Regularly varying random fields

被引：13
|
作者：
Wu, Lifan [1 ]
Samorodnitsky, Gennady [1 ]
机构：
[1] Cornell Univ, Sch Operat Res & Informat Engn, Ithaca, NY 14853 USA
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2020年 / 130卷 / 07期
关键词：
Regular variation; Random field; Tail field; Spectral field; Extremal index; Brown-Resnick random field; EXTREMAL INDEX; STATIONARY; DEPENDENCE; MAXIMA;
D O I：
10.1016/j.spa.2020.01.005
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We study the extremes of multivariate regularly varying random fields. The crucial tools in our study are the tail field and the spectral field, notions that extend the tail and spectral processes of Basrak and Segers (2009). The spatial context requires multiple notions of extremal index, and the tail and spectral fields are applied to clarify these notions and other aspects of extremal clusters. An important application of the techniques we develop is to the Brown-Resnick random fields. (C) 2020 Elsevier B.V. All rights reserved.
引用
收藏
页码：4470 / 4492
页数：23
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