Ergodic theory, abelian groups and point processes induced by stable random fields (Q964783): Difference between revisions

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Latest revision as of 17:38, 2 July 2024

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Ergodic theory, abelian groups and point processes induced by stable random fields
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    Ergodic theory, abelian groups and point processes induced by stable random fields (English)
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    21 April 2010
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    A random point process, which is to the point a variational sequence of a family of random values determined on a \(d\)-dimensional cube of the lattice \(\mathbb{Z}^d\) \((d\geq1)\), is considered. On this lattice is assumed to be given a stationary (with respect to shift) random field such that any finite linear combination of its values has a symmetric \(\alpha\)-stable distribution \((0<\alpha\leq2)\), and the family of random values is a part of this field. The sequence of such point processes, which is obtained when the cube size arises and a scale coefficient decreases appropriately, can have a non-degenerated limit. A situation is investigated when the random field possesses the property of strong dependence (long memory). For this case the sequence of such point processes is proved to converge weakly to some random measure on the line. A formula for the Laplace functional of this limit is derived.
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    stable process
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    stationary process
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    random field
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    point process
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    random measure
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    weak convergence
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    extreme value theory
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    ergodic theory
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    group action
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