(G, λ)-Extremal Processes and Their Relationship with Max-Stable Processes

2000 Mathematics Subject Classification: 60G70, 60G18.

On Self-Similar Extremal Processes

We study the limit behaviour of the sequence of extremal processes under a regularity condition on the norming sequence ζn and asymptotic negligibility of the max-increments of Yn.

Relationship between Extremal and Sum Processes Generated by the same Point Process

2000 Mathematics Subject Classification: Primary 60G51, secondary 60G70, 60F17.

Nonlinear Normalization in Limit Theorems for Extremes

2000 Mathematics Subject Classification: 60G70, 60F05.

Upper and Lower Bounds for Ruin Probability

In this note we discuss upper and lower bound for the ruin probability in an insurance model with very heavy-tailed claims and interarrival times.

Multiple Dipole Source Models for Scalp-Recorded Event-Related Potentials: Example from Complex Visual Processing in the Human Brain

2000 Mathematics Subject Classification: 62P10, 92C20

Branching Processes with Immigration and Integer-valued Time Series

In this paper, we indicate how integer-valued autoregressive time series Ginar(d) of ordre d, d ≥ 1, are simple functionals of multitype branching processes with immigration. This allows the derivation of a simple criteria for the existence of a stationary distribution of the time series, thus proving and extending some results by Al-Osh and Alzaid [1], Du and Li [9] and Gauthier and Latour [11]. One can then transfer results on estimation in subcritical multitype branching processes to stationary Ginar(d) and get consistency and asymptotic normality for the corresponding estimators. The technique covers autoregressive moving average time series as well.

Functional Transfer Theorems for Maxima of Stationary Processes

2000 Mathematics Subject Classification: 60G70, 60F12, 60G10.

On Optimal Quadratic Lagrange Interpolation: Extremal Node Systems with Minimal Lebesgue Constant via Symbolic Computation

ACM Computing Classification System (1998): G.1.1, G.1.2.

Limit Theorems for Non-Critical Branching Processes with Continuous State Space

2000 Mathematics Subject Classification: Primary 60J80, Secondary 60G99.