Stationary symmetric -stable discrete parameter random fields

DOI10.1007/S10959-007-0107-9zbMATH Open1218.60039arXivmath/0607587OpenAlexW2068799126MaRDI QIDQ2481393FDOQ2481393

Parthanil Roy, Gennady Samorodnitsky

Publication date: 9 April 2008

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: We establish a connection between the structure of a stationary symmetric alpha-stable random field (0 < alpha < 2) and ergodic theory of non-singular group actions, elaborating on a previous work by Rosinski (2000). With the help of this connection, we study the extreme values of the field over increasing boxes. Depending on the ergodic theoretical and group theoretical structures of the underlying action, we observe different kinds of asymptotic behavior of this sequence of extreme values.

Full work available at URL: https://arxiv.org/abs/math/0607587

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zbMATH Keywords

MaximaConservativeRandom fieldDissipativeErgodic theoryExtreme value theoryGroup actionStable processNon-singular map

Mathematics Subject Classification ID

Random fields (60G60) Stable stochastic processes (60G52)

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Cited In (28)

• Decomposability for stable processes
• Spectral tail processes and max-stable approximations of multivariate regularly varying time series
• Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey
• Tail measures and regular variation
• A functional non-central limit theorem for multiple-stable processes with long-range dependence
• On extremal index of max-stable random fields
• Stable random fields, Patterson-Sullivan measures and extremal cocycle growth
• Maximal moments and uniform modulus of continuity for stable random fields
• Stochastic integral representations and classification of sum- and max-infinitely divisible processes
• On the continuity of Pickands constants
• Shift-invariant homogeneous classes of random fields
• On the association of sum- and max-stable processes
• Group-theoretic dimension of stationary symmetric \(\alpha\)-stable random fields
• Ergodic decompositions of stationary max-stable processes in terms of their spectral functions
• Nonsingular group actions and stationary S$\alpha $S random fields
• Ergodic theory, abelian groups and point processes induced by stable random fields
• Stable random fields, point processes and large deviations
• Multivariate operator-self-similar random fields
• A Levinson-Type Algorithm for Discrete Stationary Random Fields
• Strong laws of large numbers for arrays of random variables and stable random fields
• Long range dependence of heavy-tailed random functions
• Stable random fields indexed by finitely generated free groups
• Extreme value theory for long-range-dependent stable random fields
• Approximation of supremum of max-stable stationary processes \& Pickands constants
• Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions
• Mixing properties of multivariate infinitely divisible random fields
• Symmetric stable processes on amenable groups
• A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤ^d-actions

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