59923

Автор(ы): 

Автор(ов): 

1

Параметры публикации

Тип публикации: 

Доклад

Название: 

Extremes of Sums and Maxima with Application to Random Networks

ISBN/ISSN: 

978-5-209-10386-8

Наименование конференции: 

  • 5th International Conference on Stoсhastic Methods 2020

Наименование источника: 

  • Proceedings of the 5th International Conference on Stochastic Methods (ICSM-5, 2020)

Город: 

  • Москва

Издательство: 

  • Российский университет дружбы народов

Год издания: 

2020

Страницы: 

107-119
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 new result is applied to random networks.

Библиографическая ссылка: 

Маркович Н.М. Extremes of Sums and Maxima with Application to Random Networks / Proceedings of the 5th International Conference on Stochastic Methods (ICSM-5, 2020). М.: Российский университет дружбы народов, 2020. С. 107-119.