Cluster Random Fields and Random-Shift Representations
Fuente:
arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2022
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| _version_ | 1866915301859262464 |
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| author | Hashorva, Enkelejd |
| author_facet | Hashorva, Enkelejd |
| contents | Cluster random fields (CRFs) play a crucial role in the study of extremes of stationary regularly varying random fields (RFs). In particular, they appear in the Rosiński representation of max-stable and $α$-stable RFs. In this contribution we introduce CRFs in an abstract setting proving that they are crucial for the construction of shift-generated classes of $α$-homogeneous RFs. Further, we investigate the relations between CRFs, tail RFs} and spectral tail RFs. Applications discussed in this contribution include new representations of extremal functional indices and purely dissipative max-stable RFs. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2206_15064 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Cluster Random Fields and Random-Shift Representations Hashorva, Enkelejd Probability Methodology Cluster random fields (CRFs) play a crucial role in the study of extremes of stationary regularly varying random fields (RFs). In particular, they appear in the Rosiński representation of max-stable and $α$-stable RFs. In this contribution we introduce CRFs in an abstract setting proving that they are crucial for the construction of shift-generated classes of $α$-homogeneous RFs. Further, we investigate the relations between CRFs, tail RFs} and spectral tail RFs. Applications discussed in this contribution include new representations of extremal functional indices and purely dissipative max-stable RFs. |
| title | Cluster Random Fields and Random-Shift Representations |
| topic | Probability Methodology |
| url | https://arxiv.org/abs/2206.15064 |