The classical approach to extreme value modelling for multivariate data is to assume that the joint distribution belongs to a multivariate domain of attraction. In particular, this requires that each marginal distribution be individually attracted to a univariate extreme value distribution. The domain of attraction condition may be phrased conveniently in terms of regular variation of the joint...

in this paper we study the existence of commuting regular elements, verifying the notion left (right) commuting regular elements and its properties in the groupoid g(n) . also we show that g(n) contains commuting regular subsemigroup and give a necessary and sucient condition for the groupoid g(n) to be commuting regular.

In modeling the joint upper tail of a multivariate distribution, a fundamental deficiency of classical extreme value theory is the inability to distinguish between asymptotic independence and exact independence. In this work, we examine multivariate threshold modeling based on the framework of regular variation on cones. Tail dependence is described by an angular measure, which in some cases is...

effects of doxycycline on cx43 distribution and cardiac arrhythmia susceptibility of rats after myocardial infarction abstract: this study aimed to observe the effects of doxycycline (dox) on gap junction remodeling after mi and the susceptibility of rats to cardiac arrhythmia. the proximal left anterior descending coronary artery of rats was ligated to establish a myocardial infarction animal ...

We give lower bounds on the largest singular value of arbitrary matrices, some of which are asymptotically tight for almost all matrices. To study when these bounds are exact, we introduce several combinatorial concepts. In particular, we introduce regular, pseudo-regular, and almost regular matrices. Nonnegative, symmetric, almost regular matrices were studied earlier by Ho¤man, Wolfe, and Ho¤...