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Hrvoje Planinić

Publications and source records attributed to Hrvoje Planinić.

6 recordsLinked to original sources

Extremal behavior of stationary marked point processes

We consider stationary configurations of points in Euclidean space which are marked by positive random variables called scores. The scores are allowed to depend on the relative positions of other points and outside sources of randomness. Such models have been thoroughly studied in stochastic geometry, e.g.\ in the context of random tessellations or random geometric graphs. It turns out that in a neighbourhood of a point with an extreme score one can often rescale positions and scores of nearby points to obtain a limiting point process, which we call the tail configuration. Under some assumptions on dependence between scores, this local limit determines the global asymptotics for extreme scores within increasing windows in $\R^d$. The main result establishes the convergence of rescaled positions and clusters of high scores to a Poisson cluster process, quantifying the idea of the Poisson clumping heuristic by D.~Aldous (in the point process setting). In contrast to the existing results, our framework allows for explicit calculation of essentially all extremal quantities related to the limiting behavior of extremes. We apply our results to models based on (marked) Poisson processes where the scores depend on the distance to the $k$th nearest neighbor and where scores are allowed to propagate through a random network of points depending on their locations.

math.PR↗

Palm theory for extremes of stationary regularly varying time series and random fields

The tail process $\boldsymbol{Y}=(Y_{\boldsymbol{i}})_{\boldsymbol{i}\in\mathbb{Z}^d}$ of a stationary regularly varying random field $\boldsymbol{X}=(X_{\boldsymbol{i}})_{\boldsymbol{i}\in\mathbb{Z}^d}$ represents the asymptotic local distribution of $\boldsymbol{X}$ as seen from its typical exceedance over a threshold $u$ as $u\to\infty$. Motivated by the standard Palm theory, we show that every tail process satisfies an invariance property called exceedance-stationarity and that this property, together with the polar decomposition of the tail process, characterizes the class of all tail processes. We then restrict to the case when $Y_{\boldsymbol{i}}\to 0$ as $|\boldsymbol{i}|\to\infty$ and establish a couple of Palm-like dualities between the tail process and the so-called anchored tail process which, under suitable conditions, represents the asymptotic distribution of a typical cluster of extremes of $\boldsymbol{X}$. The main message is that the distribution of the tail process is biased towards clusters with more exceedances. Finally, we use these results to determine the distribution of the typical cluster of extremes for moving average processes with random coefficients and heavy-tailed innovations.

math.PR↗

Statistical inference of subcritical strongly stationary Galton--Watson processes with regularly varying immigration

We describe the asymptotic behavior of the conditional least squares estimator of the offspring mean for subcritical strongly stationary Galton--Watson processes with regularly varying immigration with tail index $α\in (1,2)$. The limit law is the ratio of two dependent stable random variables with indices $α/2$ and $2α/3$, respectively, and it has a continuously differentiable density function. We use point process technique in the proofs.

math.ST↗

Compound Poisson approximation for regularly varying fields with application to sequence alignment

The article determines the asymptotic shape of the extremal clusters in stationary regularly varying random fields. To deduce this result, we present a general framework for the Poisson approximation of point processes on Polish spaces which appears to be of independent interest. We further introduce a novel and convenient concept of anchoring of the extremal clusters for regularly varying sequences and fields. Together with the Poissonian approximation theory, this allows for a concise description of the limiting behavior of random fields in this setting. We apply this theory to shed entirely new light on the classical problem of evaluating local alignments of biological sequences.

math.PR↗

A note on vague convergence of measures

We propose a new approach to vague convergence of measures based on the general theory of boundedness due to Hu (1966). The article explains how this connects and unifies several frequently used types of vague convergence from the literature. Such an approach allows one to translate already developed results from one type of vague convergence to another. We further analyze the corresponding notion of vague topology and give a new and useful characterization of convergence in distribution of random measures in this topology.

math.PR↗

The tail process revisited

The tail measure of a regularly varying stationary time series has been recently introduced. It is used in this contribution to reconsider certain properties of the tail process and establish new ones. A new formulation of the time change formula is used to establish identities, some of which were indirectly known and some of which are new.

math.PR↗