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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…
math.PR2018★ 1 cited
Regularly Varying Random Fields
Lifan Wu, Gennady Samorodnitsky
We study the extremes of multivariate regularly varying random fields. The crucial tools in our study are the tail field and the spectral field, notions that extend the tail and sp…