Title of article :
On the extremal behavior of a nonstationary normal random field
Author/Authors :
Pereira، نويسنده , , Luيsa، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Pages :
10
From page :
3567
To page :
3576
Abstract :
Let X = { X n } n ⩾ 1 be a nonstationary random field satisfying a long range weak dependence for each coordinate at a time and a local dependence condition that avoids clustering of exceedances of high values. For these random fields, the probability of no exceedances of high values can be approximated by exp ( − τ ) , where τ is the limiting mean number of exceedances. We present a class of nonstationary normal random fields for which this result can be applied.
Keywords :
Random field , Normal random field , Dependence conditions , Nonstationarity
Journal title :
Journal of Statistical Planning and Inference
Serial Year :
2010
Journal title :
Journal of Statistical Planning and Inference
Record number :
2221006
Link To Document :
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