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Representations of max-stable processes based on single extreme events
extreme value statistics incremental representation max-stable process mixed moving maxima peaks-over-threshold weak convergence on function space
2012/11/23
This paper provides the basis for new methods of inference for max-stable processes \xi\ on general spaces that admit a certain incremental representation, which, in important cases, has a much simple...
Estimating the historical and future probabilities of large terrorist events
Estimating the historical future probabilities large terrorist events
2012/11/23
Quantities with right-skewed distributions are ubiquitous in complex social systems, including political conflict, economics and social networks, and these systems sometimes produce extremely large ev...