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Operations Research and Information Engineering
Operations Research and Information Engineering is the science of rational decision making and the study, design and integration of complex situations and systems with the goal of predicting system behavior and improving or optimizing system performance. It encompasses managerial decision making, mathematical and computer modeling and the use of information technology for informed decision-making.
For more information, go to the ORIE Home Page.
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(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, ...
(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 ...
(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 ...
(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 ...
(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 ...