Extreme value theory for long-range-dependent stable random fields

DOI10.1007/S10959-019-00951-8zbMath1477.60079arXiv1810.07033OpenAlexW2981695043WikidataQ126975758 ScholiaQ126975758MaRDI QIDQ2209306

Gennady Samorodnitsky, Zaoli Chen

Publication date: 30 October 2020

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.07033

zbMATH Keywords

extreme valuesregular variationrandom fieldstable lawheavy tailrandom closed setsrandom sup measure

Mathematics Subject Classification ID

Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Stable stochastic processes (60G52)

Related Items (5)

Limit theorems for conservative flows on multiple stochastic integrals ⋮ Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure ⋮ A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence ⋮ Stable laws arising from hitting distributions of processes on homogeneous trees and the hyperbolic half-plane. ⋮ Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise

Uses Software

• ismev

Cites Work

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