Strong mixing properties of max-infinitely divisible random fields

DOI10.1016/j.spa.2012.06.013zbMath1260.60101arXiv1201.4645MaRDI QIDQ454868

Frédéric Eyi-Minko, Clément Dombry

Publication date: 10 October 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.4645

zbMATH Keywords

central limit theorem; strong mixing; extremal index; Absolute regularity coefficient; extremal point process; max-infinitely divisible random field; max-stable random field; weakly dependent random field

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60F05: Central limit and other weak theorems

60G10: Stationary stochastic processes

60G70: Extreme value theory; extremal stochastic processes

37A25: Ergodicity, mixing, rates of mixing