Extremal behaviour of aggregated data with an application to downscaling
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A continuous time process of alternating stochastic growths and deterministic decays is proposed as a simple model for the interannual dynamics of snow water equivalent (SWE) storage and melting. The related stationary properties are studied, and an integr ...
The subject of the present thesis is an optimal prediction problem concerning the ultimate maximum of a stable Lévy process over a finite interval of time. Such "optimal prediction" problems are of both theoretical and practical interest, in particular the ...
The statistics of the condensed polaritons is described in terms of the Wigner function. In the framework of the truncated Wigner method, the Wigner function obeys a Fokker-Planck equation, which is solved analytically. The second-order correlations in the ...
We examine the long-range exclusion process introduced by Spitzer and studied by Liggett and answer some of the open questions raised by Liggett. In particular, we show the existence of equilibria corresponding to bounded dual harmonic functions and that t ...
We have developed a new process for reversing the nanostencil patterns by using an intermediate sacrificial layer. Using this process, we can pattern isolated ‘empty’ shapes with their background filled with a certain material, which is impossible with the ...
This thesis is a contribution to multivariate extreme value statistics. The tail of a multivariate distribution function is characterized by its spectral distribution, for which we propose a new semi-parametric model based on mixtures of Dirichlet distribu ...
The thesis is a contribution to extreme-value statistics, more precisely to the estimation of clustering characteristics of extreme values. One summary measure of the tendency to form groups is the inverse average cluster size. In extreme-value context, th ...
