8 papers · 1 filter
Branch-stationary max-stable fields on rooted trees
Enkelejd Hashorva, Svyatoslav Novikov
In this contribution we study max-stable random fields on the rooted tree under shifts to descendant subtrees. Branch-Brown--Resnick stationarity is characterised through homogeneo…
High Minima of Gaussian Processes: Overshoots and Minimizer Locations
Enkelejd Hashorva, Svyatoslav Novikov
Let , , be a centred Gaussian process with continuous sample paths on a compact metric space , and let . Let denote the minimum covar…
Shift-generated classes of jointly measurable random fields
Enkelejd Hashorva
We study shift-generated classes of jointly measurable and separable \(\mathbb R^d\)-valued random fields (RFs) indexed by \(\mathbb R^l\), defined through identities for \(α\)-ho…
Visibility in the Boolean Model on Harmonic Manifolds
Enkelejd Hashorva, Christoph Thäle
In Poisson Boolean models with deterministic ball grains, the directional visible range from an uncovered point is known to be exponentially distributed in Euclidean and real hyper…
Distributional and Extremal Behaviour of Brownian Motion with Exponential Resetting
Krzysztof DÄbicki, Enkelejd Hashorva, Zbigniew Michna
We study the distributional and asymptotic properties of the supremum of Brownian motion with drift and exponential resetting. We obtain an explicit renewal-type formula for the di…
Kolmogorov and Wasserstein Distances between Max-Stable Distributions
Enkelejd Hashorva
We derive explicit comparison bounds for multivariate max-stable distributions with unit--Fréchet margins. For the Kolmogorov distance, the bounds are expressed through Wasser…