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Extremal Value Theory for Long Range Dependent Stable Random Fields. (arXiv:1810.07033v1 [math.PR])
来源于:arXiv
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\'{e}chet distribution. 查看全文>>
