Group-theoretic dimension of stationary symmetric -stable random fields
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Publication:742111
Abstract: The growth rate of the partial maximum of a stationary stable process was first studied in the works of Samorodnitsky (2004a,b), where it was established, based on the seminal works of Rosi'nski (1995,2000), that the growth rate is connected to the ergodic theoretic properties of the flow that generates the process. The results were generalized to the case of stable random fields indexed by Z^d in Roy and Samorodnitsky (2008), where properties of the group of nonsingular transformations generating the stable process were studied as an attempt to understand the growth rate of the partial maximum process. This work generalizes this connection between stable random fields and group theory to the continuous parameter case, that is, to the fields indexed by R^d.
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Cited in
(13)- Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey
- Stable random fields indexed by finitely generated free groups
- Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions
- Maximal moments and uniform modulus of continuity for stable random fields
- Tail measures and regular variation
- Stable random fields, Patterson-Sullivan measures and extremal cocycle growth
- Extreme value theory for long-range-dependent stable random fields
- Approximation of supremum of max-stable stationary processes \& Pickands constants
- Stationary symmetric \(\alpha\)-stable discrete parameter random fields
- Nonsingular group actions and stationary S S random fields
- INFINITE DIMENSIONAL STATIONARY RANDOM FIELDS OVER A LOCALLY COMPACT ABELIAN GROUP
- Group Action Induced Distances on Spaces of High-Dimensional Linear Stochastic Processes
- Stable random fields, point processes and large deviations
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