52412

Автор(ов): 

1

Параметры публикации
Тип публикации: 
Тезисы доклада
Название: 
Cluster properties of non-stationary random length sequences
Электронная публикация: 
Да
Наименование конференции: 
11th international conference on Extreme Value Analysis (EVA 2019, Zagreb)
Наименование источника: 
Book of abstracts of the 11th international conference on Extreme Value Analysis (EVA 2019, Zagreb)
Город: 
Загреб
Издательство: 
Университет Загреб
Год издания: 
2019
Страницы: 
58
Аннотация
We study non-stationary random length sequences of regularly varying distributed random variables. The results by Goldaeva 2013 that are valid for non-stationary random sequences with deterministic length are extended to random length sequences. Namely, we deal with a doubly-indexed array of regularly varying r.v.s $Y_{n,i}$ in which the "row index" $n$ corresponds to time, and the "column index" $i$ corresponds to the level. On the same probability space, one assumes the existence of a sequence of non-negative integer-valued r.v.s $\{N_n: n\ge 1\}$ such that $EN_n
Библиографическая ссылка: 
Маркович Н.М. Cluster properties of non-stationary random length sequences / Book of abstracts of the 11th international conference on Extreme Value Analysis (EVA 2019, Zagreb). Загреб: Университет Загреб, 2019. С. 58.