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.
引用
收藏
页码:92 / 124
页数:33
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