Bivariate Analysis of Pollutants Monthly Maxima in Mexico City Using Extreme Value Distributions and Copula

In the present work, we are interested in studying the joint distributions of pairs of the monthly maxima of the pollutants used by the environmental authorities in Mexico City to classify the air quality in the metropolitan area. In order to obtain the joint distributions a copula will be considered. Since we are analyzing the monthly maxima, the extreme value distributions of Weibull and Fréchet are taken into account. Using these two distributions as marginal distributions in the copula a Bayesian inference was made in order to estimate the parameters of both distributions and also the association parameters appearing in the copula model. The pollutants taken into account are ozone, nitrogen dioxide, sulphur dioxide, carbon monoxide, and particulate matter with diameters smaller than 10 and 2.5 microns obtained from the Mexico City monitoring network. The estimation was performed by taking samples of the parameters generated through a Markov chain Monte Carlo algorithm implemented using the software OpenBugs. Once the algorithm is implemented it is applied to the pairs of pollutants where one of the coordinates of the pair is ozone and the other varies on the set of the remaining pollutants. Depending on the pollutant and the region where they were collected, different results were obtained. Hence, in some cases we have that the best model is that where we have a Fréchet distribution as the marginal distribution for the measurements of both pollutants and in others the most suitable model is the one assuming a Fréchet for ozone and a Weibull for the other pollutant. Results show that, in the present case, the estimated association parameter is a good representation to the correlation parameters between the pair of pollutants analyzed. Additionally, it is a straightforward task to obtain these correlation parameters from the corresponding association parameters.

ON VALUE DISTRIBUTIONS OF GENERAL DIFFERENTIAL MONOMIALS

Value distributions of the general differential monomials is discussed.The following theorem is obtained:Let f be a transcendental meromorphic function in the plane,F=f n 0 (f (i) ) n i …(f (k) ) n k -c,n i≥1,c≠0 be a constant then (n 0-2)T(r,f)≤(r,1F)+S(r,f) when n 0】2;T(r,f)≤7(i+1)i( i) (r,1f)+(r,1F))+S(r,f) when n 0=1;T(r,f)≤7(N(r,1f)+(r,1F))+S(r,f) when n 0=0.

Extreme value distribution and reliability of nonlinear stochastic structures

A new approach to evaluate the extreme value distribution （EVD） of the response and reliability of general multi-DOF nonlinear stochastic structures is proposed. The approach is based on the recently developed probability density evolution method, which enables the instantaneous probability density functions of the stochastic responses to be captured. In the proposed method, a virtual stochastic process is first constructed to satisfy the condition that the extreme value of the response equals the value of the constructed process at a certain instant of time. The probability density evolution method is then applied to evaluate the instantaneous probability density function of the response, yielding the EVD. The reliability is therefore available through a simple integration over the safe domain. A numerical algorithm is developed using the Number Theoretical Method to select the discretized representative points. Further, a hyper-ball is imposed to sieve the points from the preceding point set in the hypercube. In the numerical examples, the EVD of random variables is evaluated and compared with the analytical solution. A frame structure is analyzed to capture the EVD of the response and the dynamic reliability. The investigations indicate that the proposed approach provides reasonable accuracy and efficiency.

Estimation of Poisson-Generalized Pareto Compound Extreme Value Distribution by Probability-Weighted Moments and Empirical Analysis

This paper puts forward a Poisson-generalized Pareto (Poisson-GP) distribution. This new form of compound extreme value distribution expands the existing application of compound extreme value distribution, and can be applied to predicting financial risk, large insurance settlement and high-grade earthquake, etc. Compared with the maximum likelihood estimation (MLE) and compound moment estimation (CME), probability-weighted moment estimation (PWME) is used to estimate the parameters of the distribution function. The specific formulas are presented. Through Monte Carlo simulation with sample sizes 10, 20, 50, 100, 1 000, it is concluded that PWME is an efficient method and it behaves steadily. The mean square errors (MSE) of estimators by PWME are much smaller than those of estimators by CME, and there is no significant difference between PWME and MLE. Finally, an example of foreign exchange rate is given. For Dollar/Pound exchange rates from 1990-01-02 to 2006-12-29, this paper formulates the distribution function of the largest loss among the investment losses exceeding a certain threshold by Poisson-GP compound extreme value distribution, and obtains predictive values at different confidence levels.

