Regularly varying random fields
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Publication:2182640
DOI10.1016/j.spa.2020.01.005zbMath1456.60127arXiv1809.04477MaRDI QIDQ2182640
Gennady Samorodnitsky, Lifan Wu
Publication date: 26 May 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.04477
regular variation; random field; extremal index; Brown-Resnick random field; spectral field; tail field
60G60: Random fields
62E20: Asymptotic distribution theory in statistics
60G70: Extreme value theory; extremal stochastic processes