{"entities":{"Q765893":{"pageid":767742,"ns":120,"title":"Item:Q765893","lastrevid":57161319,"modified":"2026-03-26T20:41:57Z","type":"item","id":"Q765893","labels":{"en":{"language":"en","value":"Sojourn times and the fragility index"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6017616"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q765893$BE1EEED4-ED81-41C4-AC81-D8A84CA676D3","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"d50e010c9555b70780a6d1c54b7adc4257de9c29","datavalue":{"value":{"text":"Sojourn times and the fragility index","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q765893$891C4001-3978-434E-B1DD-3B41A76A2D75","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"af885a822b115c0705b22249cc7876f351e9c766","datavalue":{"value":"1247.60073","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q765893$D7B89F2A-DD94-416F-9BF3-63AF38245954","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"5852fb644e7ab89f7a0d1b670ae2ff114e128c36","datavalue":{"value":{"entity-type":"item","numeric-id":188504,"id":"Q188504"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q765893$8BA4DE77-2249-48A9-BE10-66829C1B6ADE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"27098cc037a3166275879b2840dc4200d9bd71ce","datavalue":{"value":{"entity-type":"item","numeric-id":385632,"id":"Q385632"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q765893$2615ECF0-6D23-4CC9-98FD-4D71A764F96D","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0a7f38bff7197b9d5228d1d2cd340d5028d13b61","datavalue":{"value":{"entity-type":"item","numeric-id":61365,"id":"Q61365"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q765893$71DABB64-ECB5-4DB5-A752-1390C7A4AC3B","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"5851e3f5a92a2070ac5e1904345b7409fb2a9c02","datavalue":{"value":{"time":"+2012-03-22T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q765893$5EEBF5D2-CEDA-42EC-B933-D3CC57E2E970","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"74ebaab9c511359eff0d7dc8724a032e67595799","datavalue":{"value":"https://arxiv.org/abs/1107.5696","type":"string"},"datatype":"url"},"type":"statement","id":"Q765893$C8D8155F-D119-49C8-8A17-4568637070E4","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"5e5c238ee4e8c77135d103d0e60f2197d01589d3","datavalue":{"value":"Let \\((Y_t)_{t\\in[0,1]}\\) be a stationary process with continuous sample paths and continuous marginal distribution function \\(F\\). The authors consider the sojourn time \\(S(s)=\\int_0^11_{\\{Y_t>s\\}}dt\\) above a threshold \\(s\\) and its discretized version \\(S_n(s)=n^{-1}\\sum_{i=1}^n1_{\\{Y_{i/n}>s\\}}\\). The conditional expectation \\(FI_n(s)=E(S_n(s)\\mid S_n(s)>0)\\) is called fragility index and the authors explicitly compute and identify the limit  \\[ \\lim_{n\\to\\infty}\\lim_{s\\uparrow\\omega(F)}FI_n(s)=\\lim_{s\\uparrow\\omega(F)}E(S(s)\\mid S(s)>0) \\]  under the condition that the copula process \\((F(Y_t))_{t\\in[0,1]}\\) belongs to the functional domain of attraction of a max-stable process, where \\(\\omega(F)=\\sup\\{x\\in\\mathbb R:\\,F(x)<1\\}\\). The presented method further enables to explicitly compute the cumulative expected shortfall  \\[ ES(s)=E\\left(\\left.\\int_0^1(Y_t-s)1_{\\{Y_t>s\\}}dt\\right| S(s)>0\\right). \\]  The limit result is extended to considering threshold functions instead of the constant threshold \\(s\\) in certain models for which the copula process is close to a generalized Pareto process. These considerations also enable the authors to compute the limit distribution of the excursion time above a