59923

Автор(ов): 

1

Параметры публикации
Тип публикации: 
Доклад
Название: 
Extremes of Sums and Maxima with Application to Random Networks
ISBN/ISSN: 
978-5-209-10386-8
Наименование конференции: 
5th International Conference on Stoсhastic Methods 2020
Наименование источника: 
Proceedings of the 5th International Conference on Stochastic Methods (ICSM-5, 2020)
Город: 
Москва
Издательство: 
Российский университет дружбы народов
Год издания: 
2020
Страницы: 
107-119
Аннотация
The sums and maxima of non-stationary random length sequences of regularly varying random variables may have the same tail and extremal indices, Markovich and Rodionov (2020). The main constraint is that there exists a unique series in a scheme of series with the minimum tail index. The result is now revised allowing a random bounded number of series to have the minimum tail index. This new result is applied to random networks.
Библиографическая ссылка: 
Маркович Н.М. Extremes of Sums and Maxima with Application to Random Networks / Proceedings of the 5th International Conference on Stochastic Methods (ICSM-5, 2020). М.: Российский университет дружбы народов, 2020. С. 107-119.