Showing math.PRShow all
2 papers · 1 filter
math.PR2026
Extrapolation of max-stable random fields with Fréchet marginals
Vitalii Makogin, Evgeny Spodarev, Ilja Sukhanov
We propose a method for the prediction of stationary max--stable random fields with -Fréchet marginal distribution . The method is suitable to cope with heavy tails for…
math.PR2025
Tube formula for spherically contoured random fields with subexponential marginals
Satoshi Kuriki, Evgeny Spodarev
It is widely known that the tube method, or equivalently the Euler characteristic heuristic, provides a very accurate approximation for the tail probability that the supremum of a…