Browsing ORIE Technical Reports by Subject "extremal index"
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(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 ...
(2018-09-05)We study the extremes of multivariate regularly varying random fields. The crucial tools in our study are the tail field and the spectral field, notions that extend the tail and spectral processes of Basrak and Segers ...