Work

Stationary Symmetric alpha-Stable Discrete Parameter Random Fields

Year: 2006

Type: preprint

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.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.math/0607587

Authors: Roy, Parthanil, Samorodnitsky, Gennady

Language: English

Topic: Stochastic processes and statistical mechanics

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funder: National Science Foundation

Award: Theory and Applications of Heavy Tails and Long Range Dependence

OpenAlex ID: W2950236472

Cites:

Cited by: 1

Related to: 10