2,192 research outputs found
Data Network Models of Burstiness
Data Network Models of Burstines
Densities with Gaussian Tails
Consider densities fi(t), for i = 1, ..., d, on the real line which have thin tails in the sense that, for each i, fi(t) ∼ γi(t)e−ψi(t), where γi behaves roughly like a constant and ψi is convex, C2, with ψ′ → ∞ and ψ″ > 0 and l/√ψ″ is self-neglecting. (The latter is an asymptotic variation condition.) Then the convolution is of the same form ft * ... *fd(t) ∼ γ(t)e − ψ(t) Formulae for γ, ψ are given in terms of the factor densities and involve the conjugate transform and infimal convolution of convexity theory. The derivations require embedding densities in exponential families and showing that the assumed form of the densities implies asymptotic normality of the exponential familie
Detecting a conditional extrme value model
In classical extreme value theory probabilities of extreme events are
estimated assuming all the components of a random vector to be in a domain of
attraction of an extreme value distribution. In contrast, the conditional
extreme value model assumes a domain of attraction condition on a
sub-collection of the components of a multivariate random vector. This model
has been studied in
\cite{heffernan:tawn:2004,heffernan:resnick:2007,das:resnick:2008a}.
In this paper we propose three statistics which act as tools to detect this
model in a bivariate set-up. In addition, the proposed statistics also help to
distinguish between two forms of the limit measure that is obtained in the
model.Comment: 21 pages, 4 figure
Intermediate Tail Dependence: A Review and Some New Results
The concept of intermediate tail dependence is useful if one wants to
quantify the degree of positive dependence in the tails when there is no strong
evidence of presence of the usual tail dependence. We first review existing
studies on intermediate tail dependence, and then we report new results to
supplement the review. Intermediate tail dependence for elliptical, extreme
value and Archimedean copulas are reviewed and further studied, respectively.
For Archimedean copulas, we not only consider the frailty model but also the
recently studied scale mixture model; for the latter, conditions leading to
upper intermediate tail dependence are presented, and it provides a useful way
to simulate copulas with desirable intermediate tail dependence structures.Comment: 25 pages, 1 figur
A statistical network analysis of the HIV/AIDS epidemics in Cuba
The Cuban contact-tracing detection system set up in 1986 allowed the
reconstruction and analysis of the sexual network underlying the epidemic
(5,389 vertices and 4,073 edges, giant component of 2,386 nodes and 3,168
edges), shedding light onto the spread of HIV and the role of contact-tracing.
Clustering based on modularity optimization provides a better visualization and
understanding of the network, in combination with the study of covariates. The
graph has a globally low but heterogeneous density, with clusters of high
intraconnectivity but low interconnectivity. Though descriptive, our results
pave the way for incorporating structure when studying stochastic SIR epidemics
spreading on social networks
Gaussian queues in light and heavy traffic
In this paper we investigate Gaussian queues in the light-traffic and in the
heavy-traffic regime. The setting considered is that of a centered Gaussian
process with stationary increments and variance
function , equipped with a deterministic drift ,
reflected at 0: We
study the resulting stationary workload process
in the limiting regimes (heavy
traffic) and (light traffic). The primary contribution is that we
show for both limiting regimes that, under mild regularity conditions on the
variance function, there exists a normalizing function such that
converges to a non-trivial
limit in
Depinning of kinks in a Josephson-junction ratchet array
We have measured the depinning of trapped kinks in a ratchet potential using
a fabricated circular array of Josephson junctions. Our ratchet system consists
of a parallel array of junctions with alternating cell inductances and
junctions areas. We have compared this ratchet array with other circular
arrays. We find experimentally and numerically that the depinning current
depends on the direction of the applied current in our ratchet ring. We also
find other properties of the depinning current versus applied field, such as a
long period and a lack of reflection symmetry, which we can explain
analytically.Comment: to be published in PR
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