Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions

DOI10.1214/11-AOP732zbMath1273.60062arXiv0911.0610MaRDI QIDQ1942115

Yizao Wang, Parthanil Roy, Stilian A. Stoev

Publication date: 15 March 2013

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.0610

zbMATH Keywords

stable; ergodicity; random field; ergodic theory; max-stable; nonsingular group action; null action; positive action

Mathematics Subject Classification ID

60G60: Random fields

60G10: Stationary stochastic processes

37A50: Dynamical systems and their relations with probability theory and stochastic processes

60G52: Stable stochastic processes

37A40: Nonsingular (and infinite-measure preserving) transformations

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On the continuity of Pickands constants, Symmetric stable processes on amenable groups, Decomposability for stable processes, Representations of \(\max\)-stable processes via exponential tilting, Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey, Stable random fields indexed by finitely generated free groups, Maximal moments and uniform modulus of continuity for stable random fields, Power variations for fractional type infinitely divisible random fields, The tail process and tail measure of continuous time regularly varying stochastic processes, Tail measures and regular variation, A functional non-central limit theorem for multiple-stable processes with long-range dependence, On the association of sum- and max-stable processes, Approximation of supremum of max-stable stationary processes \& Pickands constants, Mixing properties of multivariate infinitely divisible random fields, Tail correlation functions of max-stable processes, Ergodic decompositions of stationary max-stable processes in terms of their spectral functions, The realization problem for tail correlation functions

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