Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields

DOI10.1080/03610926.2017.1383430MaRDI QIDQ5031691zbMATH OpenOpenAlexFDO

Publication date 16 February 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2017.1383430

discretization Gaussian random field maximum isotropic

Gaussian processes (60G15) Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)

Recommendations

On the maxima and sums of homogeneous Gaussian random fields
Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids
scientific article; zbMATH DE number 35196
On the extremes of stationary Gaussian random fields under strong dependence
The asymptotic relations between the maxima and sums of discrete and continuous time strongly dependent Gaussian processes

Cites work

scientific article; zbMATH DE number 35196 (Why is no real title available?)
scientific article; zbMATH DE number 846847 (Why is no real title available?)
A class of isotropic covariance functions
A complete poisson convergence result for a strongly dependent isotropic gaussian random field
A note on the asymptotic independence of the sum and maximum of strongly mixing stationary random variables
Almost sure asymptotics for extremes of non-stationary Gaussian random fields
Almost sure convergence for the maximum of nonstationary random fields
Asymptotic distribution for the sum and maximum of Gaussian processes
Asymptotic distribution of sum and maximum for Gaussian processes
Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes
Discrete and continuous time extremes of Gaussian processes
Extremes and related properties of random sequences and processes
Extremes of homogeneous Gaussian random fields
Limit distributions for the maxima of stationary Gaussian processes
Maxima and sum for discrete and continuous time Gaussian processes
On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields
On extremal behavior of aggregation of largest claims
On maxima of chi-processes over threshold dependent grids
On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence
On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
On the extremal behavior of a nonstationary normal random field
On the maxima and sums of homogeneous Gaussian random fields
Random Fields and Geometry
Sojourns and extremes of Gaussian processes
Sums and maxima in stationary sequences
The joint limiting distribution of sums and maxima of stationary sequences
The limit theorems on extremes for Gaussian random fields
Weak convergence for the maxima of stationary Gaussian processes using random normalization

Cited in

(6)

The limit theorems on extreme order statistics and partial sums of i.i.d. random variables
The asymptotic relations between the maxima and sums of discrete and continuous time strongly dependent Gaussian processes
Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
On the maxima and sums of homogeneous Gaussian random fields
Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids
Random fields and random sampling.

This page was built for publication: Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5031691)