A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence
Author:
Affiliation:
1. Department of Mathematics, Cornell University, Ithaca, New York 14850, USA
2. School of Operation Research and Information Engineering, Cornell University, Ithaca, New York 14850, USA
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability
Reference28 articles.
1. Samorodnitsky, G. (2016). Stochastic Processes and Long Range Dependence. Springer Series in Operations Research and Financial Engineering. Cham: Springer. 10.1007/978-3-319-45575-4
2. Resnick, S.I. (1987). Extreme Values, Regular Variation, and Point Processes. Applied Probability. A Series of the Applied Probability Trust 4. New York: Springer. 10.1007/978-0-387-75953-1
3. Resnick, S.I. (2007). Heavy-Tail Phenomena: Probabilistic and statistical modeling. Springer Series in Operations Research and Financial Engineering. New York: Springer.
4. Whitt, W. (2002). Stochastic-Process Limits: An Introduction to Stochastic-Process Limits and Their Application to Queues. Springer Series in Operations Research. New York: Springer.
5. Doney, R.A. (1997). One-sided local large deviation and renewal theorems in the case of infinite mean. Probab. Theory Related Fields 107 451–465. 10.1007/s004400050093
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3