H. Scheffler

activity

20062020

most citedImplicit Extremes and Implicit Max-Stable Laws

4 citations · 12 across the 10 of their papers we have counts for

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Showing 2014Show all

2 papers · 1 filter

math.ST2014★ 4 cited

Implicit Extremes and Implicit Max-Stable Laws

Hans-Peter Scheffler, Stilian Stoev

Let $X_{1}, ..., X_{n}$ be iid random vectors and $f \geq 0$ be a non-negative function. Let also $k (n) = Argmax_{i = 1, ..., n} f (X_{i})$ . We are interested in the distribution of $X_{k(n…

math.PR2014

Limit Theorems and Governing Equations for Levy Walks

M. Magdziarz, H. P. Scheffler, P. Straka +1

The Levy Walk is the process with continuous sample paths which arises from consecutive linear motions of i.i.d. lengths with i.i.d. directions. Assuming speed 1 and motions in the…