scholarly journals On Extremal Index of Max-Stable Random Fields

2021 ◽  
Author(s):  
Enkelejd Hashorva
Keyword(s):  
Random Fields ◽  
Extremal Index ◽  
Stable Random Fields

scholarly journals Limiting crossing probabilities of random fields

2006 ◽  
Vol 43 (03) ◽  
pp. 884-891 ◽  
Author(s):  
L. Pereira ◽  
H. Ferreira
Keyword(s):  
General Theory ◽  
Long Range ◽  
Random Fields ◽  
Extremal Index ◽  
Weak Dependence ◽  
Local Path ◽  
Crossing Probabilities

Random fields on , with long-range weak dependence for each coordinate individually, usually present clustering of high values. For each one of the eight directions in , we formulate restriction conditions on local occurrence of two or more crossings of high levels. These smooth oscillation conditions enable computation of the extremal index as a clustering measure from the limiting mean number of crossings. In fact, only four directions must be inspected since for opposite directions we find the same local path crossing behaviour and the same limiting mean number of crossings. The general theory is illustrated with several 1-dependent nonstationary random fields.

scholarly journals Operator scaling stable random fields

2007 ◽  
Vol 117 (3) ◽  
pp. 312-332 ◽  
Author(s):  
Hermine Biermé ◽  
Mark M. Meerschaert ◽  
Hans-Peter Scheffler
Keyword(s):  
Random Fields ◽  
Stable Random Fields

scholarly journals Extrapolation of stable random fields

2013 ◽  
Vol 115 ◽  
pp. 516-536 ◽  
Author(s):  
Wolfgang Karcher ◽  
Elena Shmileva ◽  
Evgeny Spodarev
Keyword(s):  
Random Fields ◽  
Stable Random Fields

scholarly journals Random tessellations associated with max-stable random fields

Bernoulli ◽  
2018 ◽  
Vol 24 (1) ◽  
pp. 30-52 ◽  
Author(s):  
Clément Dombry ◽  
Zakhar Kabluchko
Keyword(s):  
Random Fields ◽  
Random Tessellations ◽  
Stable Random Fields

scholarly journals Distributions of stable random fields of Chentsov type

1991 ◽  
Vol 123 ◽  
pp. 119-139 ◽  
Author(s):  
Yumiko Sato
Keyword(s):  
Parameter Space ◽  
Random Fields ◽  
Geometric Method ◽  
Stable Random Fields

In this paper we discuss the determinism of distributions of some stable random fields which are constructed through integral-geometric method. The determinism depends on the dimension of the parameter space Rd.

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