Extreme Value Theory for Long Range Dependent Stable Random Fields
Chen, Zaoli; Samorodnitsky, Gennady
We study the extremes for a class of a symmetric stable random fields with long range dependence. We prove functional extremal theorems both in the space of sup measures and in the space of cadlag functions of several variables. The limits in both types of theorems are of a new kind, and only in a certain range of parameters these limits have the Fr\'echet distribution.
random field; extremal limit theorem; random sup measure; random closed set; long range dependence; stable law; heavy tails