > u\}$ decomposes into connected…
The tail process $\boldsymbol{Y}=(Y_{\boldsymbol{i}})_{\boldsymbol{i}\in\mathbb{Z}^d}$ of a stationary regularly varying random field $\boldsymbol{X}=(X_{\boldsymbol{i}})_{\boldsymbol{i}\in\mathbb{Z}^d}$ represents the asymptotic local…
It is known that the number of points in the largest cluster of a percolating Poisson process restricted to a large finite box is asymptotically normal. In this note, we establish a rate of convergence for the statement. As each point in…
We investigate the estimation of multivariate extreme models with a discrete spectral measure using spherical clustering techniques. The primary contribution involves devising a method for selecting the order, that is, the number of…
Let $(X_{n,i})_{1\le i\le n,n\in\mathbb{N}}$ be a triangular array of row-wise stationary $\mathbb{R}^d$-valued random variables. We use a "blocks method" to define clusters of extreme values: the rows of $(X_{n,i})$ are divided into $m_n$…
This paper establishes asymptotic results for the maximum likelihood and restricted maximum likelihood (REML) estimators of the parameters in the nested error regression model for clustered data when both of the number of independent…
Let $X,X_1,X_2,\ldots$ be i.i.d. mean zero random vectors with values in a separable Banach space $B$, $S_n=X_1+\cdots+X_n$ for $n\ge1$, and assume $\{c_n:n\ge1\}$ is a suitably regular sequence of constants. Furthermore, let…
Let a cluster be a term with a number of patterns occurring in it. We give two accounts of clusters, a geometric one as sets of (node and edge) positions, and an inductive one as pairs of terms with gaps (2nd order variables) and…
We introduce the extremal range, a local statistic for studying the spatial extent of extreme events in random fields on $\mathbb{R}^d$. Conditioned on exceedance of a high threshold at a location $s$, the extremal range at $s$ is the…
The problem of time-series clustering is considered in the case where each data-point is a sample generated by a piecewise stationary ergodic process. Stationary processes are perhaps the most general class of processes considered in…
The extremal index is a quantity introduced in extreme value theory to measure the presence of clusters of exceedances. In the dynamical systems framework, it provides important information about the dynamics of the underlying systems. In…
We consider a sequence of Poisson cluster point processes on $\mathbb{R}^d$: at step $n\in\mathbb{N}_0$ of the construction, the cluster centers have intensity $c/(n+1)$ for some $c>0$, and each cluster consists of the particles of a…
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…
Cluster growth in a coagulating system of active particles (such as microswimmers in a solvent) is studied by theory and simulation. In contrast to passive systems, the net velocity of a cluster can have various scalings dependent on the…
After generalizing the concept of clusters to incorporate clusters that are linked to other clusters through some relatively narrow bridges, an approach for detecting patches of separation between these clusters is developed based on an…
We propose a spectral clustering algorithm for analyzing the dependence structure of multivariate extremes. More specifically, we focus on the asymptotic dependence of multivariate extremes characterized by the angular or spectral measure…