Limiting crossing probabilities of random fields

DOI10.1239/JAP/1158784955MaRDI QIDQ5754698zbMATH OpenOpenAlexFDO

Authors Luisa Pereira, Helena Ferreira

Publication date 23 August 2007

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

Full work available at URL https://doi.org/10.1239/jap/1158784955

zbMATH Keywords

dependenceextremal indexnonstationarityrandom field

Mathematics Subject Classification ID

Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Limit theorems in probability theory (60F99)

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• A note on exceedances and rare events of non-stationary sequences
• Extreme values of non-stationary random sequences
• Extremes and local dependence in stationary sequences
• Extremes and related properties of random sequences and processes
• How to compute the extremal index of stationary random fields

Cited in

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• Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics
• On the maxima and sums of homogeneous Gaussian random fields
• On extremal indices greater than one for a scheme of series
• A crossinggram for random fields on lattices
• Extremal independence in discrete random systems
• The asymptotic location of the maximum of a stationary random field
• Asymptotic location of largest values of a stationary random field
• scientific article; zbMATH DE number 1369842 (Why is no real title available?)
• Random fields and random sampling.
• Extremal clustering and cluster counting for spatial random fields
• Extreme value theory for triangular arrays of dependent random variables
• Cover levels and random interlacements
• Point processes of exceedances by random fields
• On the maxima and minima of complete and incomplete samples from nonstationary random fields
• Clustering of high values in random fields
• On the extremal behavior of a nonstationary normal random field
• How to compute the extremal index of stationary random fields
• Gumbel fluctuations for cover times in the discrete torus
• Almost sure convergence for the maximum of nonstationary random fields
• Asymptotic properties of extrema of moving sums of independent non-identically distributed variables

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