We consider the extreme value statistics of centrally-biased random walks with asymptotically-zero drift in the ergodic regime. We fully characterize the asymptotic distribution of the maximum for this class of Markov chains lacking translational invariance, with a particular emphasis on the relation between the time scaling of the expected value of the maximum and the stationary distribution of the process
The extremal behaviour of a Markov chain is typically characterized by its tail chain. For asymptoti...
Introduction Veraverbeke's Theorem (Veraverbeke (1977), Embrechts and Veraverbeke (1982)) give...
International audienceWe develop and generalize the theory of extreme value for non-stationary stoch...
We consider the extreme value statistics of centrally-biased random walks with asymptotically-zero d...
We consider the extreme value statistics of centrally-biased random walks with asymptotically-zero d...
We consider the extreme value statistics of centrally-biased random walks with asymptotically-zero d...
In this article we analyse the behaviour of the extremes of a random walk in a random scenery. The r...
Extreme value functionals of stochastic processes are inverse functionals of the first passage time—...
In this thesis, we introduce asymptotic distribution and statistical theories of extreme values (max...
We study the distribution of maxima ( extreme value statistics ) for sequences of observables comput...
We consider a real random walk whose increments are constructed by a Markov chain definedon an abstr...
We consider a real random walk whose increments are constructed by a Markov chain definedon an abstr...
We consider a real random walk whose increments are constructed by a Markov chain definedon an abstr...
We consider a real random walk whose increments are constructed by a Markov chain definedon an abstr...
The extremal behaviour of a Markov chain is typically characterized by its tail chain. For asymptoti...
The extremal behaviour of a Markov chain is typically characterized by its tail chain. For asymptoti...
Introduction Veraverbeke's Theorem (Veraverbeke (1977), Embrechts and Veraverbeke (1982)) give...
International audienceWe develop and generalize the theory of extreme value for non-stationary stoch...
We consider the extreme value statistics of centrally-biased random walks with asymptotically-zero d...
We consider the extreme value statistics of centrally-biased random walks with asymptotically-zero d...
We consider the extreme value statistics of centrally-biased random walks with asymptotically-zero d...
In this article we analyse the behaviour of the extremes of a random walk in a random scenery. The r...
Extreme value functionals of stochastic processes are inverse functionals of the first passage time—...
In this thesis, we introduce asymptotic distribution and statistical theories of extreme values (max...
We study the distribution of maxima ( extreme value statistics ) for sequences of observables comput...
We consider a real random walk whose increments are constructed by a Markov chain definedon an abstr...
We consider a real random walk whose increments are constructed by a Markov chain definedon an abstr...
We consider a real random walk whose increments are constructed by a Markov chain definedon an abstr...
We consider a real random walk whose increments are constructed by a Markov chain definedon an abstr...
The extremal behaviour of a Markov chain is typically characterized by its tail chain. For asymptoti...
The extremal behaviour of a Markov chain is typically characterized by its tail chain. For asymptoti...
Introduction Veraverbeke's Theorem (Veraverbeke (1977), Embrechts and Veraverbeke (1982)) give...
International audienceWe develop and generalize the theory of extreme value for non-stationary stoch...