Visual perception is indispensable for many real-world applications. However, perception models deployed in the real world will encounter numerous and unpredictable distribution shifts, for example, changes in geographic locations, motion blur, and adverse ...
The spectral distribution plays a key role in the statistical modelling of multivariate extremes, as it defines the dependence structure of multivariate extreme-value distributions and characterizes the limiting distribution of the relative sizes of the co ...
Most current risk assessment for complex extreme events relies on catalogues of similar events, either historical or generated artificially. In the latter, no existing methods produce completely new events with mathematically justified extrapolation above ...
We derive for the first time the limiting distribution of maxima of skew-t random vectors and we show that its limiting case, as the degree of freedom goes to infinity, is the skewed version of the well-known FlOsler-Reiss model. The advantage of the new f ...
The purpose of this thesis is to show on explicit examples how various theoretical concepts, ranging from statistical mechanics to stochastic control and from traffic theory to queuing systems, can be transferred to transport processes, encountered in part ...