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Regularly Varying Random Fields

File(s)
Regvar09032018.pdf (654.5 KB)
Permanent Link(s)
https://hdl.handle.net/1813/58670
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ORIE Technical Reports
Author
Wu, Lifan
Samorodnitsky, Gennady
Abstract

We study the extremes of multivariate regularly varying random fields. The crucial tools in our study are the tail field and the spectral field, notions that extend the tail and spectral processes of Basrak and Segers (2009). The spatial context requires multiple notions of extremal index, and the tail and spectral fields are applied to clarify these notions and other aspects of extremal clusters. An important application of the techniques we develop is to the Brown-Resnick random fields.

Sponsorship
This research was partially supported by the ARO grants
W911NF-12-10385 and W911NF-18 -10318 at Cornell University.
Date Issued
2018-09-05
Keywords
regular variation
•
random field
•
tail field
•
spectral field
•
extremal index
Type
technical report

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