Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure

DOI10.1017/JPR.2017.37MaRDI QIDQ4684893zbMATH OpenOpenAlexFDO

Authors Anders Rønn-Nielsen, Eva B. Vedel Jensen

Publication date 26 September 2018

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10398/0c1f6d0b-385d-4814-aa3d-cad4ebe7948e

zbMATH Keywords

convolution equivalenceexcursion setinfinite divisibilityLévy-based modelling

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60)

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Cites work

• Convolution equivalence and infinite divisibility
• Convolution tails, product tails and domains of attraction
• Distributions of subadditive functionals of sample paths of infinitely divisible processes
• Excursion sets of three classes of stable random fields
• High level excursion set geometry for non-Gaussian infinitely divisible random fields
• scientific article; zbMATH DE number 4122944 (Why is no real title available?)
• Lévy-based Cox point processes
• Lévy-based growth models
• Lévy-based modelling in brain imaging
• Lévy-based spatial-temporal modelling, with applications to turbulence
• Random Fields and Geometry
• Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure

Cited in

(6)

• High level excursion set geometry for non-Gaussian infinitely divisible random fields
• Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure
• scientific article; zbMATH DE number 417720 (Why is no real title available?)
• Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure
• Central limit theorem for mean and variogram estimators in Lévy–based models
• Extreme value theory for spatial random fields -- with application to a Lévy-driven field

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