Ergodic theory, abelian groups and point processes induced by stable random fields

DOI10.1214/09-AOP495zbMath1204.60037arXiv0712.0688MaRDI QIDQ964783

Parthanil Roy

Publication date: 21 April 2010

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.0688

zbMATH Keywords

weak convergencerandom fieldpoint processgroup actionstationary processextreme value theoryergodic theoryrandom measurestable process

Mathematics Subject Classification ID

Random fields (60G60) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Nonsingular (and infinite-measure preserving) transformations (37A40)

Related Items

On the continuity of Pickands constants ⋮ Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions ⋮ Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey ⋮ A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤ^d-actions ⋮ Maximal moments and uniform modulus of continuity for stable random fields ⋮ Stable random fields, point processes and large deviations ⋮ Stable random fields indexed by finitely generated free groups ⋮ Group-theoretic dimension of stationary symmetric \(\alpha\)-stable random fields ⋮ Approximation of supremum of max-stable stationary processes \& Pickands constants ⋮ Decomposability for stable processes

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