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Excursion Sets of Infinitely Divisble Random Fields with Convolution Equivalent Lévy Measure

Authors :
Eva B. Vedel Jensen
Anders Rønn-Nielsen
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.

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