We present properties of a dependence measure that arises in the study of extreme values in multivariate and spatial problems. For multivariate problems the dependence measure characterises dependence at the bivariate level, for all pairs and all higher orders up to and including the dimension...

We prove that a stationary max-infinitely divisible process is mixing (ergodic) iff its dependence function converges to 0 (is Cesàro summable to 0). These criteria are applied to some classes of max-infinitely divisible processes.

type="main" xml:id="rssb12074-abs-0001" <title type="main">Summary</title> <p>Estimation of extreme value parameters from observations in the max-domain of attraction of a multivariate max-stable distribution commonly uses aggregated data such as block maxima. Multivariate peaks-over-threshold methods, in contrast, exploit...</p>

The tail behaviour of many bivariate distributions with unit Fréchet margins can be characterised by the coefficient of tail dependence and a slowly varying function. We show that such a characterisation is not always possible, and neither implies nor is implied by the fact that the...

We show that a Gaussian random vector can always be interpreted as a sample from a stationary random function on a graph in , d[greater-or-equal, slanted]2, provided that the expectations are the same for all components and the covariance matrix has identical components on the diagonal.

abstract This letter considers stationary local approximations to intrinsically stationary random functions on . For any continuous variogram [gamma] and any ball in , there exists a covariance function with compact support whose respective variogram is arbitrarily close to [gamma] when...

We introduce two characteristics for stationary and isotropic marked point proces- ses, "E"("h") and "V"("h"), and describe their use in investigating mark-point interactions. These quantities are functions of the interpoint distance "h" and denote the conditional expectation and the conditional...

Even after more than 15 years of transition from plan to market, agriculture in Ukraine still faces many challenges in terms of its structure. The evidence in the literature points to significant heterogeneity of technical efficiency and productivity scores in Ukraine. Moreover, both the...