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math.PR2021
A New Shape of Extremal Clusters For Certain Stationary Semi-Exponential Processes With Moderate Long Range Dependence
Zaoli Chen, Gennady Samorodnitsky
Extremal clusters of stationary processes with long memory can be quite intricate. For certain stationary infinitely divisible processes with subexponential tails, including both p…
math.PR2020
Extremal clustering under moderate long range dependence and moderately heavy tails
Zaoli Chen, Gennady Samorodnitsky
We study clustering of the extremes in a stationary sequence with subexponential tails in the maximum domain of attraction of the Gumbel We obtain functional limit theorems in the…
math.PR2018
Extremal Value Theory for Long Range Dependent Stable Random Fields
Zaoli Chen, Gennady Samorodnitsky
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…