Regularly varying random fields

DOI10.1016/j.spa.2020.01.005zbMath1456.60127arXiv1809.04477OpenAlexW3000499372WikidataQ126384888 ScholiaQ126384888MaRDI QIDQ2182640

Gennady Samorodnitsky, Lifan Wu

Publication date: 26 May 2020

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

Full work available at URL: https://arxiv.org/abs/1809.04477

zbMATH Keywords

regular variationrandom fieldextremal indexBrown-Resnick random fieldspectral fieldtail field

Mathematics Subject Classification ID

Random fields (60G60) Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70)

Related Items

Tail measures and regular variation, On the continuity of Pickands constants, Palm theory for extremes of stationary regularly varying time series and random fields, Multivariate max-stable processes and homogeneous functionals, Directional phantom distribution functions for stationary random fields, Compound Poisson approximation for regularly varying fields with application to sequence alignment, On extremal index of max-stable random fields, Whittle estimation based on the extremal spectral density of a heavy-tailed random field

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