Sequential monitoring of the tail behavior of dependent data
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DOI: 10.1016/j.jspi.2016.08.010
Abstract: Abstract We construct a sequential monitoring procedure for changes in the tail index and extreme quantiles of β -mixing random variables, which can be based on a large class of tail index estimators. The assumptions… read more here.
Keywords: monitoring tail; tail index; sequential monitoring; tail behavior ... See more keywords
Tail-behavior roadmap for sharp restart
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Physics A: Mathematical and Theoretical"
DOI: 10.1088/1751-8121/abe4a0
Abstract: Many tasks are accomplished via random processes. The completion time of such a task can be profoundly affected by restart: the occasional resetting of the task’s underlying random process. Consequently, determining when restart will impede… read more here.
Keywords: sharp restart; completion; tail behavior; completion times ... See more keywords