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Extremal Value Theory for Long Range Dependent Stable Random Fields

Authors :
Chen, Zaoli
Samorodnitsky, Gennady
Publication Year :
2018

Abstract

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\'{e}chet distribution.

Subjects

Subjects :
Mathematics - Probability
60F17

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1810.07033
Document Type :
Working Paper