دانلود مقالات ISI درباره 60G70 + ترجمه فارسی

Ergodic decompositions of stationary max-stable processes in terms of their spectral functions

Keywords: primary; 60G70; secondary; 60G52; 60G60; 60G55; 60G10; 37A10; 37A25; Max-stable random process; de Haan representation; Non-singular flow; Conservative/dissipative decomposition; Positive/null decomposition; Ergodic process; Mixing process; Mixed moving m

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2017 سفارش ترجمه

Extremal attractors of Liouville copulas

Keywords: primary; 60G70; secondary; 62E20; Extremal attractor; Extremal function; de Haan decomposition; Liouville copula; Scaled extremal Dirichlet model; Stable tail dependence function;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2017 سفارش ترجمه

Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: The iid case

Keywords: primary; 60B20; secondary; 60F05; 60F10; 60G10; 60G55; 60G70; Regular variation; Sample covariance matrix; Independent entries; Largest eigenvalues; Eigenvectors; Point process convergence; Compound Poisson limit; Fréchet distribution;

دانلود رایگان متن کامل مقاله ISI 29 صفحه سال انتشار : 2017 سفارش ترجمه

Large jumps of q-Ornstein-Uhlenbeck processes

Keywords: primary; 60G17; 60G70; q-Ornstein-Uhlenbeck process; Markov process; Double-sum method; Poisson limit theorem; Mixing condition; Extreme value theory;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2016 سفارش ترجمه

Rare events for the Manneville-Pomeau map

Keywords: 37A50; 60G55; 60G70; 37B20; 60G10; 37C25; Extreme Value Theory; Intermittent maps; Recurrence;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2016 سفارش ترجمه

Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function

Keywords: primary; 62P05; secondary; 60G70; 91B82; 62E20; Asymptotics; (extended) regular variation; Haezendonck-Goovaerts risk measure; Max-domain of attraction; Young function;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2014 سفارش ترجمه

Rates of convergence of extreme for STSD under power normalization

Keywords: primary; 60F15; secondary; 60G70; P-max stable laws; Short-tailed; Symmetric distribution; Maximum; Uniform convergence rate;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2014 سفارش ترجمه

Multivariate Archimax copulas

Keywords: 60E10; 60G70; 62H05; Archimedean copula; Domain of attraction; Multivariate extreme-value distribution; Stable tail dependence function; Williamson d-transform;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2014 سفارش ترجمه

Extremal tt processes: Elliptical domain of attraction and a spectral representation

Keywords: 60G70; 60G60Elliptical distribution; Extremal tt process; Max-stable process; Spectral construction

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2013 سفارش ترجمه

The second-order version of Karamata’s theorem with applications

Keywords: 60G70; 62P05Conditional moment; Extreme value theory; Karamata’s theorem; Regular variation; Second-order regular variation

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2013 سفارش ترجمه

On the asymptotic behavior of the sequence and series of running maxima from a real random sequence

Keywords: 60F15; 60G70; Running maxima of random variables; φ-subgaussian random variables; Almost sure convergence;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2013 سفارش ترجمه

Records in subsets of a random field

Keywords: primary; 60F05; 60F15; 60G70; 60G60; secondary; 60G40; Records; i.i.d. random variables; Law of large numbers; Central limit theorem; Random field;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2013 سفارش ترجمه

Extreme dependence models based on event magnitude

Keywords: 60G15; 60G70; 62H11; 62M30Cauchy distribution; Extremal coefficient function; Fréchet distribution; Hüsler–Reiss distribution; Max-stable processes; Multivariate extremes; Pickands’ function; Sea-levels; Spatial extremes; Surge levels

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2013 سفارش ترجمه

Limit distribution of a roundoff error

Keywords: 60G70; 62G32; 60E05; 65G50Roundoff error; Tail probability; Hazard function; Distribution of fractional part of a random variable

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2012 سفارش ترجمه

Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims

Keywords: 62E20; 60G70; Ruin probabilities; Interest force; Dominatedly varying; Quasi-asymptotically independent;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2012 سفارش ترجمه

