Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure

DOI10.1017/jpr.2020.73zbMath1476.60090OpenAlexW3133525040MaRDI QIDQ4964780

Mads Stehr, Anders Rønn Nielsen

Publication date: 3 March 2021

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

Full work available at URL: https://doi.org/10.1017/jpr.2020.73

zbMATH Keywords

infinite divisibilityconvolution equivalenceasymptotic equivalenceLévy-based modellingsample paths for random fields

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60) Geometric probability and stochastic geometry (60D05) Sample path properties (60G17)

Related Items (2)

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

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