Research in the statistical analysis of extreme values has flourished over the past decade:
new probability models, inference and data analysis techniques have been introduced; and …

This comprehensive text gives an interesting and useful blend of the mathematical,
probabilistic and statistical tools used in heavy-tail analysis. Heavy tails are characteristic of …

Because of its potential to... predict the unpredictable,... extreme value theory (EVT) and
methodology is currently receiving a great deal of attention from statistical and mathematical …

The analysis and modeling of computer network traffic is a daunting task considering the
amount of available data. This is quite obvious when considering the spatial dimension of …

We propose a method for DDoS detection by constructing a fuzzy estimator on the mean
packet inter arrival times. We divided the problem into two challenges, the first being the …

We estimate the self-similarity parameter of linear fractional stable motion (lfsm, in short)
using two types of estimators referred to as the “power” and the “log” estimators. These …

The usual concept of asymptotic independence, as discussed in the context of extreme
value theory, requires the distribution of the coordinatewise sample maxima under suitable …

Extremal dependence analysis assesses the tendency of large values of components of a
random vector to occur simultaneously. This kind of dependence information can be …

Simultaneously transmitting and reflecting reconfigurable intelligent surfaces (STAR-RISs) is
a promising passive device that contributes to full-space coverage via transmitting and …

Consider M independent and identically distributed renewal-reward processes with heavy-
tailed renewals and rewards that have either finite variance or heavy tails. Let W*(Ty, M) …