Extreme residual dependence for random vectors and processes

رابطه وابستگی افراطی به کار با استرس شغلی و فرسودگی شغلی در معلمان

Background and aims: The teachers assign very high amount of time to job activities arbitrarily and voluntarily, and this fact may result addiction to work in them, that continuity of these situations will have a positive and negative outcomes. The main goal of current study is evaluating the relationship between extreme dependence to work with job stress and job burnout in elementary school te...

Complete convergence of moving-average processes under negative dependence sub-Gaussian assumptions

The complete convergence is investigated for moving-average processes of doubly infinite sequence of negative dependence sub-gaussian random variables with zero means, finite variances and absolutely summable coefficients. As a corollary, the rate of complete convergence is obtained under some suitable conditions on the coefficients.

Autoregressive Gaussian Random Vectors of First Order

Characterization of dependence of multidimensional Lévy processes using Lévy copulas

This paper suggests to use Lévy copulas to characterize the dependence among components of multidimensional Lévy processes. This concept parallels the notion of a copula on the level of Lévy measures. As for random vectors, a kind of Sklar’s theorem states that the law of a general multivariate Lévy process is obtained by combining arbitrary univariate Lévy processes with an arbitrary Lévy copu...

A Hierarchical Max-stable Spatial Model for Extreme Precipitation1

Extreme environmental phenomena such as major precipitation events manifestly exhibit spatial dependence. Max-stable processes are a class of asymptotically-justified models that are capable of representing spatial dependence among extreme values. While these models satisfy modeling requirements, they are limited in their utility because their corresponding joint likelihoods are unknown for mor...