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We introduce a definition of the notion of compressibility for infinite deterministic and i.i.d. random sequences which is based on the asymptotic behavior of truncated subsequences. For this purpose, we use asymptotic results regarding the distribution of ...
We apply methods from extreme value theory to identify extreme events in high (termed EHOs) and low (termed ELOs) total ozone and to describe the distribution tails (i.e. very high and very low values) of five long-term European ground-based total ozone ti ...
Modern data storage systems are extremely large and consist of several tens or hundreds of nodes. In such systems, node failures are daily events, and safeguarding data from them poses a serious design challenge. The focus of this thesis is on the data rel ...
The idea of stochastic sediment transport models emerged in the 1930s, notably with the doctoral work of Hans A. Einstein (1936). Einstein's seminal work gave impulse to several stochastic models, which usually led to thin-tailed or bounded distributions f ...
We examine the fundamental properties that determine the basic performance metrics for opportunistic communications. We first consider the distribution of intercontact times between mobile devices. Using a diverse set of measured mobility traces, we find a ...
This paper proposes a robust semiparametric bootstrap method to estimate predictive distributions of GARCH-type models. The method is based on a robust estimation of parametric GARCH models and a robustified resampling scheme for GARCH residuals that contr ...
Among the recent experimental studies focusing on the stochastic nature of bedload transport, some results are particularly intriguing: in experiments in which tagged particles (tracers) are tracked, the statistical moments of the time evolution of particl ...
Low-dimensional spin systems, consisting of arrays of spins arranged in chains or ladders, have been investigated intensively in recent years using both exactly solvable theoretical models as well as a variety of experimental techniques. In case of random ...
In this paper, a blackout risk assessment method is proposed considering the effects of cascading outages, the active power and frequency response of the system. Here, the Monte Carlo Simulation (MCS) is used to analyze the risk of blackouts by generating ...
The evaluation of avalanche release depth distributions represents a major challenge for hazard management. This paper presents a rigorous formalism in which these distributions are expressed through a coupling of mechanical and meteorological factors. Con ...