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Excursion Sets of Infinitely Divisble Random Fields with Convolution Equivalent Lévy Measure
- Source :
- Rønn-Nielsen, A & Jensen, E B V 2017, ' Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure ', Journal of Applied Probability, vol. 54, no. 3, pp. 833-851 . https://doi.org/10.1017/jpr.2017.37
- Publication Year :
- 2017
- Publisher :
- University of Sheffield, 2017.
-
Abstract
- We consider a continuous, infinitely divisible random field in ℝd, d = 1, 2, 3, given as an integral of a kernel function with respect to a Lévy basis with convolution equivalent Lévy measure. For a large class of such random fields, we compute the asymptotic probability that the excursion set at level x contains some rotation of an object with fixed radius as x → ∞. Our main result is that the asymptotic probability is equivalent to the right tail of the underlying Lévy measure.
- Subjects :
- Statistics and Probability
Random field
General Mathematics
010102 general mathematics
Excursion
Mathematical analysis
Convolution power
01 natural sciences
Lévy process
Measure (mathematics)
Convolution
010104 statistics & probability
Lévy flight
Convolution equivalence
Excursion set
Infinite divisibility
Lévy-based modelling
0101 mathematics
Statistics, Probability and Uncertainty
Mathematics
Subjects
Details
- Language :
- English
- ISSN :
- 14756072 and 00219002
- Volume :
- 54
- Issue :
- 3
- Database :
- OpenAIRE
- Journal :
- Journal of Applied Probability
- Accession number :
- edsair.doi.dedup.....5f1a8101f98591ee66bc1c1ee47795ef
- Full Text :
- https://doi.org/10.1017/jpr.2017.37