Random tessellations associated with max-stable random fields
Abstract
With any max-stable random process on or , we associate a random tessellation of the parameter space . The construction relies on the Poisson point process representation of the max-stable process which is seen as the pointwise maximum of a random collection of functions . The tessellation is constructed as follows: two points are in the same cell if and only if there exists a function that realizes the maximum at both points and , i.e. and . We characterize the distribution of cells in terms of coverage and inclusion probabilities. Most interesting is the stationary case where the asymptotic properties of the cells are strongly related to the ergodic properties of the non-singular flow generating the max-stable process. For example, we show that: i) the cells are bounded almost surely if and only if is generated by a dissipative flow, ii) the cells have positive asymptotic density almost surely if and only if is generated by a positive flow.
Cite
@article{arxiv.1410.2584,
title = {Random tessellations associated with max-stable random fields},
author = {Clément Dombry and Z. Kabluchko},
journal= {arXiv preprint arXiv:1410.2584},
year = {2016}
}
Comments
26 pages