Strong mixing properties of max-infinitely divisible random fields

DOI10.1016/j.spa.2012.06.013zbMath1260.60101arXiv1201.4645OpenAlexW1967973047MaRDI QIDQ454868

Frédéric Eyi-Minko, Clément Dombry

Publication date: 10 October 2012

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

Full work available at URL: https://arxiv.org/abs/1201.4645

zbMATH Keywords

central limit theoremstrong mixingextremal indexAbsolute regularity coefficientextremal point processmax-infinitely divisible random fieldmax-stable random fieldweakly dependent random field

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Ergodicity, mixing, rates of mixing (37A25)

Related Items (13)

Anisotropic Brown-Resnick space-time processes: estimation and model assessment ⋮ Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators ⋮ Measures of serial extremal dependence and their estimation ⋮ A Fourier analysis of extreme events ⋮ A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\) ⋮ Equivalent representations of max-stable processes via ℓ^p-norms ⋮ Ordinal patterns in clusters of subsequent extremes of regularly varying time series ⋮ Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process ⋮ Asymptotic Properties of the Empirical Spatial Extremogram ⋮ Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes ⋮ A comparative tour through the simulation algorithms for max-stable processes ⋮ Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences ⋮ Whittle estimation based on the extremal spectral density of a heavy-tailed random field

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