Stable random fields, point processes and large deviations
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DOI: 10.1016/j.spa.2015.09.020
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References listed on IDEAS
- T. Rachev, Svetlozar & Samorodnitsky, Gennady, 2001. "Long strange segments in a long-range-dependent moving average," Stochastic Processes and their Applications, Elsevier, vol. 93(1), pages 119-148, May.
- Resnick, Sidney & Samorodnitsky, Gennady, 2004. "Point processes associated with stationary stable processes," Stochastic Processes and their Applications, Elsevier, vol. 114(2), pages 191-209, December.
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Cited by:
- Gajda, J. & Wyłomańska, A. & Kantz, H. & Chechkin, A.V. & Sikora, G., 2018. "Large deviations of time-averaged statistics for Gaussian processes," Statistics & Probability Letters, Elsevier, vol. 143(C), pages 47-55.
- Panigrahi, Snigdha & Roy, Parthanil & Xiao, Yimin, 2021. "Maximal moments and uniform modulus of continuity for stable random fields," Stochastic Processes and their Applications, Elsevier, vol. 136(C), pages 92-124.
- Parthanil Roy, 2017. "Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: A survey," Indian Journal of Pure and Applied Mathematics, Springer, vol. 48(4), pages 513-540, December.
- Bhattacharya, Ayan & Hazra, Rajat Subhra & Roy, Parthanil, 2018. "Branching random walks, stable point processes and regular variation," Stochastic Processes and their Applications, Elsevier, vol. 128(1), pages 182-210.
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Keywords
Large deviations; Point processes; Stable processes; Random fields; Extreme value theory; Nonsingular group actions;All these keywords.
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