Random tessellations associated with max-stable random fields

DOI10.3150/16-BEJ817MaRDI QIDQ2405174zbMATH OpenFDO

Authors Clément Dombry, Zakhar Kabluchko

Publication date 21 September 2017

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1410.2584, https://projecteuclid.org/euclid.bj/1501142435

zbMATH Keywords

ergodic propertiesrandom tessellationmax-stable random fields

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Geometric probability and stochastic geometry (60D05) Stable stochastic processes (60G52)

Abstract: With any max-stable random process $eta$ on $mathcalX=mathbb{Z}^d$ or $mathbb{R}^d$, we associate a random tessellation of the parameter space $mathcalX$. The construction relies on the Poisson point process representation of the max-stable process $eta$ which is seen as the pointwise maximum of a random collection of functions $Phi=ph{i}_i,igeq1$. The tessellation is constructed as follows: two points $x,yinmathcalX$ are in the same cell if and only if there exists a function $phiinPhi$ that realizes the maximum $eta$ at both points $x$ and $y$, i.e. $phi(x)=eta(x)$ and $phi(y)=eta(y)$. We characterize the distribution of cells in terms of coverage and inclusion probabilities. Most interesting is the stationary case where the asymptotic properties of the cells are strongly related to the ergodic properties of the non-singular flow generating the max-stable process. For example, we show that: i) the cells are bounded almost surely if and only if $eta$ is generated by a dissipative flow, ii) the cells have positive asymptotic density almost surely if and only if $eta$ is generated by a positive flow.

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Cited in

(12)

• Exchangeable random partitions from max-infinitely-divisible distributions
• Cluster random fields and random-shift representations
• High-dimensional modeling of spatial and spatio-temporal conditional extremes using INLA and Gaussian Markov random fields
• Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey
• Representations of \(\max\)-stable processes via exponential tilting
• The extremal index for a random tessellation
• Asymptotic domination of sample maxima
• Ergodic decompositions of stationary max-stable processes in terms of their spectral functions
• Probabilities of concurrent extremes
• Stable random fields indexed by finitely generated free groups
• Random tessellations in ℝ^d
• Approximation of supremum of max-stable stationary processes \& Pickands constants

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