Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Vestnik Moskov. Univ. Ser. 1. Mat. Mekh.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 2020, Number 1, Pages 17–23 (Mi vmumm4297)  
This article is cited in 3 scientific papers (total in 3 papers)

Mathematics

New properties of bivariate maxima of particle scores in branching processes with continuous time

A. V. Karpenko

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Full-text PDF (233 kB) Citations (3)
References:
PDF
HTML
Abstract: Bivariate maxima of particle scores in immortal branching processes with continuous time are studied. The limit distribution for a maximum of two scores at two points in time is found. The limit intensities of the up and down jumps of the maximum for both sбores or at least one score are obtained. In the case of independent scores, mean total numbers of joint maxima jumps up and down are calculated. Results are illustrated by examples.
Key words: multivariate distributions, extreme values, copulas, branching processes.
Received: 15.03.2019
English version:
Moscow University Mathematics Bulletin, 2020, Volume 75, Issue 1, Pages 16–21
DOI: https://doi.org/10.3103/S0027132220010027
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: A. V. Karpenko, “New properties of bivariate maxima of particle scores in branching processes with continuous time”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2020, no. 1, 17–23; Moscow University Mathematics Bulletin, 75:1 (2020), 16–21
Citation in format AMSBIB
\Bibitem{Kar20}
\by A.~V.~Karpenko
\paper New properties of bivariate maxima of particle scores in branching processes with continuous time
\jour Vestnik Moskov. Univ. Ser.~1. Mat. Mekh.
\yr 2020
\issue 1
\pages 17--23
\mathnet{http://mi.mathnet.ru/vmumm4297}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4127503}
\zmath{https://zbmath.org/?q=an:1457.60133}
\transl
\jour Moscow University Mathematics Bulletin
\yr 2020
\vol 75
\issue 1
\pages 16--21
\crossref{https://doi.org/10.3103/S0027132220010027}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000548650100002}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85087962210}
Linking options:
  • https://www.mathnet.ru/eng/vmumm4297
  • https://www.mathnet.ru/eng/vmumm/y2020/i1/p17
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Statistics & downloads:
    Abstract page:139
    Full-text PDF :25
    References:16
    First page:7
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024