Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics

DOI10.1016/J.SPL.2022.109593zbMATH Open1498.60180OpenAlexW4283328064WikidataQ114130443 ScholiaQ114130443MaRDI QIDQ2170245FDOQ2170245

Authors Huiyan Liu, Zhongquan Tan

Publication date 30 August 2022

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2022.109593

zbMATH Keywords

Gaussian random fieldspoint processesexceedanceasymptotic locations

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random fields (60G60)

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Cites work

• scientific article; zbMATH DE number 3538604 (Why is no real title available?)
• scientific article; zbMATH DE number 846847 (Why is no real title available?)
• Almost sure convergence for the maximum of nonstationary random fields
• Approximation of maximum of Gaussian random fields
• Asymptotic location of largest values of a stationary random field
• Exceedances point processes in the plane of stationary Gaussian sequences with data missing
• Extremes and related properties of random sequences and processes
• Joint behavior of point process of exceedances and partial sum from a Gaussian sequence
• Limit properties of exceedance point processes of strongly dependent normal sequences
• Limit properties of exceedances point processes of scaled stationary Gaussian sequences
• Limiting crossing probabilities of random fields
• Log Gaussian Cox Processes
• On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields
• On the asymptotic locations of the largest and smallest extremes of a stationary sequence
• On the exceedance point process for a stationary sequence
• On the extremal behavior of a nonstationary normal random field
• On the maxima and sums of homogeneous Gaussian random fields
• Point processes of exceedances by random fields
• Random Fields and Geometry
• The asymptotic location of the maximum of a stationary random field
• The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models
• The limit theorems on extremes for Gaussian random fields

Cited in

(10)

• Extremes of independent stochastic processes: a point process approach
• Point process of clusters for a stationary Gaussian random field on a lattice
• scientific article; zbMATH DE number 3901728 (Why is no real title available?)
• scientific article; zbMATH DE number 4153605 (Why is no real title available?)
• Asymptotic location of largest values of a stationary random field
• Asymptotic Properties of Point Processes of Rare Events of Gaussian Fields. I
• Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes
• Point processes of exceedances by random fields
• On the extremes of stationary Gaussian random fields under strong dependence
• The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences

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