Stable random fields, point processes and large deviations

DOI10.1016/J.SPA.2015.09.020zbMath1333.60040arXiv1410.5398OpenAlexW1826812835MaRDI QIDQ5962609

Vicky Fasen, Parthanil Roy

Publication date: 15 February 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.5398

zbMATH Keywords

large deviationspoint processesrandom fieldsextreme value theorystable processesnonsingular group actions

Mathematics Subject Classification ID

Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10) Stable stochastic processes (60G52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Nonsingular (and infinite-measure preserving) transformations (37A40)

Related Items (10)

Limit theory for U-statistics under geometric and topological constraints with rare events ⋮ Branching random walks, stable point processes and regular variation ⋮ Large deviations for the volume of \(k\)-nearest neighbor balls ⋮ Large deviations of extremes in branching random walk with regularly varying displacements ⋮ Large deviations of time-averaged statistics for Gaussian processes ⋮ Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey ⋮ A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤ^d-actions ⋮ Maximal moments and uniform modulus of continuity for stable random fields ⋮ Extremes of multitype branching random walks: heaviest tail wins ⋮ Stable random fields indexed by finitely generated free groups

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Regularly varying measures on metric spaces: hidden regular variation and hidden jumps
• Group-theoretic dimension of stationary symmetric \(\alpha\)-stable random fields
• Limit theorems for sums of linearly generated random variables
• Large deviations for random walks under subexponentiality: The big-jump domain
• Ergodic theory, abelian groups and point processes induced by stable random fields
• Limit theory for moving averages of random variables with regularly varying tail probabilities
• Limit theorems for quadratic forms of linear processes
• Stable mixed moving averages
• On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages
• Decomposition of stationary \(\alpha\)-stable random fields.
• Ruin probability with claims modeled by a stationary ergodic stable process.
• Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.
• Long strange segments in a long-range-dependent moving average.
• Point process and partial sum convergence for weakly dependent random variables with infinite variance
• On the structure of stationary stable processes
• Stationary symmetric \(\alpha\)-stable discrete parameter random fields
• Point processes associated with stationary stable processes
• Functional large deviations for multivariate regularly varying random walks
• Stochastic-Process Limits
• Regular variation for measures on metric spaces
• Large Deviations for Point Processes Based on Stationary Sequences with Heavy Tails
• Nonsingular group actions and stationary S$\alpha $S random fields
• Subadditive mean ergodic theorems
• Maxima of continuous-time stationary stable processes
• Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation
• Heavy-Tail Phenomena
• A contribution to the theory of large deviations for sums of independent random variables
• On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
• Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I
• An Introduction to the Theory of Point Processes
• Large deviations of sums of independent random variables

This page was built for publication: Stable random fields, point processes and large deviations