{"title":"任意索引集上静止规则变化随机场的极值","authors":"Riccardo Passeggeri, Olivier Wintenberger","doi":"10.1007/s10687-023-00481-x","DOIUrl":null,"url":null,"abstract":"<p>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 <span>\\(\\Upsilon\\)</span>-spectral tail measure provides a natural extension that describes the clustering effect in full generality.</p>","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"9 1","pages":""},"PeriodicalIF":1.1000,"publicationDate":"2024-01-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Extremes for stationary regularly varying random fields over arbitrary index sets\",\"authors\":\"Riccardo Passeggeri, Olivier Wintenberger\",\"doi\":\"10.1007/s10687-023-00481-x\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>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 <span>\\\\(\\\\Upsilon\\\\)</span>-spectral tail measure provides a natural extension that describes the clustering effect in full generality.</p>\",\"PeriodicalId\":49274,\"journal\":{\"name\":\"Extremes\",\"volume\":\"9 1\",\"pages\":\"\"},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2024-01-25\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Extremes\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1007/s10687-023-00481-x\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Extremes","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s10687-023-00481-x","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
Extremes for stationary regularly varying random fields over arbitrary index sets
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 \(\Upsilon\)-spectral tail measure provides a natural extension that describes the clustering effect in full generality.
ExtremesMATHEMATICS, INTERDISCIPLINARY APPLICATIONS-STATISTICS & PROBABILITY
CiteScore
2.20
自引率
7.70%
发文量
15
审稿时长
>12 weeks
期刊介绍:
Extremes publishes original research on all aspects of statistical extreme value theory and its applications in science, engineering, economics and other fields. Authoritative and timely reviews of theoretical advances and of extreme value methods and problems in important applied areas, including detailed case studies, are welcome and will be a regular feature. All papers are refereed. Publication will be swift: in particular electronic submission and correspondence is encouraged.
Statistical extreme value methods encompass a very wide range of problems: Extreme waves, rainfall, and floods are of basic importance in oceanography and hydrology, as are high windspeeds and extreme temperatures in meteorology and catastrophic claims in insurance. The waveforms and extremes of random loads determine lifelengths in structural safety, corrosion and metal fatigue.