On the asymptotics of numbers of observations in random regions determined by order statistics

Keywords: 60F05; 60G70; 62E20Order statistics; Weak limit theorems; Asymptotic independence; Randomly indexed samples

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2012 سفارش ترجمه

On the Haezendonck-Goovaerts risk measure for extreme risks

Keywords: Primary; 62P05; Secondary; 60G70; 91B82; 62E20; Asymptotics; Haezendonck-Goovaerts risk measure; Max-domain of attraction; Regular/rapid variation; Young function;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2012 سفارش ترجمه

Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks

Keywords: G22; primary; 62P05; secondary; 60G70; 91B30; (Extended) regular variation; Extreme value theory; First-order expansion; Max-domain attraction; Second-order expansion; Second-order regular variation; Young function;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2012 سفارش ترجمه

Gaussian approximation of conditional elliptical copulas

Keywords: 62E10; 60E05; 60G70; 62P05; 60F05Elliptical copula; Conditional copula; Univariate conditioning; Truncation of the first variable; Gaussian approximation; Gumbel max-domain of attraction

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2012 سفارش ترجمه

Rates of convergence of extreme for general error distribution under power normalization

Keywords: 60F15; 60G70; P-max stable laws; General error distribution; Maximum; Uniform convergence rate;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2012 سفارش ترجمه

The point process approach for fractionally differentiated random walks under heavy traffic

Keywords: primary; 60F99; secondary; 60G52; 60G22; 60K25; 62M10; 60G70; 62P20; Heavy traffic; Point process; Supremum functional; Fractional random walk; FARIMA process; Poisson process;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2012 سفارش ترجمه

Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution

Keywords: primary; 60F99; secondary; 60G52; 60G22; 60K25; 62M10; 60G70; 62P20; Heavy traffic; Ruin probability; Fractional random walk; FARIMA process; Fractional Lévy stable process;

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2012 سفارش ترجمه

The extremal index, hitting time statistics and periodicity

Keywords: 60G70; 60G10; 37A50; 37B20; 37C25Extremal index; Extreme value theory; Return time statistics; Stationary stochastic processes; Periodicity

دانلود رایگان متن کامل مقاله ISI 40 صفحه سال انتشار : 2012 سفارش ترجمه

Limit theorems for runs based on ‘small spacings’

Keywords: 60G70; 62G30Order statistics; Spacings; Limit theorems; Hypothesis testing

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2011 سفارش ترجمه

Numbers of near bivariate record-concomitant observations

Keywords: 60G70; 62G30Records; Concomitants of records; Near bivariate record-concomitant observations; Insurance claims; Limit theorems; Generating of records, bivariate record-concomitants

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2011 سفارش ترجمه

Multivariate extreme models based on underlying skew-tt and skew-normal distributions

Keywords: 60G70; 62H20; 62G32Extreme values; Extreme copulas; Max-stable distribution; Pickands dependence function; Skew-normal distribution; Skew-tt distribution; Spatial extremes; Tail dependence function

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Extremes of the time-average of stationary Gaussian processes

Keywords: primary; 60G15; secondary; 60G70; 68M20; Asymptotics; Extremes; Gaussian process;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Extremes of the standardized Gaussian noise

Keywords: 60G70; 60G15; 60F05Extremes; Gaussian fields; Scan statistics; Gumbel distribution; Pickands’ double-sum method; Poisson clumping heuristics; Local self-similarity

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2011 سفارش ترجمه

On limiting cluster size distributions for processes of exceedances for stationary sequences

Keywords: 60G70; 60K05; 60J05; 60K15; Stationary sequences; Extreme value clustering; Regenerative processes;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2010 سفارش ترجمه

On the association of sum- and max-stable processes

Keywords: 60G52; 60G70

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2010 سفارش ترجمه

On numbers of observations near randomly indexed order statistics

Keywords: 60G70; 62G30;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2010 سفارش ترجمه

Asymptotics of the norm of elliptical random vectors

Keywords: 60G70; 62H05; 62J20Elliptical distribution; Gaussian distribution; Kotz Type distribution; Gumbel max-domain of attraction; Tail approximation; Density convergence; Weak convergence

