Semicontinuous processes in multi-dimensional extreme value theory

DOI10.1016/0304-4149(87)90188-8zbMath0628.60035OpenAlexW2087160567MaRDI QIDQ1093243

Tommy Norberg

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90188-8

zbMATH Keywords

asymptotic resultsGaussian fieldsweak convergence of extremes for stationary random fields

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Central limit and other weak theorems (60F05)

Related Items (7)

Strong consistency and rates of convergence for a random estimator of a fuzzy set ⋮ Strong Law of Large Numbers for Stationary Sequences of Random Upper Semicontinuous Functions ⋮ Some laws of large numbers for arrays of random upper semicontinuous functions ⋮ Marginal standardization of upper semicontinuous processes. With application to max-stable processes ⋮ Stationary self-similar extremal processes ⋮ Qualitative robustness of set-valued value-at-risk ⋮ On strong laws of large numbers for random upper semicontinuous functions

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