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math.PR2023
Extremes of vector-valued processes by finite dimensional models
Hui Xu, Mircea D. Grigoriu
Finite dimensional (FD) models, i.e., deterministic functions of time/space and finite sets of random variables, are constructed for target vector-valued random processes/fields. T…
math.PR2014
On a transformation between distributions obeying the principle of a single big jump
Hui Xu, Michael Scheutzow, Yuebao Wang
Beck et al. (2013) introduced a new distribution class J which contains many heavy-tailed and light-tailed distributions obeying the principle of a single big jump. Using a simple…
math.PR2014★ 7 cited
On the structure of a class of distributions obeying the principle of a single big jump
Hui Xu, Michael Scheutzow, Yuebao Wang +1
In this paper, we present several heavy-tailed distributions belonging to the new class J of distributions obeying the principle of a single big jump introduced by Beck et al. [1].…