English

Random tessellations associated with max-stable random fields

Probability 2016-01-07 v3

Abstract

With any max-stable random process η\eta on X=Zd\mathcal{X}=\mathbb{Z}^d or Rd\mathbb{R}^d, we associate a random tessellation of the parameter space X\mathcal{X}. The construction relies on the Poisson point process representation of the max-stable process η\eta which is seen as the pointwise maximum of a random collection of functions Φ={ϕ_i,i1}\Phi=\{\phi\_i, i\geq 1\}. The tessellation is constructed as follows: two points x,yXx,y\in \mathcal{X} are in the same cell if and only if there exists a function ϕΦ\phi\in\Phi that realizes the maximum η\eta at both points xx and yy, i.e. ϕ(x)=η(x)\phi(x)=\eta(x) and ϕ(y)=η(y)\phi(y)=\eta(y). 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 η\eta is generated by a dissipative flow, ii) the cells have positive asymptotic density almost surely if and only if η\eta is generated by a positive flow.

Keywords

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

R2 v1 2026-06-22T06:18:37.948Z