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Max-stable models for multivariate extremes
Copula domain of attraction max-stable distribution spectral measure tail dependence
2012/4/17
Multivariate extreme-value analysis is concerned with the extremes in a multivariate random sample, that is, points of which at least some components have exceptionally large values. Mathematical theo...
Fourier and Cauchy-Stieltjes transforms of power laws including stable distributions
Fourier transform Cauchy-Stieltjes transform stable distribution non-commutative probability Diophantine approximation
2011/9/15
Abstract: The Pareto distribution is a basic probability distribution which shows power-law behaviour and has various kinds of applications. In this paper, we introduce a class of probability measures...
Abstract: In this paper, we discuss three extrapolation methods for alpha-stable random fields with 1<alpha<=2. We justify them, giving proofs of the existence and uniqueness of the solutions for each...
Potential theory of one-dimensional geometric stable processes
geometric stable process Green function first exit time tail function Poisson kernel Levy process
2011/8/25
Abstract: The purpose of this paper is to find optimal estimates for the Green function and the Poisson kernel for a half-line and intervals of the geometric stable process with parameter $\alpha\in(0...
广义α-stable过程的确切Hausdorff测度函
确切Hausdorff 测度函数 指数为α的稳定过程 广义布朗单
2009/11/12
该文证明了广义αstable过程的图集和像集的确切Hausdorff测度函数。该结果推广了N指标d维αstable过程和N指标d维广义Brownian sheet的相应结果。