Extremes of stationary random fields on a lattice

Chengxiu Ling

doi:10.1007/s10687-019-00349-z

Extremes of stationary random fields on a lattice

Chengxiu Ling^*

^*Corresponding author for this work

AoPHA Faculty

Research output: Contribution to journal › Article › peer-review

7 Citations (Scopus)

Abstract

Extremal behavior of stationary Gaussian sequences/random fields is widely investigated since it models common cluster phenomena and brings a bridge between discrete and continuous extremes. We establish extensively limit theorems of stationary random fields under certain mixing and dependence conditions, which are further illustrated by typical examples of order statistics of Gaussian random fields and skew-Gaussian random fields. The positivity of the cluster index involved and its link with the expected cluster size are discussed.

Original language	English
Pages (from-to)	391-411
Number of pages	21
Journal	Extremes
Volume	22
Issue number	3
DOIs	https://doi.org/10.1007/s10687-019-00349-z
Publication status	Published - 15 Sept 2019

Keywords

Clusters index
Mixing conditions
Order statistics of Gaussian random fields
Primary 60G15
Secondary 60G70
Skew-Gaussian random fields
Stationary random fields

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10.1007/s10687-019-00349-z

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abstract = "Extremal behavior of stationary Gaussian sequences/random fields is widely investigated since it models common cluster phenomena and brings a bridge between discrete and continuous extremes. We establish extensively limit theorems of stationary random fields under certain mixing and dependence conditions, which are further illustrated by typical examples of order statistics of Gaussian random fields and skew-Gaussian random fields. The positivity of the cluster index involved and its link with the expected cluster size are discussed.",

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AB - Extremal behavior of stationary Gaussian sequences/random fields is widely investigated since it models common cluster phenomena and brings a bridge between discrete and continuous extremes. We establish extensively limit theorems of stationary random fields under certain mixing and dependence conditions, which are further illustrated by typical examples of order statistics of Gaussian random fields and skew-Gaussian random fields. The positivity of the cluster index involved and its link with the expected cluster size are discussed.

KW - Clusters index

KW - Mixing conditions

KW - Order statistics of Gaussian random fields

KW - Primary 60G15

KW - Secondary 60G70

KW - Skew-Gaussian random fields

KW - Stationary random fields

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EP - 411

JO - Extremes

JF - Extremes

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ER -

Extremes of stationary random fields on a lattice

Abstract

Keywords

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