{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q488091","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q488091","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q488091","kernelVersion":"v1","immutable":true,"modified":"2026-02-20T19:01:40Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q488091","name":"On conditional extreme values of random vectors with polar representation","headline":"On conditional extreme values of random vectors with polar representation","description":"scientific article; zbMATH DE number 6390142","url":"https://portal.mardi4nfdi.de/entity/Q488091","datePublished":"2015-01-23","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q488090"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q73763"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1007/S10687-013-0179-0","url":"https://doi.org/10.1007/S10687-013-0179-0"},"sameAs":["https://doi.org/10.1007/S10687-013-0179-0"],"comment":"Let \\((X,Y)\\) denote a random vector of the form \\((X,Y)=R\\times (u(T),v(T))\\), where \\(R\\) and \\(T\\) are independent random variables and \\(u(t)\\) and \\(v(t)\\) are functions. In the paper, the author assumes that \\(R\\) is in the max-domain of attraction of the Gumbel distribution and \\(T\\) has a density \\(g(t)\\) which is regularly varying at \\(t=0\\). The functions \\(u(t),v(t)\\) are of the form \\( u(t)=1-L(t)\\), \\(v(t)=(t+\\rho )\\times u(t)\\), where \\(\\rho \\) is a real parameter and \\(L(.)\\) is slowly varying at \\(t=0\\). Under some technical assumptions about \\(L^{\\prime }(t)\\) and \\(g(t)\\), the author obtains the precise asymptotic behaviour (as \\(x\\rightarrow \\infty \\)) of \\(\\operatorname{P}(X>x)\\), of \\(\\operatorname{P}(Y\\leq \\rho x+xA(x)v\\mid X>x)\\) and of \\(\\operatorname{P}(X\\leq x+B(x)u,Y\\leq \\rho x+xA(x)v\\mid X>x)\\).\\ Here \\(A(x),B(x)\\) are known functions related to \\(L(x)\\) and \\(\\operatorname{P}(R>x)\\). The results generalize the results of \\textit{A.-L. Fougères} and \\textit{P. Soulier} [Stoch. Models 26, No. 1, 54--77 (2010; Zbl 1195.60025)].","citation":[{"@id":"https://portal.mardi4nfdi.de/entity/Q5718585"},{"@id":"https://portal.mardi4nfdi.de/entity/Q996105"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3578038"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1051340"},{"@id":"https://portal.mardi4nfdi.de/entity/Q637099"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3562373"},{"@id":"https://portal.mardi4nfdi.de/entity/Q906629"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3762535"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5446502"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1003307"},{"@id":"https://portal.mardi4nfdi.de/entity/Q626293"},{"@id":"https://portal.mardi4nfdi.de/entity/Q979196"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2455055"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4819012"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3771297"}]},"provenance":{"prov:generatedAtTime":"2026-02-20T19:01:40Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}