On the continuity of Pickands constants (Q5067218)

scientific article; zbMATH DE number 7501657

Language	Label	Description	Also known as
English	On the continuity of Pickands constants	scientific article; zbMATH DE number 7501657

Statements

instance of

scholarly article

0 references

title

On the continuity of Pickands constants (English)

0 references

zbMATH Open document ID

0 references

0 references

0 references

0 references

0 references

Journal of Applied Probability

0 references

publication date

1 April 2022

0 references

full work available at URL

https://arxiv.org/abs/2105.10435

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Pickands constants

0 references

discrete approximation

0 references

locally stationary Gaussian random fields

0 references

max-stable random fields

0 references

extremal index

0 references

MaRDI profile type

MaRDI publication profile

0 references

0 references

0 references

Compound Poisson approximation for regularly varying fields with application to sequence alignment

0 references

Q4023200

0 references

On some global measures of the deviations of density function estimates

0 references

Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices

0 references

Ruin probability for Gaussian integrated processes.

0 references

Some Properties of Generalized Pickands Constants

0 references

On Extremal Index of max-stable stationary processes

0 references

Approximation of supremum of max-stable stationary processes \& Pickands constants

0 references

Extremes of nonstationary Gaussian fluid queues

0 references

Generalized Pickands constants and stationary max-stable processes

0 references

Exact simulation of Brown-Resnick random fields at a finite number of locations

0 references

On asymptotic constants in the theory of extremes for Gaussian processes

0 references

Ergodic decompositions of stationary max-stable processes in terms of their spectral functions

0 references

Tail measure and spectral tail process of regularly varying time series

0 references

Q3996911

0 references

Capturing the multivariate extremal index: bounds and interconnections

0 references

A spectral representation for max-stable processes

0 references

Representations of $\max$-stable processes via exponential tilting

0 references

On extremal index of max-stable random fields

0 references

Spectral representations of sum- and max-stable processes

0 references

Stationary systems of Gaussian processes

0 references

Stationary max-stable fields associated to negative definite functions

0 references

Heavy-Tailed Time Series

0 references

Upcrossing Probabilities for Stationary Gaussian Processes

0 references

Asymptotic Properties of the Maximum in a Stationary Gaussian Process

0 references

Q4864754

0 references

Q5254866

0 references

The tail process revisited

0 references

Q2790499

0 references

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

0 references

Nonsingular group actions and stationary S$\alpha $S random fields

0 references

Stationary symmetric $\alpha$-stable discrete parameter random fields

0 references

Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.

0 references

Maxima of continuous-time stationary stable processes

0 references

On a Problem in Measure-Spaces

0 references

The Wills functional and Gaussian processes

0 references

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

0 references

Regularly varying random fields

0 references

Extremes in Random Fields

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5067218