Extremes for stationary regularly varying random fields over arbitrary index sets

Extremes(2024)

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摘要
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 processes 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 (Basrak and Planinić in Bernoulli 27(2):1371–1408, 2021 ; Stehr and Rønn-Nielsen in Extremes 24(4):753–795, 2021 ). However, we cannot describe the clustering of extreme values in terms of the usual spectral tail measure (Wu and Samorodnitsky in Stochastic Process Appl 130(7):4470–4492, 2020 ) except for hyperrectangles or index sets in the lattice case. Using the recent extension of the spectral measure for star-shaped equipped space (Segers et al. in Extremes 20:539–566, 2017 ), the Υ -spectral tail measure provides a natural extension that describes the clustering effect in full generality.
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关键词
Extremes,Regular variation,Extremal index,Max-stable random field,Space-time models
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