搜索结果: 1-15 共查到“数学 more extreme”相关记录17条 . 查询时间(0.031 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：New extreme value theory for maxima of maxima
极大值 最大值 新极值理论
2023/4/18
Although advanced statistical models have been proposed to fit complex data better, the advances of science and technology have generated more complex data, e.g., Big Data, in which existing probabili...
2018极限科学研讨会（Workshop on Science at Extreme Scales: Where Big Data Meets Large-Scale Computing Tutorials）
2018 极限科学 研讨会
2017/12/20
The program opens with four days of tutorials that will provide an introduction to major themes of the entire program and the four workshops. The goal is to build a foundation for the participants of...
Weighted Estimation of the Dependence Function for an Extreme-Value Distribution
Bivariate extreme dependence function jackknife empirical likeli- hood method
2016/1/19
Bivariate extreme-value distributions have been employed in modeling extremes in environmental sciences and risk management. An important issue is to estimate the dependence function such as Pickands ...
Representations of max-stable processes based on single extreme events
extreme value statistics incremental representation max-stable process mixed moving maxima peaks-over-threshold weak convergence on function space
2012/11/23
This paper provides the basis for new methods of inference for max-stable processes \xi\ on general spaces that admit a certain incremental representation, which, in important cases, has a much simple...
Stability and contagion measures for spatial extreme value analyses
Stability and contagion measures spatial extreme value analyses Statistics Theory
2012/6/25
As part of global climate change an accelerated hydrologic cycle (including an increase in heavy precipitation) is anticipated. So, it is of great importance to be able to quantify high-impact hydrolo...
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...
On the extreme points of moments sets
moment sets measures generalized moments extreme points optimization extremal problems
2012/4/17
Necessary and sufficient conditions for a measure to be an extreme point of the set of measures (on an abstract measurable space) with prescribed generalized moments are given, as well as an applicati...
Generalized Extreme Value distribution parameters as dynamical indicators of Stability
Generalized Extreme Value distribution parameters dynamical indicators of Stability Dynamical Systems
2011/9/23
Abstract: We introduce a new dynamical indicator of stability based on the Extreme Value statistics showing that it provides an insight on the local stability properties of dynamical systems. The indi...
On Extreme Value Processes and the Functional D-Norm
Extreme value process functional D-norm functional domain of at-traction copula process generalized Pareto process Takahashi’s Theorem
2011/9/21
Abstract: We introduce a functional domain of attraction approach for stochastic processes, which is more general than the usual one based on weak convergence. The distribution function G of a continu...
Generic representations of abelian groups and extreme amenability
Unitary representations measure-preserving actions Urysohn space extremely amenable group Polish group Baire category
2011/8/31
Abstract: If $G$ is a Polish group and $\Gamma$ is a countable group, denote by $\Hom(\Gamma, G)$ the space of all homomorphisms $\Gamma \to G$. We study properties of the group $\cl{\pi(\Gamma)}$ for...
Extreme(ly) mean(ingful): Sequential formation of a quality group
Extreme(ly) mean(ingful quality group
2010/11/19
The present paper studies the limiting behavior of the average score of a sequentially selected group of items or individuals, the underlying distribution of which, $F$, belongs to the Gumbel domain o...
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 $R(n)\le e^\gamma$...
Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
Fluctuations of the extreme eigenvalues finite rank deformations of random matrices
2010/11/26
Consider a deterministic self-adjoint matrix Xn with spectral measure converging to a compactly supported probability measure, the largest and smallest eigenvalues converging to the edges of the limit...
Large deviations of the extreme eigenvalues of random deformations of matrices
Random matrices large deviations
2010/11/26
Consider a real diagonal deterministic matrix Xn of size n with spectral measure converging to a compactly supported probability measure. We perturb this matrix by adding a random finite rank matrix, ...
Order flow dynamics around extreme price changes on an emerging stock market
Order flow dynamics price changes emerging stock market
2010/4/27
We study the dynamics of order flows around large intraday price changes using ultra-high-frequency data from the Shenzhen Stock Exchange. We find a significant reversal of price for both intraday pri...