We study the impact of having a non-spatial branching mechanism with infinite variance on some parameters (height, width and first hitting time) of an underlying Bienaymé-Galton-Watson branching process. Aiming at providing a comparative study of the spread of an epidemics whose dynamics is given by the modulus of a branching Brownian motion (BBM) we then consider spatial branching processes in...

This work presents the development of a simulation environment which allows to simulate realistic extreme events with lidar-based feedforward control. This environment includes turbulent wind fields including extreme events, wind evolution and wind field scanning with a nacelle-based lidar system. It is designed to simulate lidar-based controllers in a realistic environment. In addition, a cont...

This research aims at creating a framework to analyze the performance of iterative algorithms in distributed environments. The parallelization of certain iterative algorithms is indeed a crucial issue for the e cient solution of large or complex optimization problems. Diverse implementation techniques for such parallelizations have become popular. They are examined here with a view to understan...

Received: 19 July 2006 Revised: 4 April 2007 Accepted: 2 August 2007 Online publication date: 18 October 2007 Abstract Practicing managers live in a world of ‘extremes’, but international business and management research is based on Gaussian statistics that rule out such extremes. On occasion, positive feedback processes among interactive data points cause extreme events characterized by power ...

Disaster risk is most detailed at a micro-social or territorial scale. As we aggregate and work at more macro scales, details are lost. However, decision-making and information needs at each level are quite different, as are the social actors and stakeholders. This means that appropriate evaluation tools are necessary to make it easy to understand the problem and guide the decision-making proce...

This invited paper surveys several simulation-based approaches to compute the probability of rare bugs in complex systems. The paper also describes how those techniques can be implemented in the professional toolset Plasma.

Aims. We investigate the statistical properties of the extreme events of the solar cycle as measured by the sunspot number. Methods. The recent advances in the methodology of the theory of extreme values is applied to the maximal extremes of the time series of sunspots. We focus on the extreme events that exceed a carefully chosen threshold and a generalized Pareto distribution is fitted to the...

Extreme Value distributions arise as limiting distributions for maximums or minimums (extreme values) of a sample of independent, identically distributed random variables, as the sample size increases. Extreme Value Theory (EVT) is the theory of modelling and measuring events which occur with very small probability. This implies its usefulness in risk modelling as risky events per definition ha...