Stationary symmetric -stable discrete parameter random fields
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Publication:2481393
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.
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Cited in
(28)- Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey
- Stable random fields indexed by finitely generated free groups
- Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions
- Spectral tail processes and max-stable approximations of multivariate regularly varying time series
- Maximal moments and uniform modulus of continuity for stable random fields
- On extremal index of max-stable random fields
- Tail measures and regular variation
- Stable random fields, Patterson-Sullivan measures and extremal cocycle growth
- A functional non-central limit theorem for multiple-stable processes with long-range dependence
- Extreme value theory for long-range-dependent stable random fields
- On the association of sum- and max-stable processes
- Strong laws of large numbers for arrays of random variables and stable random fields
- Approximation of supremum of max-stable stationary processes \& Pickands constants
- Mixing properties of multivariate infinitely divisible random fields
- Ergodic decompositions of stationary max-stable processes in terms of their spectral functions
- Nonsingular group actions and stationary S S random fields
- A Levinson-Type Algorithm for Discrete Stationary Random Fields
- A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular \(\mathbb{Z}^d\)-actions
- On the continuity of Pickands constants
- Long range dependence of heavy-tailed random functions
- Multivariate operator-self-similar random fields
- Stable random fields, point processes and large deviations
- Stochastic integral representations and classification of sum- and max-infinitely divisible processes
- Symmetric stable processes on amenable groups
- Shift-invariant homogeneous classes of random fields
- Group-theoretic dimension of stationary symmetric \(\alpha\)-stable random fields
- Decomposability for stable processes
- Ergodic theory, abelian groups and point processes induced by stable random fields
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