Extreme value theory for spatial random fields -- with application to a Lévy-driven field

DOI10.1007/s10687-021-00415-5zbMath1493.60087OpenAlexW3162863345MaRDI QIDQ826001

Mads Stehr, Anders Rønn Nielsen

Publication date: 18 December 2021

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-021-00415-5

zbMATH Keywords

random fieldsextreme value theoryspatial modelsconvolution equivalencegeometric probabilityintrinsic volumesLévy-based modeling

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60) Geometric probability and stochastic geometry (60D05) Extreme value theory; extremal stochastic processes (60G70)

Related Items (2)

Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction ⋮ Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure

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