threshold.","type":"string"},"datatype":"string"},"type":"statement","id":"Q765893$2C77E293-F75A-440B-A225-48ED1F63DCC1","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"fe515d7498949de98baa786cc4113a31cd387a74","datavalue":{"value":"60G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q765893$301EC2DA-C4EF-4A4C-85F8-D8F14968098E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"78f0cccb70b6caf24cdc28b4f0804843baf6dda5","datavalue":{"value":"60F99","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q765893$47DCCC33-7F07-4C31-8DA1-02E84919ED05","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"de4049a368d68ec2ae6f38a89912f7631be4fe80","datavalue":{"value":"60G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q765893$7780E940-B483-4165-92FC-40F862583356","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"fad1b7b0786b57438b12a8d7b0b0760944f7255d","datavalue":{"value":"6017616","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q765893$129DC9ED-7AB2-4647-A0BA-7CABC53F803B","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0650fa97c288312e398138f97956f70d968a526e","datavalue":{"value":"sojourn time","type":"string"},"datatype":"string"},"type":"statement","id":"Q765893$A0AC1008-A47F-4F2B-A590-6F8AA5864047","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ebbb865f365de00e73b7b1fe93d08023bb7980bc","datavalue":{"value":"fragility index","type":"string"},"datatype":"string"},"type":"statement","id":"Q765893$3AD1C572-C261-45EB-85E5-A9D1D344CA0C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"72d440f0cb8bf0ba7bbb4ce98aa7947a620283e7","datavalue":{"value":"max-stable process","type":"string"},"datatype":"string"},"type":"statement","id":"Q765893$FFA1EF52-A6CB-4726-BC18-F4A59A4E9073","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ae76608d71661baf59aaaa063733418e587aeca1","datavalue":{"value":"functional domain of attraction","type":"string"},"datatype":"string"},"type":"statement","id":"Q765893$BD8F8BA7-B1EA-4AC4-ABF3-A85F6AD0DBBA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7390fdc4197d4f50c98f50b6f5d16f312fcba0a8","datavalue":{"value":"copula process","type":"string"},"datatype":"string"},"type":"statement","id":"Q765893$A2BD382A-5799-448D-AA33-F52274F42312","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c0474cc90a52b30afa283b1cdf4d7ca69411762a","datavalue":{"value":"generalized Pareto process","type":"string"},"datatype":"string"},"type":"statement","id":"Q765893$FC61CB47-91B8-46D4-8186-48A0811F195E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"44c89c2af644eba2b4f27d4db9b90c844f51b236","datavalue":{"value":"expected shortfall","type":"string"},"datatype":"string"},"type":"statement","id":"Q765893$BC2D51ED-239A-4663-8885-1A3B7B8B80A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e129e55fc1bfe3f0d74d4a241d3bc75d77ac6be4","datavalue":{"value":"excursion time","type":"string"},"datatype":"string"},"type":"statement","id":"Q765893$DBC14A6D-5D2A-4682-A57E-26E16FA257EF","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q765893$9D1F50FA-D6D4-4661-A894-6AF050264B0E","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"95d4b1e651270943917b171d5345ba088fc8931d","datavalue":{"value":"W2090270779","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q765893$525A2CDA-A5D8-4BF9-9830-48B4A609CF27","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"f13a8c5e46a4bf8ea7330f5a7f827a0cc8615ab4","datavalue":{"value":{"entity-type":"item","numeric-id":418229,"id":"Q418229"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q765893$15C98ADC-F55C-472A-A252-66C5AC54F908","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6aa7312abc6e39b392cfa8f72458096a44c92e18","datavalue":{"value":{"entity-type":"item","numeric-id":385633,"id":"Q385633"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q765893$1198B95B-DD6E-4047-B96D-3C09AADB401A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"758fcc134dcaf7f4dad1c302de5b0db1f3ba5fea","datavalue":{"value":{"entity-type":"item","numeric-id":4023200,"id":"Q4023200"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q765893$0934873E-6896-4F0E-9ADE-0D53D11905D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8cb7ed7d40a3a468b50a626e6cc39d61d62170bc","datavalue":{"value":{"entity-type":"item","numeric-id":2271339,"id":"Q2271339"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q765893$AF447685-084C-4C8C-B0A0-EB6569500EF5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"11902a6e916f5c32280e0c3244