Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure

DOI10.1017/jpr.2017.37zbMath1400.60073OpenAlexW2755835095MaRDI QIDQ4684893

Anders Rønn Nielsen, Eva B. Vedel Jensen

Publication date: 26 September 2018

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

Full work available at URL: http://hdl.handle.net/10398/0c1f6d0b-385d-4814-aa3d-cad4ebe7948e

zbMATH Keywords

infinite divisibilityconvolution equivalenceexcursion setLévy-based modelling

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60) Geometric probability and stochastic geometry (60D05)

Related Items (4)

Extreme value theory for spatial random fields -- with application to a Lévy-driven field ⋮ Tail asymptotics for the supremum of an infinitely divisible field 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

Cites Work

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• Excursion sets of three classes of stable random fields
• Convolution equivalence and infinite divisibility
• Lévy-based spatial-temporal modelling, with applications to turbulence
• Random Fields and Geometry

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