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math.PR2020
Extremal clustering under moderate long range dependence and moderately heavy tails
Zaoli Chen, Gennady Samorodnitsky
We study clustering of the extremes in a stationary sequence with subexponential tails in the maximum domain of attraction of the Gumbel We obtain functional limit theorems in the…
math.PR2020
Limit theorems for topological invariants of the dynamic multi-parameter simplicial complex
Takashi Owada, Gennady Samorodnitsky, Gugan Thoppe
Topological study of existing random simplicial complexes is non-trivial and has led to several seminal works. However, the applicability of such studies is limited since the rando…