Assessment of the extreme value distributions for single and combined random processes

Download
047282.pdf
1995
Khansari, Ahmad C
Show full item record
84
views
0
downloads
Stochastic processes, Extreme value theory, Random fields
https://hdl.handle.net/11511/1071
Graduate School of Natural and Applied Sciences, Thesis

Suggestions

Stochastic modeling of earthquake occurrences and estimation of seismic hazard: random field approach
Akkaya (Dener), Ayşen; Yücemen, Mehmet Semih; Department of Statistics (1995)
Estimation of earthquake hazard based on extremes of local integral random functions
Akkaya, Ayşen; Yücemen, Mehmet Semih (2000-09-01)
A random field model is developed for the occurrence of earthquakes in the space-time domain based on the theory of random functions. The seismic hazard posed by earthquakes is estimated by applying the level crossing theory to local integral random functions. Analysis of the correlation structure of the strain energy random field associated with the proposed model is described by utilizing the concepts of variance function and scale of fluctuation. The earthquake occurrence rates obtained in the study diff...
Assessment of dependent risk using extreme value theory in a time-varying framework
Yıldırım Külekci, Bükre; Karabey, Uğur; Kestel, Sevtap Ayşe (2023-02-01)
Several extreme events in history have shown that the low probability and high impact extreme values may result in catastrophic losses. In this paper, we propose the use of extreme value theory with a time-varying framework to model the bivariate dependent insurance occurrences and provide more reliable risk measures, such as value at risk and expected shortfall. In this paper three models are considered; time series for the underlying volatility of the data, extreme value theory for the tail estimation, an...
Determination of stochastic model parameters of inertial sensors
Ünver, Alper; Demirekler, Mübeccel; Department of Electrical and Electronics Engineering (2013)
Gyro and accelerometer systematic errors due to biases, scale factors, and misalignments can be compensated via an on-board Kalman filtering approach in a Navigation System. On the other hand, sensor random noise sources such as Quantization Noise (QN), Angular Random Walk (ARW), Flicker Noise (FN), and Rate Random Walk (RRW) are not easily estimated by an on-board filter, due to their random characteristics. In this thesis a new method based on the variance of difference sequences is proposed to compute th...
Modeling the effect of dose rate and time on crosslinking and scission in irradiated polyethylene
Sargın, Irmak; Beckman, S. P. (2020-06-01)
The insulation around the electrical cabling in nuclear power plants is frequently made of ethylene-propylene rubber and crosslinked polyethylene that is subjected to low levels of environmental stressors and radiation over the duration of their decades long service life. For the purpose of maintenance and reactor recertification, it is necessary to develop a non-destructive approach to determine the degree of damage the insulation has sustained. Accelerated aging experiments are used to develop these metho...
Citation Formats
A. C. Khansari, “Assessment of the extreme value distributions for single and combined random processes,” Ph.D. - Doctoral Program, Middle East Technical University, 1995.
METU IIS - Integrated Information Service open@metu.edu.tr