Asymptotic Location of Largest Values of a Stationary Random Field

DOI10.1080/03610926.2011.650270zbMath1287.60068OpenAlexW2101185735MaRDI QIDQ2873948

Luísa Pereira

Publication date: 28 January 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.650270

zbMATH Keywords

random fieldlimit distributionpoint process of exceedanceslocation of extremes

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (4)

On the asymptotic locations of the largest and smallest extremes of a stationary sequence ⋮ Almost sure central limit theorem for the location and height of extreme order statistics and high values ⋮ Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics ⋮ Exceedances point processes in the plane of stationary Gaussian sequences with data missing

Cites Work

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• Point processes of exceedances by random fields
• The asymptotic location of the maximum of a stationary random field
• How to compute the extremal index of stationary random fields
• On the extremal behavior of a nonstationary normal random field
• On the asymptotic location of high values of a stationary sequence
• Extremes of Gaussian processes, on results of Piterbarg and Seleznjev
• Limiting crossing probabilities of random fields

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