Related papers: Extremes of generalized inversions on permutation …

Consider a real diagonal deterministic matrix $X_n$ of size $n$ with spectral measure converging to a compactly supported probability measure. We perturb this matrix by adding a random finite rank matrix, with delocalized eigenvectors. We…

We show that in a sample of size $n$ from a GEM$(0,\theta)$ random discrete distribution, the gaps $G_{i:n}:= X_{n-i+1:n} - X_{n-i:n}$ between order statistics $X_{1:n} \le \cdots \le X_{n:n}$ of the sample, with the convention $G_{n:n} :=…

In this paper, we introduce a bivariate exponentaited generalized Weibull-Gompertz distribution. The model introduced here is of Marshall-Olkin type. Several properties are studied such as bivariate probability density function and it is…

The generalized extreme value distribution and its particular case, the Gumbel extreme value distribution, are widely applied for extreme value analysis. The Gumbel distribution has certain drawbacks because it is a non-heavy-tailed…

This paper deals with testing for nondegenerate normality of a $d$-variate random vector $X$ based on a random sample $X_1,\ldots,X_n$ of $X$. The rationale of the test is that the characteristic function $\psi(t) = \exp(-\|t\|^2/2)$ of the…

Consider a rowwise independent triangular array of gamma random variables with varying parameters. Under several different conditions on the shape parameter, we show that the sequence of row-maximums converges weakly after linear or power…

Regular variation of distributional tails is known to be preserved by various linear transformations of some random structures. An inverse problem for regular variation aims at understanding whether the regular variation of a transformed…

The seminal papers of Pickands [1,2] paved the way for a systematic study of high exceedance probabilities of both stationary and non-stationary Gaussian processes. Yet, in the vector-valued setting, due to the lack of key tools including…

We investigate Mahonian and Eulerian probability distributions given by inversions and descents in general finite Coxeter groups. We provide uniform formulas for the means and variances in terms of Coxeter group data in both cases. We also…

We study clustering of the extremes in a stationary sequence with subexponential tails in the maximum domain of attraction of the Gumbel We obtain functional limit theorems in the space of random sup-measures and in the space $D(0,\infty)$.…

Castelnuovo-Mumford regularity is an important invariant of projective algebraic varieties. A well known conjecture due to Eisenbud and Goto gives a bound for regularity in terms of the codimension and degree,i.e., Castelnuovo-Mumford…

Using Beck and Cohen's superstatistics, we introduce in a systematic way a family of generalised Wishart-Laguerre ensembles of random matrices with Dyson index $\beta$ = 1,2, and 4. The entries of the data matrix are Gaussian random…

In this paper, higher-order expansions for distributions and densities of powered extremes of standard normal random sequences are established under an optimal choice of normalized constants. Our findings refine the related results in Hall…

Our primary result is that a demi-normal quasi-projective variety can be embedded in a demi-normal projective variety. Recall that a demi-normal variety $X$ is a variety with properties $S_2$, $G_1$, and seminormality. Equivalently, $X$ has…

The main results of the extreme value theory developed for the investigation of the observables of dynamical systems rely, up to now, on the Gnedenko approach. In this framework, extremes are basically identified with the block maxima of…

In this paper, we characterize the extremal dependence of $d$ asymptotically dependent variables by a class of random vectors on the $(d-1)$-dimensional hyperplane perpendicular to the diagonal vector $\mathbf1=(1,\ldots,1)$. This…

We consider the clustering of extremes for stationary regularly varying random fields over arbitrary growing index sets. We study sufficient assumptions on the index set such that the limit of the point random fields of the exceedances…

Motivated by examples from extreme value theory we introduce the general notion of a cluster process as a limiting point process of returns of a certain event in a time series. We explore general invariance properties of cluster processes…

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…

This note compares two approaches both alternatively used when establishing normality theorems in univariate Extreme Value Theory. When the underlying distribution function ($df$) is the extremal domain of attraction, it is possible to use…