A New Method for Determining Threshold in Using PGCEVD to Calculate Return Values of Typhoon Wave Height

In using the PGCEVD （Poisson-Gumbel Compound Extreme Value Distribution） model to calculate return values of typhoon wave height, the quantitative selection of the threshold has blocked its application. By analyzing the principle of the threshold selection of PGCEVD model and in combination of the change point statistical methods, this paper proposes a new method for quantitative calculation of the threshold in PGCEVD model. Eleven samples from five engineering points in several coastal waters of Guangdong and Hainan, China, are calculated and analyzed by using PGCEVD model and the traditional Pearson type III distribution （P-III） model, respectively. By comparing the results of the two models, it is shown that the new method of selecting the optimal threshold is feasible. PGCEVD model has more stable results than that of P-III model and can be used for the return wave height in every direction.

ON THE SINGULAR DIRECTIONS OF VALUE DISTRIBUTION OF HOLOMORPHIC CURVES IN P^n(C)

This article proves the existence of singular directions of value distribution theory for some transcendental holomorphic curves in the n-dimensional complex projective space P^n（C）.. An example is given to complement these results.

Research on the Spatial Distribution of Ecosystem Service Value in Guangxi and Its Ecological Protection Countermeasure

90 counties (cities) in Guangxi Province being taken as the tested region,the ecosystem service value of those counties (cities) was measured with the data of land-using in 2005 by means of the Table of Terrestrial Ecosystem Services Value in China.The result indicated that the value of the ecosystem services per unit was divided into 3 categories:the first category with high ecosystem services value,the second category with medium ecosystem services value and the third category with low ecosystem services value.The region of the first category was mainly distributed in the mountain area of northern,northwestern,eastern and northeast part of Guangxi;the second category,in the hilly area of southern part and the mountain area in the southwestern part of Guangxi and the third category,in the basin area of central Guangxi,the karst area of western and northwestern Guangxi Province.

THE VALUE DISTRIBUTION OF RANDOM ANALYTIC DIRICHLET SERIES OF NEUTRAL GROWTH (Ⅱ)

This paper studies the value distribution of random analytic Dirichlet series f(s) = Zn()e-sn, where {Zn} is a sequence of independent random variables, n = 1 with moments zero, such that infE{Zn}/E1/2{Zn2≥ α > 0. Suppose [h*(σ)]2 = n converges for any α > 0, and diverges for = 0. It is shown that if = ρ E (0, ), then with probability one, where β is a constant depending only upon the constant α.

Extreme value distributions of mixing two sequences with different MDA＇s

Suppose {Xi, i≥1} and {Yi, i≥1} are two independent sequences with distribution functions FX(x) and FY(x), respectively. Zi is the combination of Xi and Yi with a probability pn for each i with 1≤i≤n. The extreme value distribution ,n GZ(x) of this particular triangular array of the i.i.d. random variables Z1, , Z2, ,…, Zn n n ,nis discussed. We found a new form of the extreme value distribution ΛA(ρx)Λ(x)(0<ρ <1), which is not max-stable. It occurs if FX(x) and FY(x) belong to the same MDA(Λ). GZ(x) does not exist as mixture forms of the different types of extreme value distributions.

Further Extension on a Theorem of the Value Distribution of f′f^n

By using small function method, the following result is obtained. If f（z） is transcendental meromorphic and that ψ（z） is non-zero meromorphic and that T（r,ψ） = S（r, f）, then（n＋1）T（r,f）≤N^-（r,1/f＇f^n-ψ）＋2N^-（r,1/f）＋N^-（r,f）＋S（r,f）.

THE DISTRIBUTION OF VALUES OF TAYLOR SERIES

Clarify some classical results and their proofs on the distribution of values of simple Taylor series and extend them to multiple Taylor series.

Analyzing the Annual Maximum Magnitude of Earthquakes in Japan by Extreme Value Theory

One of the most important and interesting issues associated with the earthquakes is the long-term trend of the extreme events. Extreme value theory provides methods for analysis of the most extreme parts of data. We estimated the annual maximum magnitude of earthquakes in Japan by extreme value theory using earthquake data between 1900 and 2019. Generalized extreme value (GEV) distribution was applied to fit the extreme indices. The distribution was used to estimate the probability of extreme values in specified time periods. The various diagnostic plots for assessing the accuracy of the GEV model fitted to the magnitude of maximum earthquakes data in Japan gave the validity of the GEV model. The extreme value index, ξ was evaluated as −0.163, with a 95% confidence interval of [−0.260, −0.0174] by the use of profile likelihood. Hence, the annual maximum magnitude of earthquakes has a finite upper limit. We obtained the maximum return level for the return periods of 10, 20, 50, 100 and 500 years along with their respective 95% confidence interval. Further, to get a more accurate confidence interval, we estimated the profile log-likelihood. The return level estimate was obtained as 7.83, 8.60 and 8.99, with a 95% confidence interval of [7.67, 8.06], [8.32, 9.21] and [8.61, 10.0] for the 10-, 100- and 500-year return periods, respectively. Hence, the 2011 off the Pacific coast of Tohoku Earthquake, which was the largest in the observation history of Japan, had a magnitude of 9.0, and it was a phenomenon that occurs once every 500 year.

