Heavy rainfall distributional modeling is essential in any impact studies linked to the water cycle, e.g.\ flood risks. Still, statistical analyses that both take into account the temporal and multivariate nature of extreme rainfall are rare, and often, a complex de-clustering step is needed to make extreme rainfall temporally independent. A natura...
First, we complement the case study of heavy rainfall in France by implementing Pareto-based methods using declustering techniques. Second, we develop on the asymptotic theory of the stable sums method. To prove Theorem 6.1, we give a more general statement and prove the multivariate central limit theory of regularly varying time series with unit (...
In the parameter estimation of limit extreme value distributions, most employed methods only use some of the available data. Using the peaks-over-threshold method for Generalized Pareto Distribution (GPD), only the observations above a certain threshold are considered; therefore, a big amount of information is wasted. The aim of this work is to mak...
Published in Mathematical Methods of Statistics
AbstractIn this paper, we develop Bayes and maximum a posteriori probability (MAP) approaches to monotonicity testing. In order to simplify this problem, we consider a simple white Gaussian noise model and with the help of the Haar transform we reduce it to the equivalent problem of testing positivity of the Haar coefficients. This approach permits...
In our previous work [2, 3], we introduced the random k-cut number for rooted graphs. In this paper, we show that the distribution of the k-cut number in complete binary trees of size n, after rescaling, is asymptotically a periodic function of lg n - lg lg n. Thus there are different limit distributions for different subsequences, where these limi...
Published in Fractional Calculus and Applied Analysis
Stable distributions are a class of distributions that have important uses in probability theory. They also have a applications in the theory of fractional diffusions: symmetric stable density functions are the Green’s functions of the fractional heat equation. We describe efficient numerical representations for these Green’s functions, enabling th...
Published in Demonstratio Mathematica
We give a complete list of the Lebesgue-Jordan decomposition of Boolean and monotone stable distributions and a complete list of the mode of them. They are not always unimodal.
International audience
Published in Proceedings - Mathematical Sciences
In this paper we show that the continuous version of the self-normalized process Yn,p(t) = Sn(t)/Vn,p + (nt − [nt])X[nt] + 1/Vn,p,0 0 where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69p...
