Extremal problems in some class of regular functions defined in the unit circle and applications

Paweł Wiatrowski

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Displaying similar documents to “Extremal problems in some class of regular functions defined in the unit circle and applications”

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In this paper we study properties of regular solutions of quaternionic Riccati equations. The obtained results we use for study of the asymptotic behavior of solutions of two first-order linear quaternionic ordinary differential equations.

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The extremal index Θ is an important parameter in extreme value analysis when extending results from independent and identically distributed sequences to stationary ones. A connection between the extremal index and the tail dependence coefficient allows the introduction of new estimators. The proposed ones are easy to compute and we analyze their performance through a simulation study. Comparisons with other existing methods are also presented. Case studies within environment are considered...

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