Maximal moments and uniform modulus of continuity for stable random fields

被引:1
|
作者
Panigrahi, Snigdha [1 ]
Roy, Parthanil [2 ]
Xiao, Yimin [3 ]
机构
[1] Univ Michigan, Dept Stat, Ann Arbor, MI 48109 USA
[2] Indian Stat Inst, Theoret Stat & Math Unit, Bangalore 560059, Karnataka, India
[3] Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA
基金
美国国家科学基金会;
关键词
Random field; Stable process; Uniform modulus of continuity; Extreme value theory; Nonsingular group actions; CENTRAL-LIMIT-THEOREM; POINT-PROCESSES; ERGODIC PROPERTIES; DECOMPOSITION; MEMORY; NULL;
D O I
10.1016/j.spa.2021.02.002
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
In this work, we provide sharp bounds on the rate of growth of maximal moments for stationary symmetric stable random fields when the underlying nonsingular group action (or its restriction to a suitable lower rank subgroup) has a nontrivial dissipative component. We also investigate the relationship between this rate of growth and the path regularity properties of self-similar stable random fields with stationary increments, and establish uniform modulus of continuity of such fields. In the process, a new notion of weak effective dimension is introduced for stable random fields and is connected to maximal moments and path properties. (C) 2021 Elsevier B.V. All rights reserved.
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页码:92 / 124
页数:33
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