This is a collection of Technical Reports and Papers written for the field of Operations Research and Information Engineering.

Recent Submissions

  • Handling missing extremes in tail estimation 

    Xu, Hui; Davis, Richard; Samorodnitsky, Gennady (2020)
    In some data sets, it may be the case that a portion of the extreme observations are missing. This might arise in cases where the extreme observations are just not available or are imprecisely measured. For example, ...
  • Extremal clustering under moderate long range dependence and moderately heavy tails 

    Chen, Zaoli; Samorodnitsky, Gennady (2020)
    We study clustering of the extremes in a stationary sequence with subexponential tails in the maximum domain of attraction of the Gumbel We obtain functional limit theorems in the space of random sup- measures and in the ...
  • High minima of non-smooth Gaussian processes 

    Wu, Zhixin; Chakrabarty, Arijit; Samorodnitsky, Gennady (2019-02-27)
    In this short note we study the asymptotic behaviour of the minima over compact intervals of Gaussian processes, whose paths are not necessarily smooth. We show that, beyond the logarithmic large deviation Gaussian ...
  • Extreme Value Theory for Long Range Dependent Stable Random Fields 

    Chen, Zaoli; Samorodnitsky, Gennady (2018-10-15)
    We study the extremes for a class of a symmetric stable random fields with long range dependence. We prove functional extremal theorems both in the space of sup measures and in the space of cadlag functions of ...
  • Modelling and Inference for Extremal Events 

    Sun, Julian (2018-08-11)
    Extreme events are frequently observed in nature and in human activities; they tend to have severe and often negative impact. For this reason they are wellstudied, and the underlying body of work is usually referred to ...

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