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2010 سفارش ترجمه

Asymptotics of random contractions

Keywords: primary; 60F05; secondary; 60G70; Random contractions; Random scaling; Conditional tail expectation; Elliptical distributions; Spherical distributions; Subexponential distributions; Max-domain of attraction; Risk aggregation; Ruin probability;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2010 سفارش ترجمه

Numbers of near-maxima for the bivariate case

Keywords: 60G70; 62G30;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2010 سفارش ترجمه

Ergodic properties of max-infinitely divisible processes

Keywords: 60G70; 60G10Max-infinitely divisible processes; Max-stable processes; Ergodicity; Mixing; Codifference

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

The extremes of a random scenery as seen by a random walk in a random environment

Keywords: 60G70; 60G50

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2009 سفارش ترجمه

Limit theorems for extremal processes generated by a point process with correlated time and space components

Keywords: 60G70

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2009 سفارش ترجمه

Maximum of a partial sample in the uniform AR(1) processes

Keywords: primary; 60G70; secondary; 60G10;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2009 سفارش ترجمه

Regular variation and related results for the multivariate GARCH(p,q)(p,q) model with constant conditional correlations

Keywords: 60G55; 60G70; 60G99; 62M99Autocovariance function; Extreme values; Multivariate GARCH; Multivariate regular variation; Point process convergence; Stochastic recurrence equation

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2009 سفارش ترجمه

Extremal limit theorems for observations separated by random power law waiting times

Keywords: 60G70; 60F15Extremal process; Renewal process; Subordinator

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2009 سفارش ترجمه

Truncated sequential change-point detection based on renewal counting processes II

Keywords: primary 62G10;; 62G20; 62G32; 62L10; secondary 60F17;; 60G40; 60G70; 60J65; 60K05; Change-point; Training period; Extreme value asymptotics; First passage time; Increments; Renewal counting process; Sequential test; Stopping time; Strong approximation; Wi

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2009 سفارش ترجمه

Tails of multivariate Archimedean copulas

Keywords: 60G70; 62E20Archimedean copula; Asymptotic independence; Clayton copula; Coefficient of tail dependence; Complete monotonicity; Domain of attraction; Extreme value distribution; Frailty model; Regular variation; Survival copula; Tail dependence copula

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2009 سفارش ترجمه

A Central Limit Theorem for isotropic flows

Keywords: primary; 60F05; 60F10; secondary; 60E07; 60G70; Kraichnan flows; Central Limit Theorem;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2009 سفارش ترجمه

Weak convergence of the tail empirical process for dependent sequences

Keywords: primary; 60G70; secondary; 60F17; 62G32Extremes; Clustering of extremes; Tail distribution function; Absolute regularity; Strong mixing

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2009 سفارش ترجمه

A connection between extreme value theory and long time approximation of SDEs

Keywords: 60G10; 60G70; 60J75; 65D15Stochastic differential equation; Jump process; Invariant distribution; Euler scheme; Extreme value

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2009 سفارش ترجمه

On the link between dependence and independence in extreme value theory for dynamical systems

Keywords: 37A50; 37C40; 60G10; 60G70

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2008 سفارش ترجمه

Tail asymptotic results for elliptical distributions

Keywords: primary; 60F05; secondary; 60G70; Elliptical random vectors; Exact asymptotics; Second order bounds; Gumbel max-domain of attraction; Conditional distribution; Conditional quantile function; Joint survival probability;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2008 سفارش ترجمه

Maxima of Dirichlet and triangular arrays of gamma variables

Keywords: primary; 60G70; 60F50; secondary; 60F10;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2008 سفارش ترجمه

Asymptotic properties of the ratio of order statistics

Keywords: 60G70; 62G30Order statistics; Ratio of order statistics; Limit laws; Theory of regular variation

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2008 سفارش ترجمه

Asymptotic properties of numbers of near minimum observations under progressive Type-II censoring

Keywords: 60G70; 62G30; Progressively Type-II censored samples; Near order statistic observations; Limit laws;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2008 سفارش ترجمه