Semicontinuous processes in multi-dimensional extreme value theory

DOI10.1016/0304-4149(87)90188-8zbMATH Open0628.60035OpenAlexW2087160567MaRDI QIDQ1093243FDOQ1093243

Authors: Tommy Norberg 

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90188-8

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zbMATH Keywords

Gaussian fieldsasymptotic resultsweak convergence of extremes for stationary random fields

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Central limit and other weak theorems (60F05)

Cites Work

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• Extremes and related properties of random sequences and processes
• Title not available (Why is that?)
• Weak convergence results for extremal processes generated by dependent random variables
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• Weak convergence of high level exceedances by a stationary sequence
• On extreme values in stationary sequences
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• Random capacities and their distributions
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• Upper bounds for the distance in total variation between the binomial or negative binomial and the Poisson distribution
• Maxima and minima of stationary sequences
• Convergence and existence of random set distributions
• A limit theorem for random coverings of a circle
• A compound Poisson limit for stationary sums, and sojourns of Gaussian processes
• Limit laws for the maximum and minimum of stationary sequences
• Weak convergence of high level crossings and maxima for one or more Gaussian processes
• Limit laws for upper and lower extremes from stationary mixing sequences
• Ordered thinnings of point processes and random measures
• High-Level exceedances of regenerative and semi-stationary processes
• Extreme value theory for continuous parameter stationary processes
• Title not available (Why is that?)

Cited In (10)

• Title not available (Why is that?)
• Strong consistency and rates of convergence for a random estimator of a fuzzy set
• On strong laws of large numbers for random upper semicontinuous functions
• The cumulant representation of the Lundberg root in the case of semicontinuous processes
• Some laws of large numbers for arrays of random upper semicontinuous functions
• Qualitative robustness of set-valued value-at-risk
• Strong Law of Large Numbers for Stationary Sequences of Random Upper Semicontinuous Functions
• Title not available (Why is that?)
• Marginal standardization of upper semicontinuous processes with application to MAX-stable processes
• Stationary self-similar extremal processes

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