惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

博客园 - 叶小钗
爱范儿
爱范儿
WordPress大学
WordPress大学
Last Week in AI
Last Week in AI
博客园 - 聂微东
雷峰网
雷峰网
奇客Solidot–传递最新科技情报
奇客Solidot–传递最新科技情报
博客园 - 三生石上(FineUI控件)
T
Tailwind CSS Blog
博客园 - Franky
酷 壳 – CoolShell
酷 壳 – CoolShell
博客园_首页
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
博客园 - 司徒正美
月光博客
月光博客
大猫的无限游戏
大猫的无限游戏
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
The Cloudflare Blog
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
人人都是产品经理
人人都是产品经理
宝玉的分享
宝玉的分享
罗磊的独立博客
Jina AI
Jina AI

math.PR updates on arXiv.org

Visibility in the Boolean Model on Harmonic Manifolds Global estimates on the Brenier map Geodesics and Wandering Exponents in Brochette First-Passage Percolation State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits Randomly twisted transfer operators and singular values statistics Generalized Bessel-Dunkl diffusions An almost sure invariance principle for the Takagi-van der Waerden class functions Central limit theorems for high dimensional lattice polytopes: cosmological polytopes Convergence rate estimates for semigroups and heat kernels associated with resistance forms Second-order Poincaré inequalities and localization on the Poisson space Maximum Probability of Independence in Transitive Matroids On global solutions to the semidiscrete stochastic heat equation The Poisson Tail Conjecture for Primes in Short Intervals A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage Holographic functions and neural networks From Betting to Empirical Bernstein LIL Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise Pointwise Generalization in Deep Neural Networks Bayesian Latent Space Models for Graphs Are Misspecified: Toward Robust Inference via Generalized Posteriors Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process A note on connections between the Föllmer process and the denoising diffusion probabilistic model Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations A Fourier perspective on the learning dynamics of neural networks: from sample complexities to mechanistic insights Propagation of Chaos in Contextual Flow Maps Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures $α$-TCAV: A Unified Framework for Testing with Concept Activation Vectors Scaling Laws from Sequential Feature Recovery: A Solvable Hierarchical Model On the Limits of Latent Reuse in Diffusion Models State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
Spatial Risk Measure for Max-Stable and Max-Mixture Proce...
2017-06-26 · via math.PR updates on arXiv.org

In this paper, we consider isotropic and stationary max-stable, inverse max-stable and max-mixture processes $X=(X(s))\_{s\in\bR^2}$ and the damage function $\cD\_X^ν= |X|^ν$ with $0<ν<1/2$. We study the quantitative behavior of a risk measure which is the variance of the average of $\cD\_X^ν$ over a region $\mathcal{A}\subset \bR^2$.} This kind of risk measure has already been introduced and studied for \vero{some} max-stable processes in \cite{koch2015spatial}. %\textcolor{red}{In this study, we generalised this risk measure to be applicable for several models: asymptotic dependence represented by max-stable, asymptotic independence represented by inverse max-stable and mixing between of them.} We evaluated the proposed risk measure by a simulation study.