Abstract Peaks-over-threshold analysis using the generalised Pareto distribution is widely applied in modelling tails of univariate random variables, but much information may be lost when complex extreme events are studied results. In this paper, we extend peaks-over-threshold to extremes functional data. Threshold exceedances defined a r modelled by r-Pareto process, generalisation that covers...

Extreme rainfall is one of the most devastating natural events. The frequency and intensity of these events has increased. This trend will likely continue as the effects of climate change become more pronounced. As a consequence, it is necessary to evaluate the different statistical methods that assess the occurrence of the extreme rainfalls. This research evaluates some of the most important s...

Much of the recent research has been aimed at improving web performance and scalability. For attaining the goal of improving web performance the basic need is the understanding of WWW work loads. In this paper we present a method useful for the system engineer to improve the service performance of a Web server through session-based Web workload, the best indicator of the users perception of the...

The finding that Pareto distributions are adequate to model Internet packet interarrival times has motivated the proposal of methods to evaluate steady-state performance measures of Pareto/D/1/k queues. Some limited analytical derivation for queue models has been proposed in the literature, but their solutions are often of a great mathematical challenge. To overcome such limitations, simulation...

Using an experiment with material incentives, this paper investigates the violation of composite dominance relationships, viz. absolute Pareto dominance, Pareto rank dominance, transfer dominance, Lorenz dominance, and generalized Lorenz dominance. Moreover, we test tail independence. The experiment consists of two treatments, a self–concern mode (in which each subject expects payoffs according...

In this paper, an existence result of quasi-equilibrium problem is proved and used to establish the existence of weighted Nash equilibria for constrained multi-criteria games under a generalized quasiconvexity condition and a coercivity type condition on the payoff functions. As consequence, we prove the existence of Pareto equilibria for constrained multi-criteria games with non-compact strate...

We present new necessary optimality conditions for εe–Pareto optimal solutions of constrained vector optimization problems with empty interior ordering cones. We use the dual-space approach based on advanced tools of variational analysis and generalized differentiation. It allows us not implement any scalarization technique while be able to establish necessary results for nonconvex and nonsolid...