The classical approach to extreme value modelling for multivariate data is to assume that the joint distribution belongs to a multivariate domain of attraction. In particular, this requires that each marginal distribution be individually attracted to a univariate extreme value distribution. The domain of attraction condition may be phrased conveniently in terms of regular variation of the joint...

This paper is devoted to stability analysis of linear systems with state delay and input saturation. The domain of attraction resulting from an a priori designed state feedback law is analyzed using Lyapunov–Razumikhin and Lyapunov–Krasovskii functional approach. Both delay-independent and delay-dependent estimation of the domain of attraction are presented using the linear matrix inequality te...

Let {Xn} be a stationary sequence with marginal distribution in the domain of attraction of a max-semistable distribution. This includes all distributions in the domain of attraction of any max-stable distribution and also other distributions like some integervalued distributions with exponential type tails such as the Negative Binomial case. We consider the effect of missing values on the dist...