The goal of this paper is to investigate the tools extreme value theory originally introduced for discrete time stationary stochastic processes (time series), namely tail process and measure, in framework continuous with paths space $\mathcal {D}$ càdlàg functions indexed by $\mathbb {R}$ , endowed Skorohod’s J1 topology. We prove that essential properties these objects are preserved, some mino...

We use tail dependence functions to study tail dependence for regularly varying RV time series. First, tail dependence functions about RV time series are deduced through the intensity measure. Then, the relation between the tail dependence function and the intensity measure is established: they are biuniquely determined. Finally, we obtain the expressions of the tail dependence parameters based...

Background: Exposure to ionizing radiation is known to induce oxidative stress followed by damage to critical biomolecules like lipids, proteins and DNA through radiolysis of cellular water. Since radiation has been widely used as an important tool in therapy of cancer, the detailed investigation regarding the DNA damage and repair kinetics would help to predict the radiation sensitivity of cel...

Abstract. The upper extremes of a Markov chain with regulary varying stationary marginal distribution are known to exhibit under general conditions a multiplicative random walk structure called the tail chain. More generally, if the Markov chain is allowed to switch from positive to negative extremes or vice versa, the distribution of the tail chain increment may depend on the sign of the tail ...

In this paper, we study the tail behavior of the stationary queue length of an M/G/1 retrial queue. We show that the subexponential tail of the stationary queue length of an M/G/1 retrial queue is determined by that of the corresponding M/G/1 queue, and hence the stationary queue length in an M/G/1 retrial queue is subexponential if the stationary queue length in the corresponding M/G/1 queue i...

background: exposure to ionizing radiation is known to induce oxidative stress followed by damage to critical biomolecules like lipids, proteins and dna through radiolysis of cellular water. since radiation has been widely used as an important tool in therapy of cancer, the detailed investigation regarding the dna damage and repair kinetics would help to predict the radiation sensitivity of cel...