Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure

DOI10.1017/jpr.2015.22zbMath1337.60032OpenAlexW2296142653MaRDI QIDQ2804428

Eva B. Vedel Jensen, Anders Rønn Nielsen

Publication date: 29 April 2016

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1457470572

zbMATH Keywords

Lévy measuretail asymptoticsconvolution equivalencesupremuminfinitely divisible field

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Geometric probability and stochastic geometry (60D05) Large deviations (60F10)

Related Items (6)

Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction ⋮ Extreme value theory for spatial random fields -- with application to a Lévy-driven field ⋮ Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure ⋮ Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure ⋮ Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure ⋮ Central limit theorem for mean and variogram estimators in Lévy–based models

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