Whittle estimation based on the extremal spectral density of a heavy-tailed random field

Wavelet Based Estimation of the Derivatives of a Density for m-Dependent Random Variables

Here, we propose a method of estimation of the derivatives of probability density based wavelets methods for a sequence of m−dependent random variables with a common one-dimensional probability density function and obtain an upper bound on Lp-losses for the such estimators.

the effect of traffic density on the accident externality from driving the case study of tehran

در این پژوهش به بررسی اثر افزایش ترافیک بر روی تعداد تصادفات پرداخته شده است. به این منظور 30 تقاطع در شهر تهران بطور تصادفی انتخاب گردید و تعداد تصادفات ماهیانه در این تقاطعات در طول سالهای 89-90 از سازمان کنترل ترافیک شهر تهران استخراج گردید و با استفاده از مدل داده های تابلویی و نرم افزار eviews مدل خطی و درجه دوم تخمین زده شد و در نهایت این نتیجه حاصل شد که تقاطعات پر ترافیک تر تعداد تصادفا...

Spectral Measure of Heavy Tailed Band and Covariance Random Matrices

We study the asymptotic behavior of the appropriately scaled and possibly perturbed spectral measure μ̂ of large random real symmetric matrices with heavy tailed entries. Specifically, consider the N ×N symmetric matrix YσN whose (i, j) entry is σ( i N , j N )xij where (xij , 1 ≤ i ≤ j < ∞) is an infinite array of i.i.d real variables with common distribution in the domain of attraction of an α-...

Extremal behavior of heavy - tailed transmission durations

Heavy-tailed random matrices

We discuss non-Gaussian random matrices whose elements are random variables with heavy-tailed probability distributions. In probability theory heavy tails of the distributions describe rare but violent events which usually have dominant influence on the statistics. They also completely change universal properties of eigenvalues and eigenvectors of random matrices. We concentrate here on the uni...