125 citations · 132 across the 13 of their papers we have counts for
4 papers · 1 filter
Conditional independence and conditioned limit laws
Ioannis Papastathopoulos
Conditioned limit laws constitute an important and well developed framework of extreme value theory that describe a broad range of extremal dependence forms including asymptotic in…
Extreme Events of Markov Chains
Ioannis Papastathopoulos, Kirstin Strokorb, Jonathan A. Tawn +1
The extremal behaviour of a Markov chain is typically characterized by its tail chain. For asymptotically dependent Markov chains existing formulations fail to capture the full evo…
Conditional independence among max-stable laws
Ioannis Papastathopoulos, Kirstin Strokorb
Let be a max-stable random vector with positive continuous density. It is proved that the conditional independence of any collection of disjoint sub-vectors of given the re…
Conditioned limit laws for inverted max-stable processes
Ioannis Papastathopoulos, Jonathan A. Tawn
Max-stable processes are widely used to model spatial extremes. These processes exhibit asymptotic dependence meaning that the large values of the process can occur simultaneously…