相关论文: Asymptotics of the visibility function in the Bool…

Given a gamma population with known shape parameter $\alpha$, we develop a general theory for estimating a function $g(\cdot)$ of the scale parameter $\beta$ with bounded variance. We begin by defining a sequential sampling procedure with…

Let $(X_1,Y_1),\ldots,(X_n,Y_n)$ be an i.i.d. sample from a bivariate distribution function that lies in the max-domain of attraction of an extreme value distribution. The asymptotic joint distribution of the standardized component-wise…

The hidden variable formalism (based on the assumption of some intrinsic node parameters) turned out to be a remarkably efficient and powerful approach in describing and analyzing the topology of complex networks. Owing to one of its most…

Empirical likelihood is an attractive inferential framework that respects natural parameter boundaries, but existing approaches typically require smoothness of the functional and miscalibrate substantially when these assumptions are…

Abstract In Extreme Value methodology the choice of threshold plays an important role in efficient modelling of observations exceeding the threshold. The threshold must be chosen high enough to ensure an unbiased extreme value index but…

The task for a general and useful classification of the tail behaviors of probability distributions still has no satisfactory solution. Due to lack of information outside the range of the data the tails of the distribution should be…

We study the problem of maximizing a spectral risk measure of a given output function which depends on several underlying variables, whose individual distributions are known but whose joint distribution is not. We establish and exploit an…

The extremal tail probabilities of moving sums in a marked Poisson random field is examined here. These sums are computed by adding up the weighted occurrences of events lying within a scanning set of fixed shape and size. Change of measure…

The study of graph-based submodular maximization problems was initiated in a seminal work of Kempe, Kleinberg, and Tardos (2003): An {\em influence} function of subsets of nodes is defined by the graph structure and the aim is to find…

We focus on the probability distribution function (pdf) $P(\Delta \gamma; \gamma)$ where $\Delta \gamma$ are the {\em measured} strain intervals between plastic events in an athermal strained amorphous solids, and $\gamma$ measures the…

This PhD thesis presents a distributional view of optimization in place of a worst-case perspective. We motivate this view with an investigation of the failure point of classical optimization. Subsequently we consider the optimization of a…

Estimating extreme quantiles is an important task in many applications, including financial risk management and climatology. More important than estimating the quantile itself is to insure zero coverage error, which implies the quantile…

We give a numerical algorithm computing Euler obstruction functions using maximum likelihood degrees. The maximum likelihood degree is a well-studied property of a variety in algebraic statistics and computational algebraic geometry. In…

Recently, the concept of tail dependence has been discussed in financial applications related to market or credit risk. The multivariate extreme value theory is a proper tool to measure and model dependence, for example, of large loss…

This paper proposes a specification test for the conventional distributional assumptions of error terms in binary choice models, focusing on its tail properties. Based on extreme value theory, we first establish that the tail index of the…

There is no consensus on the emission mechanism of $\gamma$-ray bursts (GRBs). A synchrotron model can produce $\gamma$-ray spectra with the empirical Band function form, from a piece-wise two-power-law electron energy distribution (2EPLS).…

Consider a discrete-time one-dimensional supercritical branching random walk. We study the probability that there exists an infinite ray in the branching random walk that always lies above the line of slope $\gamma-\epsilon$, where $\gamma$…

The optics of a number of future X-ray telescopes will have very long focal lengths (10 - 20 m), and will consist of a number of nested/stacked thin, grazing-incidence mirrors. The optical quality characterization of a real mirror can be…

We study a system of coalescing continuous-time random walks starting from every site on $\mathbb{Z}$, where the jump increments lie in the domain of attraction of an $\alpha$-stable distribution with $\alpha\in(0,1]$. We establish sharp…

An explicit expression is derived for the distribution function of end-to-end vectors and for the mean square end-to-end distance of a flexible chain with excluded-volume interactions. The Hamiltonian for a flexible chain with weak…