论文标题
固定固定定期在任意索引集上定期改变随机字段的极端
Extremes for stationary regularly varying random fields over arbitrary index sets
论文作者
论文摘要
我们考虑在任意增长指数集上定期改变随机字段的极端聚类。我们在指数集上研究了足够的假设，使得存在高于高阈值的点随机场的极限。在所谓的抗聚类条件下，极端依赖性仅是局部的。因此，与以前的文献相比，索引集可以具有一般形式[3，21]。但是，除了晶格情况下的超矩形或索引集外，我们无法用通常的光谱尾量表来描述极值的聚类[23]。使用恒星型空间的频谱测量的最新扩展[18]，$ \ upsilon $ spectral的尾巴措施提供了一种自然扩展，可以完全介绍一般性的聚类效果。
We consider the clustering of extremes for stationary regularly varying random fields over arbitrary growing index sets. We study sufficient assumptions on the index set such that the limit of the point random fields of the exceedances above a high threshold exists. Under the so-called anti-clustering condition, the extremal dependence is only local. Thus the index set can have a general form compared to previous literature [3, 21]. However, we cannot describe the clustering of extreme values in terms of the usual spectral tail measure [23] except for hyperrectangles or index sets in the lattice case. Using the recent extension of the spectral measure for star-shaped equipped space [18], the $\upsilon$-spectral tail measure provides a natural extension that describes the clustering effect in full generality.
