random field;
stable process;
ergodic theory;
maxima;
extreme value theory;
group action;
non-singular map;
dissipative;
conservative;
D O I:
10.1007/s10959-007-0107-9
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
We establish a connection between the structure of a stationary symmetric alpha-stable random field (0 < alpha < 2) and ergodic theory of non-singular group actions, elaborating on a previous work by Rosinski (Ann. Probab. 28:1797-1813, 2000). With the help of this connection, we study the extreme values of the field over increasing boxes. Depending on the ergodic theoretical and group theoretical structures of the underlying action, we observe different kinds of asymptotic behavior of this sequence of extreme values.
机构:
Xian Jiaotong Liverpool Univ, Dept Math Sci, Suzhou 215123, Peoples R China
Univ Lausanne, Dept Actuarial Sci, CH-1015 Lausanne, SwitzerlandXian Jiaotong Liverpool Univ, Dept Math Sci, Suzhou 215123, Peoples R China
机构:
Université Laval de Québec, 2450, rue de Bilbao. Apartment 201, Québec, G2C 0E4, QCUniversité Laval de Québec, 2450, rue de Bilbao. Apartment 201, Québec, G2C 0E4, QC