Fuzzy Interval Value Logic and Fuzzy Distributed Value Logic

In this paper, two kinds of fuzzy logic named “fuzzy intervalvalue logic” and “uzzy distributedvalue logic”with truth values in fuzzy intervals and probabilistic distribution functions are presented, respectively, and the syllogism (modus ponens) is given for each logic. It has been pointed out that they will have various applications in knowledgebased systems and other artificial intelligence fields.

THE VALUE DISTRIBUTION AND UNIQUENESS OF ONE CERTAIN TYPE OF DIFFERENTIAL-DIFFERENCE POLYNOMIALS

In this article, we investigate the distribution of the zeros and uniqueness of differential-difference polynomialsG（z）=（f^n（f^m（z）-1）∏j=1^d f（z＋cj）^vj）^（k）-α（z）,H（z）=（f^n（f（z）-1）^m∏j=1^d f（z＋cj）^vj）^（k）-α（z）,where f is transcendental entire function of finite order, cj（j = 1,2,…,d）, n,m,d, and vj（j = 1, 2,… , d） are integers, and obtain some theorems, which extended and improved many previous results.

More general results on mixed extreme value distributions

The sequences {Zi,n, 1≤i≤n}, n≥1 are multi-nomial distribution among i.i.d, random variables {X1,i, i≥1}, {X2,i, i≥1 } {Xm,i, i≥1 }. The extreme value distribution Gz（x） of this particular triangular array of i.i,d, random variables Z1,n, Z2 n,...,Zn,n is discussed. A new type of not max-stable extreme value distributions which are Fréchet mixture, Gumbel mixture and Weibull mixture has been found if Fj,…… Fm belong to the same MDA. Whether mixtures of different types of extreme value distributions exist or not and the more general case are discussed in this paper. We found that Gz（x） does not exist as mixture forms of the different types of extreme value distributions after we investigated all cases.

A class of not max-stable extreme value distributions

The sequences {Zi , 1≤i≤n}, n≥1 have multi-nomial distribution among i.i.d. random variables {X1, , i≥1}, {X2, , ,n i i i≥1}, …, {Xm , i≥1}. The extreme value distribution GZ(x) of this particular triangular array of i.i.d. random variables Z1, , Z2, , …, ,i n n r ?1 Zn is discussed in this paper. We found a new type of not max-stable extreme value distributions, i) GZ (x) = ,n ∏Φα Ai(x)×Φαr (x); i i=1 r ?1 r?1 ii) GZ (x) = ∏Ψα Ai(x)×Ψαr (x); iii) GZ (x) = ∏Λ Ai(λix)×Λ(x), r≥2, 0<α1≤α2≤…≤αr and λi∈(0,1] for i, 1≤i≤r?1 which occur if i i=1 i=1 Fj, …, Fm belong to the same MDA.

Red Tide Frequency Analysis Using the Extreme Value Theory

In recent years, the red tide erupted frequently, and caused a great economic loss. At present, most literatures emphasize the academic research on the growth mechanism of red tide alga. In order to find out the characters of red tide in detail and improve the precision of forecast, this paper gives some new approaches to dealing with the red tide. By the extreme values, we deal with the red tide frequency analysis and get the estimation of T-times red tide level U (T), which is the level once the consistence of red tide alga exceeds on the average in a period of T times.

Further Extension of a Theorem of Values Distribution of Meromorphic Function f^((k))f^n

In this paper we derive the fundamental inequality of the theorem of meromorphic functions. It extends some results of Yi Hong-xun et al. As one of its application, we then study the value distribution of f^（k）f^n-c（z）.

THE VALUE DISTRIBUTION OF GAUSS MAPS OF IMMERSED HARMONIC SURFACES WITH RAMIFICATION

Motivated by the result of Chen-Liu-Ru[1],we investigate the value distribution properties for the generalized Gauss maps of weakly complete harmonic surfaces immersed in R^(n) with ramification,which can be seen as a generalization of the results in the case of the minimal surfaces.In addition,we give an estimate of the Gauss curvature for the K-quasiconfomal harmonic surfaces whose generalized Gauss map is ramified over a set of hyperplanes.

Value Distribution of Differential Polynomials in Meromorphic Functions

Let f（z） be a meromorphic function and ψ be the differential polynomial of f which satisfies the condition of -↑N（r, f）＋-↑N （r, 1/f） = S（r, f）. We obtain several results about the zero point of the ψ and those results extend and improve the results of Yang and Yi in this paper.