Extreme value theory for long-range-dependent stable random fields
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Publication:2209306
DOI10.1007/s10959-019-00951-8zbMath1477.60079arXiv1810.07033OpenAlexW2981695043WikidataQ126975758 ScholiaQ126975758MaRDI QIDQ2209306
Gennady Samorodnitsky, Zaoli Chen
Publication date: 30 October 2020
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.07033
Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Stable stochastic processes (60G52)
Related Items (4)
Limit theorems for conservative flows on multiple stochastic integrals ⋮ Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure ⋮ A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence ⋮ Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise
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Cites Work
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