Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise

DOI10.1016/j.spa.2021.10.007zbMath1489.60092arXiv2005.05001OpenAlexW3209426635MaRDI QIDQ2059684

Olivier Durieu, Yizao Wang

Publication date: 14 December 2021

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

Full work available at URL: https://arxiv.org/abs/2005.05001

zbMATH Keywords

regular variationlong-range dependencestationary processrandom closed setrandom sup-measurepoint-process convergence

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Random measures (60G57) Functional limit theorems; invariance principles (60F17)

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