b664c572bf9f72","datavalue":{"value":{"entity-type":"item","numeric-id":2879916,"id":"Q2879916"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q765893$DF4555B5-0AC5-419D-9061-6E280FE5E868","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b5af27a25555a26c031e7821e2afdbbbb5630f5c","datavalue":{"value":{"entity-type":"item","numeric-id":1263876,"id":"Q1263876"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q765893$55CB4DF1-F49B-46D5-BB3B-7084AC75B3EA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"21344870eaf937aa6c04a5622a7047b81793a790","datavalue":{"value":{"entity-type":"item","numeric-id":5485944,"id":"Q5485944"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q765893$DED63F38-D612-4833-AE5D-799AE2D5D37E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"445f80067ace52b31dd06257660f6c8e4a414b4e","datavalue":{"value":{"entity-type":"item","numeric-id":1872195,"id":"Q1872195"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q765893$9FE26B18-5A42-4AFB-8D06-1A4941A959A9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b57bfa97b5cd015999ffc062463f0d174e4070f5","datavalue":{"value":{"entity-type":"item","numeric-id":1307503,"id":"Q1307503"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q765893$3D8B67DC-4520-4634-A29B-D0518EEDE521","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"aa7cf11dbc1661564aef48b5398f3377eaaea8bf","datavalue":{"value":{"entity-type":"item","numeric-id":5461818,"id":"Q5461818"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q765893$E6C2B3A9-7B75-4E85-A8B1-F704ED338CCB","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"019459040a95cef8b928616974302d66a8f38b2d","datavalue":{"value":"10.1016/J.SPA.2011.11.009","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q765893$4F022195-41CC-41ED-9B3F-2FD280FA65B9","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0468b7f9f4e82ccfc61146aca9ce4aa2f2dda0cd","datavalue":{"value":{"entity-type":"item","numeric-id":2209315,"id":"Q2209315"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dc5cbef91ff30949a8540aae98be0568d13f8a1a","datavalue":{"value":{"amount":"+0.7344233393669128","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q765893$4497B5A2-96F9-4FE4-A8AB-4A9E2DC80C4B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0aa460c564098961d96459169c3d259809b76129","datavalue":{"value":{"entity-type":"item","numeric-id":1926016,"id":"Q1926016"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"760ef543e29a7497a98b8a18719719eb637ab994","datavalue":{"value":{"amount":"+0.7327869534492493","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q765893$AB05984E-FE21-4FC0-9740-7DC524AB181A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c4b42aaa8a485cabb74a3025ab7641a616caa369","datavalue":{"value":{"entity-type":"item","numeric-id":1056990,"id":"Q1056990"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a4fa3abf25421ee6f97b8cdb406c7a0b42461783","datavalue":{"value":{"amount":"+0.7302406430244446","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q765893$BEC563F4-844B-495A-BB4E-36FB970ED38A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4607064aa4fff05f0ea1e0722e6bd9d53aef63b8","datavalue":{"value":{"entity-type":"item","numeric-id":2879916,"id":"Q2879916"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d20d7bc5f0792d988a050ebb768677545ece57f7","datavalue":{"value":{"amount":"+0.7223716974258423","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q765893$D3EC900D-E994-457B-B0A6-96F2FED9080B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f6f1607a88716c7c40fee073e6e32d13e1c70585","datavalue":{"value":{"entity-type":"item","numeric-id":2176363,"id":"Q2176363"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"39c555011d89afd7bea357d0c2089e413596de24","datavalue":{"value":{"amount":"+0.7162158489227295","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q765893$2A71D34C-262A-4AAB-96D3-36DACF76543B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:765893","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:765893"}}}}}