English

On the maxima of nonstationary random fields subject to missing observations

Probability 2023-06-27 v1

Abstract

Motivated by the papers of Mladenovc and Piterbarg (2006), Krajka (2011) and Pereira and Tan (2017), we study the limit properties for the maxima from nonstationary random fields subject to missing observations and obtain the weakly convergence and almost sure convergence results for these maxima. Some examples such as Gaussian random fields, chichi-random fields and Gaussian order statistics fields are given to illustrate the obtained results.

Keywords

Cite

@article{arxiv.2306.13857,
  title  = {On the maxima of nonstationary random fields subject to missing observations},
  author = {Shengchao Zheng and Zhongquan Tan},
  journal= {arXiv preprint arXiv:2306.13857},
  year   = {2023}
}