Stable random fields, point processes and large deviations

DOI10.1016/j.spa.2015.09.020zbMath1333.60040arXiv1410.5398OpenAlexW1826812835MaRDI QIDQ5962609

Vicky Fasen, Parthanil Roy

Publication date: 15 February 2016

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

Full work available at URL: https://arxiv.org/abs/1410.5398

zbMATH Keywords

large deviationspoint processesrandom fieldsextreme value theorystable processesnonsingular group actions

Mathematics Subject Classification ID

Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10) Stable stochastic processes (60G52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Nonsingular (and infinite-measure preserving) transformations (37A40)

Related Items (10)

Limit theory for U-statistics under geometric and topological constraints with rare events ⋮ Branching random walks, stable point processes and regular variation ⋮ Large deviations for the volume of \(k\)-nearest neighbor balls ⋮ Large deviations of extremes in branching random walk with regularly varying displacements ⋮ Large deviations of time-averaged statistics for Gaussian processes ⋮ Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey ⋮ A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤ^d-actions ⋮ Maximal moments and uniform modulus of continuity for stable random fields ⋮ Extremes of multitype branching random walks: heaviest tail wins ⋮ Stable random fields indexed by finitely generated free groups

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