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5-ая международная конференция по стохастическим методам 2020
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Extremes of Sums and Maxima with Application to Random Networks Natalia Markovich |
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Аннотация: The sums and maxima of non-stationary random length sequences of regularly varying random variables may have the same tail and extremal indices, Markovich and Rodionov (2020). The main constraint is that there exists a unique series in a scheme of series with the minimum tail index. The result is now revised allowing a random bounded number of series to have the minimum tail index. This is applied to random networks. |
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