Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: A survey
Probability
2017-02-02 v1 Dynamical Systems
Abstract
This is a self-contained introduction to the applications of ergodic theory of nonsingular (also known as quasi-invariant) group actions and the structure theorem for finitely generated abelian groups on the extreme values of stationary symmetric stable random fields indexed by . It is based on a mini course given in the Eighth Lectures on Probability and Stochastic Processes (held in the Bangalore Centre of Indian Statistical Institute during December 6-10, 2013) except that a few recent references have been added in the concluding part. This article is a survey of existing work and the proofs are therefore skipped or briefly outlined.
Keywords
Cite
@article{arxiv.1702.00393,
title = {Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: A survey},
author = {Parthanil Roy},
journal= {arXiv preprint arXiv:1702.00393},
year = {2017}
}
Comments
Dedicated to Professor B. V. Rao