Ergodic theory, abelian groups and point processes induced by stable random fields
From MaRDI portal
Publication:964783
DOI10.1214/09-AOP495zbMath1204.60037arXiv0712.0688MaRDI QIDQ964783
Publication date: 21 April 2010
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0712.0688
weak convergencerandom fieldpoint processgroup actionstationary processextreme value theoryergodic theoryrandom measurestable process
Random fields (60G60) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Nonsingular (and infinite-measure preserving) transformations (37A40)
Related Items
On the continuity of Pickands constants ⋮ Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions ⋮ 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 ℤd-actions ⋮ Maximal moments and uniform modulus of continuity for stable random fields ⋮ Stable random fields, point processes and large deviations ⋮ Stable random fields indexed by finitely generated free groups ⋮ Group-theoretic dimension of stationary symmetric \(\alpha\)-stable random fields ⋮ Approximation of supremum of max-stable stationary processes \& Pickands constants ⋮ Decomposability for stable processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- High risk scenarios and extremes. A geometric approach
- Limit theory for moving averages of random variables with regularly varying tail probabilities
- Ergodic theorems. With a supplement by Antoine Brunel
- Stable mixed moving averages
- Decomposition of stationary \(\alpha\)-stable random fields.
- Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.
- Point process and partial sum convergence for weakly dependent random variables with infinite variance
- On the structure of stationary stable processes
- Stationary symmetric \(\alpha\)-stable discrete parameter random fields
- Point processes associated with stationary stable processes
- The many aspects of counting lattice points in polytopes
- Heavy-Tail Phenomena