Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure

DOI10.1017/JPR.2015.22zbMATH Open1337.60032OpenAlexW2296142653MaRDI QIDQ2804428FDOQ2804428

Eva B. Vedel Jensen, Anders Rønn-Nielsen

Publication date: 29 April 2016

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

Full work available at URL: https://projecteuclid.org/euclid.jap/1457470572

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zbMATH Keywords

convolution equivalencetail asymptoticssupremuminfinitely divisible fieldLévy measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Large deviations (60F10) Random fields (60G60) Geometric probability and stochastic geometry (60D05)

Cites Work

• Studies in the history of probability and statistics XLIX: On the Matérn correlation family
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Cited In (7)

• Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction
• Extreme value theory for spatial random fields -- with application to a Lévy-driven field
• Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure
• Tail Asymptotics of the Supremum of a Regenerative Process
• Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure
• Central limit theorem for mean and variogram estimators in Lévy–based models
• Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure

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