Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure

DOI10.1017/JPR.2020.73MaRDI QIDQ4964780zbMATH OpenOpenAlexFDO

Authors Mads Stehr, Anders Rønn-Nielsen

Publication date 3 March 2021

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

Full work available at URL https://doi.org/10.1017/jpr.2020.73

zbMATH Keywords

asymptotic equivalenceconvolution equivalenceinfinite divisibilityLévy-based modellingsample paths for random fields

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Infinitely divisible distributions; stable distributions (60E07) Sample path properties (60G17) Random fields (60G60)

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Cited in

(3)

• Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure
• Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure
• Extreme value theory for spatial random fields -- with application to a Lévy-driven field

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