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

Recommendations

• On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences
• Point processes of exceedances by random fields
• Asymptotic Properties of Point Processes of Rare Events of Gaussian Fields. I
• Asymptotic Properties of Point Processes of Rare Events of Gaussian Fields. II
• Joint asymptotic distribution of exceedances point processes and partial sums of strong dependent non-stationary Gaussian sequences
• scientific article; zbMATH DE number 3901728
• Joint asymptotic distributions of exceedances point process and partial sum of non-stationary Gaussian sequence
• Limit properties of exceedances point processes of scaled stationary Gaussian sequences
• The asymptotic property of an exceedance point process and the sum for a kind of nonstationary Gaussian sequences

zbMATH Keywords

Gaussian random fieldspoint processesexceedanceasymptotic locations

Mathematics Subject Classification ID

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

Cites Work

• Log Gaussian Cox Processes
• Title not available (Why is that?)
• Extremes and related properties of random sequences and processes
• On the exceedance point process for a stationary sequence
• On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields
• Random Fields and Geometry
• Joint behavior of point process of exceedances and partial sum from a Gaussian sequence
• Title not available (Why is that?)
• Limit properties of exceedance point processes of strongly dependent normal sequences
• Limit properties of exceedances point processes of scaled stationary Gaussian sequences
• Almost sure convergence for the maximum of nonstationary random fields
• Limiting crossing probabilities of random fields
• Point processes of exceedances by random fields
• Asymptotic Location of Largest Values of a Stationary Random Field
• The asymptotic location of the maximum of a stationary random field
• Approximation of maximum of Gaussian random fields
• The limit theorems on extremes for Gaussian random fields
• On the extremal behavior of a nonstationary normal random field
• On the asymptotic locations of the largest and smallest extremes of a stationary sequence
• The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models
• Exceedances point processes in the plane of stationary Gaussian sequences with data missing
• On the maxima and sums of homogeneous Gaussian random fields

Cited In (6)

• Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Extremes of independent stochastic processes: a point process approach
• Point processes of exceedances by random fields
• Asymptotic Properties of Point Processes of Rare Events of Gaussian Fields. I

This page was built for publication: Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2170245)