Extremes of Sums and Maxima with Application to Random Networks
arXiv:2110.04120
Abstract
The sums and maxima of non-stationary random length sequences of regularly varying random variables may have the same tail and extremal indices, Markovich and Rodionov (2020). The main constraint is that there exists a unique series in a scheme of series with the minimum tail index. The result is now revised allowing a random bounded number of series to have the minimum tail index. This new result is applied to random networks.
Springer Proceedings in Mathematics \& Statistics of the 5th International Conference on Stochastic Methods 2020 ICSM5 November 23-27, 2020, 107-120 Moscow, Russia