A numerical characteristic of extreme values

Extreme values for characteristic radii of a Poisson-Voronoi tessellation

A homogeneous Poisson-Voronoi tessellation of intensity γ is observed in a convex body W . We associate to each cell of the tessellation two characteristic radii: the inradius, i.e. the radius of the largest ball centered at the nucleus and included in the cell, and the circumscribed radius, i.e. the radius of the smallest ball centered at the nucleus and containing the cell. We investigate the...

Chemical Trees with Extreme Values of Zagreb Indices and Coindices

We give sharp upper bounds on the Zagreb indices and lower bounds on the Zagreb coindices of chemical trees and characterize the case of equality for each of these topological invariants.

Free Extreme Values

Free probability analogues of the basics of extreme value theory are obtained, based on Ando’s spectral order. This includes classification of freely max-stable laws and their domains of attraction, using “free extremal convolutions” on the distributions. These laws coincide with the limit laws in the classical peaks-over-threshold approach. A free extremal projection-valued process over a meas...

A Representation for Characteristic Functionals of Stable Random Measures with Values in Sazonov Spaces

A conditional approach for multivariate extreme values

Multivariate extreme value theory and methods concern the characterization, estimation and extrapolation of the joint tail of the distribution of a d-dimensional random variable. Existing approaches are based on limiting arguments in which all components of the variable become large at the same rate.This limit approach is inappropriate when the extreme values of all the variables are unlikely t...