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Proposals are made for Earth-space and space-space paths to apply the term ?propagation degradation probability?, analogous to ?basic circuit reliability? adopted within the Radiocommunication Sector ...
A note on extreme values and kernel estimators of sample boundaries
support estimation asymptotic normality kernel estimator ex-treme values.
2012/9/18
In a previous paper [3], we studied a kernel estimate of the upper edge of a two-dimensional bounded set, based upon the extreme values of a Poisson point process. The initial paper [1] on the subject...
Extreme values for two-dimensional discrete Gaussian free field
Extreme values two-dimensional discrete Gaussian free field Probability
2012/6/15
We consider in this paper the collection of near maxima of the discrete, two dimensional Gaussian free field in a box with Dirichlet boundary conditions. We provide a rough description of the geometry...
Let $\Psi(n):=n\prod_{p | n}(1+\frac{1}{p})$ denote the Dedekind $\Psi$ function. Define, for $n\ge 3,$ the ratio $R(n):=\frac{\Psi(n)}{n\log\log n}.$ We prove unconditionally that $R(n)\le e^\gamma$...
Mediterranean offshore extreme wind analysis from the 44-year HIPOCAS database: different approaches towards the estimation of return periods and levels of extreme values
wind extreme values
2010/1/27
The present contribution addresses the performance of a statistical extreme wind analysis over the whole Mediterranean Basin. Estimations of return periods and levels are obtained over offshore areas ...
STATISTICAL INTERPRETATION OF HYDROMETEOROLOGICAL EXTREME VALUES
STATISTICAL INTERPRETATION HYDROMETEOROLOGICAL EXTREME VALUES
2009/10/29
The application of Jenkinson's method to extremal distributions for low
probability annual extremes of rainfall and stream flow is studied and
discussed.A statistical mcthod devised by Jenkinson has...
Extreme values of derivatives of smoothed fractional Brownian motions
Extreme values of derivatives smoothed fractional Brownian motions
2009/9/22
Let B,(.) be a fractional Brownian motion on R
with parameter 1/2 < H < 1, and consider its smoothed version
b;Hj K((t- sj/b,)BH(s) ds, teR, where the kernel K ( . ) is a density function
and the b...
Locations of extreme values of the empirical process
Empirical process law of the iterated logarithm
2009/9/21
Let E,, be a uniform empirical process and A (respectively,
v3 the unique location of its maximum (respectively, midimum).
We establish a "liminP' iterated logarithm law for (a-v).
Extreme values for Benedicks-Carleson quadratic maps
Dynamics Logistic family Stochastic Processes Extreme Value Theory Benedicks-Carleson parameters
2010/4/29
We consider the quadratic family of maps given by fa(x) = 1−ax2 with x ∈ [−1, 1], where a is a Benedicks-Carleson parameter. For each of these chaotic dynamical systems we study the extrem...