Extremal theory for long range dependent infinitely divisible processes
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Publication:2327952
DOI10.1214/18-AOP1318zbMath1439.60050arXiv1703.07496OpenAlexW2963558274WikidataQ127593334 ScholiaQ127593334MaRDI QIDQ2327952
Yizao Wang, Gennady Samorodnitsky
Publication date: 8 October 2019
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.07496
weak convergenceextreme value theorylong range dependencerandom upper semicontinuous functionrandom sup-measurestable regenerative setstationary infinitely divisible process
Extreme value theory; extremal stochastic processes (60G70) Random measures (60G57) Functional limit theorems; invariance principles (60F17)
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Choquet random sup-measures with aggregations ⋮ Limit theorems for conservative flows on multiple stochastic integrals ⋮ Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure ⋮ Convergence of persistence diagrams for topological crackle ⋮ A functional non-central limit theorem for multiple-stable processes with long-range dependence ⋮ A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence ⋮ Extreme value theory for long-range-dependent stable random fields ⋮ Representations of hermite processes using local time of intersecting stationary stable regenerative sets ⋮ Long range dependence of heavy-tailed random functions ⋮ Limit theorems for long-memory flows on Wiener chaos ⋮ Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise ⋮ Extremal clustering under moderate long range dependence and moderately heavy tails
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