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Title: Early Detection of Emergent Events Based on an Extremal Process Approach
Authors: Jacob, Christine
Khraibani, Zaher
Pancheva, Elisaveta
Keywords: Extremal process
point process
renewal process
Issue Date: 2009
Publisher: Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Citation: Pliska Studia Mathematica Bulgarica, Vol. 19, No 1, (2009), 157p-172p
Abstract: We explore a real renewal process representing the successive arrival times of some event (ex.: clinical case of an infectious disease). We wish to test that the first observed events are sporadic, and not emergent. We also compare this distribution to the one got under the independency of standard setting. We finally illustrate this approach by testing on the first observations of a simulation of a slowly emergent phenomenon that this phenomenon is a sporadic one, and we show that the statistic based on the extremal process is much more efficient and robust than the statistic based on the record values.
Description: 2000 Mathematics Subject Classification: Primary 60G70, 62F03.
ISSN: 0204-9805
Appears in Collections:2009 Volume 19

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