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

From MaRDI portal
Revision as of 19:11, 18 April 2024 by Importer (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Ergodic theory, abelian groups and point processes induced by stable random fields
scientific article

    Statements

    Ergodic theory, abelian groups and point processes induced by stable random fields (English)
    0 references
    0 references
    21 April 2010
    0 references
    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.
    0 references
    stable process
    0 references
    stationary process
    0 references
    random field
    0 references
    point process
    0 references
    random measure
    0 references
    weak convergence
    0 references
    extreme value theory
    0 references
    ergodic theory
    0 references
    group action
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references