Concept

Long-range dependence

Related publications (36)

Roughness Evolution Induced by Third-Body Wear

Jean-François Molinari, Antonio Joaquin Garcia Suarez, Tobias Brink

Surface roughness is a key factor when it comes to friction and wear, as well as to other physical properties. These phenomena are controlled by mechanisms acting at small scales, in which the topography of apparently flat surfaces is revealed. Roughness i ...

New York2024

Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields

Cheuk Yin Lee

We establish a Chung-type law of the iterated logarithm and the exact local and uniform moduli of continuity for a large class of anisotropic Gaussian random fields with a harmonizable-type integral representation and the property of strong local nondeterm ...

INT STATISTICAL INST2023

On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments

Thomas Mountford, Kamran Kalbasi

In this paper, we study the local times of vector-valued Gaussian fields that are 'diagonally operator-selfsimilar' and whose increments are stationary. Denoting the local time of such a Gaussian field around the spatial origin and over the temporal unit h ...

INT STATISTICAL INST2020

The probability of intransitivity in dice and close elections

Jan Hazla

We study the phenomenon of intransitivity in models of dice and voting. First, we follow a recent thread of research for n-sided dice with pairwise ordering induced by the probability, relative to 1/2, that a throw from one die is higher than the other. We ...

2020

Development of discrete surface growth models for frictional surfaces

Thomas Fry

Both natural and manufactured surfaces have been found to be self-affine over many length scales. Yet, it is still not understood what mechanisms lead to the final self-affine morphology, which is characterized by a persistent Hurst exponent (greater than ...

2020

Short-Range Structural Correlations in Amorphous 2D Polymers

Klaus Kern, Claudius Morchutt, Patrick Eduard Alexa

Many 2D covalent polymers synthesized as single layers on surfaces show inherent disorder, expressed for example in their ring-size distribution. Systems which are expected to form the thermodynamically favored hexagonal lattice usually deviate from crysta ...

2019

Semiparametric Bayesian Risk Estimation for Complex Extremes

Thomas Lugrin

Extreme events are responsible for huge material damage and are costly in terms of their human and economic impacts. They strike all facets of modern society, such as physical infrastructure and insurance companies through environmental hazards, banking an ...

EPFL2018

Bridging asymptotic independence and dependence in spatial extremes using Gaussian scale mixtures

Emeric Rolland Georges Thibaud, Raphaël Huser

Gaussian scale mixtures are constructed as Gaussian processes with a random variance. They have non-Gaussian marginals and can exhibit asymptotic dependence unlike Gaussian processes, which are asymptotically independent except in the case of perfect depen ...

Elsevier Sci Ltd2017

The role of the roughness spectral breadth in elastic contact of rough surfaces

Jean-François Molinari, Guillaume Anciaux, Vladislav Yastrebov

We study frictionless and non-adhesive contact between elastic half-spaces with self-affine surfaces. Using a recently suggested corrective technique, we ensure an unprecedented accuracy in computation of the true contact area evolution under increasing pr ...

2017

Bayesian Uncertainty Management in Temporal Dependence of Extremes

Anthony Christopher Davison, Thomas Lugrin, Jonathan A. Tawn

Both marginal and dependence features must be described when modelling the extremes of a stationary time series. There are standard approaches to marginal modelling, but long- and short-range dependence of extremes may both appear. In applications, an assu ...

Springer Verlag2016

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