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Stationary Symmetric Α-stable Discrete Parameter Random Fields
| Content Provider | Semantic Scholar |
|---|---|
| Author | Roy, B. Samorodnitsky, Gennady |
| Copyright Year | 2006 |
| Abstract | We establish a connection between the structure of a stationary symmetric α-stable random field (0 < α < 2) and ergodic theory of non-singular group actions, elaborating on a previous work by Rosiński (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. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | https://people.orie.cornell.edu/gennady/techreports/RF.pdf |
| Language | English |
| Access Restriction | Open |
| Subject Keyword | Box Ergodic theory Ergodicity Singular Stationary process |
| Content Type | Text |
| Resource Type | Article |
