pith. sign in

arxiv: math/0607587 · v2 · submitted 2006-07-24 · 🧮 math.PR

Stationary Symmetric alpha-Stable Discrete Parameter Random Fields

classification 🧮 math.PR
keywords alpha-stableconnectionergodicextremefieldgrouprandomstationary
0
0 comments X
read the original abstract

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 (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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.