Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids

DOI10.1080/17442508.2019.1602133zbMATH Open1490.60133OpenAlexW2922669217MaRDI QIDQ5086478FDOQ5086478

Authors Yingyin Lu, Zuoxiang Peng 

Publication date 5 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1903.11740

zbMATH Keywords

continuous timejoint limit distributionuniform gridhomogeneous Gaussian random fieldmaximum and minimum

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70)

Abstract: In this paper, for centered homogeneous Gaussian random fields the joint limiting distributions of normalized maxima and minima over continuous time and uniform grids are investigated. It is shown that maxima and minima are asymptotic dependent for strongly dependent homogeneous Gaussian random field with the choice of sparse grid, Pickands' grid or dense grid, while for the weakly dependent Gaussian random field maxima and minima are asymptotically independent.

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Cited In (6)

• Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields
• On the asymptotic distribution of the maxima from Gaussian functions subject to missing observations
• On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields
• Maxima of discretely sampled random fields, with an application to 'bubbles'
• On the maxima and sums of homogeneous Gaussian random fields
• Title not available (Why is no real title available?)

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