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Sur la dépendance des queues de distributions

Abstract : The modeling of the dependence between several variables can focus either on the positive or negative correlation between the variables, or on other more effective ways, which determine the tails dependence of distributions.In this thesis, we are interested in the tail dependence of distributions, by presenting some properties and results. Firstly, we obtain the limit tail dependence coefficient for the generalized hyperbolic law according to different parameter values of this law. Then, we exhibit some properties and results of die extremal dependence coefficient in the case where the random variables follow a unitary Fréchet law.Finally, we present a Real Time Database ManagementSystems (RDBMS). The goal is to propose probabilistic models to study thebehavior of real-time transactions, in order to optimize its performance.
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Submitted on : Thursday, March 28, 2019 - 1:02:36 AM
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Mohalilou Aleiyouka. Sur la dépendance des queues de distributions. Physique mathématique [math-ph]. Normandie Université, 2018. Français. ⟨NNT : 2018NORMLH28⟩. ⟨tel-02082090⟩



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