Extreme Value Theory for Long Range Dependent Stable Random Fields

dc.contributor.author	Chen, Zaoli
dc.contributor.author	Samorodnitsky, Gennady
dc.date.accessioned	2018-10-15T14:39:27Z
dc.date.available	2018-10-15T14:39:27Z
dc.date.issued	2018-10-15
dc.description.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\'echet distribution.	en_US
dc.description.sponsorship	This research was partially supported by the NSF grant DMS-1506783 and the ARO grant W911NF-18 -10318 at Cornell University	en_US
dc.identifier.uri	https://hdl.handle.net/1813/59211
dc.language.iso	en_US	en_US
dc.subject	random field	en_US
dc.subject	extremal limit theorem	en_US
dc.subject	random sup measure	en_US
dc.subject	random closed set	en_US
dc.subject	long range dependence	en_US
dc.subject	stable law	en_US
dc.subject	heavy tails	en_US
dc.title	Extreme Value Theory for Long Range Dependent Stable Random Fields	en_US
dc.type	technical report	en_US

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