Taking M12.5 × 1.25 65-10.9 bolt as an example, this paper studies the extreme distribution of minimum value tensile strength in order to evaluate reliability and stability product quality verify production process. Through data collection, parameter estimation, test prediction, it is concluded that: 1) conforms Gumbel distribution; 2) when return period 10000, predicted 1071.7 MPa ± 3.2 MPa, k...

For 0<β<6π, we prove that the distribution of centred maximum ε-regularised continuum sine-Gordon field on two-dimensional torus converges to a randomly shifted Gumbel as ε→0. Our proof relies strong coupling at all scales with Gaussian free field, independent interest, and extensions existing methods for lattice field.

Abstract. This paper proposes a general non-Gaussian Ornstein-Uhlenbeck model for a joint financial process based on marginal Lévy measures joined by a Lévy copula. Simulated processes then result from choices of marginal measures and Lévy copulas, with resulting statistics and inferences. Selected for analysis are the 3/2-stable and Gamma marginal Lévy measures, along with Clayton, Gumbel, and...

knowledge about low flow statistics is essential for effective water resource planning and management in ungauged orpoorly gauged catchment areas, especially in arid and semi-arid regions such as iran. we employed a data set of 20 riverflow time-series from the iranian central plateau river basin, iran to evaluate the low-flow series using several frequencyanalysis methods and compared the resu...

We assign a uniform probability to the set consisting of partitions of a positive integer n such that the multiplicity of each summand is less than a given number d and we study the limiting distribution of the number of summands in a random partition. It is known from a result by Erdős and Lehner published in 1941 that the distributions of the length in random restricted (d = 2) and random unr...

An important question in the theory of fracture is what kind lifetime distributions may exist for materials under load. Here, this studied context a one-dimensional model with local load sharing constant external load, “creep.” Simulations system Weibull distributed initial lifetimes elements show that limiting distribution follows from extreme statistics and takes Gumbel form eventually, longe...

We study clustering of the extremes in a stationary sequence with subexponential tails maximum domain attraction Gumbel distribution. obtain functional limit theorems space D [ 0 , ? ) and random sup-measures. The limits have distribution if memory is only moderately long. However, as our results demonstrate rather strikingly, “heuristic single big jump” could fail even long range dependence se...

The residual dependence index of bivariate Gaussian distributions is determined by the correlation coefficient. This tail index is of certain statistical importance when extremes and related rare events of bivariate samples with asymptotic independent components are being modeled. In this paper we calculate the partial residual dependence indices of a multivariate elliptical random vector assum...