Add to ORKGWe study the extremes for a class of a symmetric stable random fields with long range dependence. We prove functional extremal theorems both in the space of sup measures and in the space of cadlag functions of several variables. The limits in both types of theorems are of a new kind, and only in a certain range of parameters these limits have the Fr\'echet distribution.This research was partially supported by the NSF grant DMS-1506783 and the ARO grant W911NF-18 -10318 at Cornell Universit
Abstract. Many real-life time series often exhibit clusters of outlying observations that cannot be ...
This dissertation consists of results in two distinct areas of probability theory. One is the extrem...
International audienceA functional limit theorem for the partial maxima of a long memory stable sequ...
We prove limit theorems of an entirely new type for certain long memory regularly varying stationar...
176 pagesI study extreme values from certain stationary infinitely divisible (SID) processes with su...
The asymptotic results that underlie applications of extreme random fields often assume that the va...
AbstractMany real-life time series exhibit clusters of outlying observations that cannot be adequate...
This paper studies the limits of a spatial random field generated by uniformly scattered random sets...
The study of multivariate extremes is dominated by multivariate regular variation, although it is we...
Based on the ratio of two block maxima, we propose a large sample test for the length of memory of a...
We study the extremes of multivariate regularly varying random fields. The crucial tools in our stu...
Presents a useful new technique for analyzing the extreme-value behaviour of random fields Modern ...
We study the limit distribution of upper extreme values of i.i.d. exponential samples {e^(tX_i), i=1...
In this article we analyse the behaviour of the extremes of a random walk in a random scenery. The r...
AbstractAny multivariate distribution can occur as the limit of extreme values in a sequence of inde...
Abstract. Many real-life time series often exhibit clusters of outlying observations that cannot be ...
This dissertation consists of results in two distinct areas of probability theory. One is the extrem...
International audienceA functional limit theorem for the partial maxima of a long memory stable sequ...
We prove limit theorems of an entirely new type for certain long memory regularly varying stationar...
176 pagesI study extreme values from certain stationary infinitely divisible (SID) processes with su...
The asymptotic results that underlie applications of extreme random fields often assume that the va...
AbstractMany real-life time series exhibit clusters of outlying observations that cannot be adequate...
This paper studies the limits of a spatial random field generated by uniformly scattered random sets...
The study of multivariate extremes is dominated by multivariate regular variation, although it is we...
Based on the ratio of two block maxima, we propose a large sample test for the length of memory of a...
We study the extremes of multivariate regularly varying random fields. The crucial tools in our stu...
Presents a useful new technique for analyzing the extreme-value behaviour of random fields Modern ...
We study the limit distribution of upper extreme values of i.i.d. exponential samples {e^(tX_i), i=1...
In this article we analyse the behaviour of the extremes of a random walk in a random scenery. The r...
AbstractAny multivariate distribution can occur as the limit of extreme values in a sequence of inde...
Abstract. Many real-life time series often exhibit clusters of outlying observations that cannot be ...
This dissertation consists of results in two distinct areas of probability theory. One is the extrem...
International audienceA functional limit theorem for the partial maxima of a long memory stable sequ...