Shift-invariant homogeneous classes of random fields
Abstract
Given an -valued random field (rf) and an -homogeneous mapping we define the corresponding equivalent class of rf's (denoted by ) which include representers of the same tail measure . When is an additive group, tractable equivalent classes of interest are the shift-invariant ones, which contain in particular all independent random shifts of . This contribution is mainly concerned with the investigation of the probabilistic properties of shift-invariant 's. Important objects introduced in our setting are tail and spectral tail rf's. Further, the class of universal maps acting on elements of turns out to be crucial for properties of functionals of . Applications of our findings concern max-stable and symmetric -stable rf's, their maximal indices as well as their random shift-representations.
Cite
@article{arxiv.2111.00792,
title = {Shift-invariant homogeneous classes of random fields},
author = {Enkelejd Hashorva},
journal= {arXiv preprint arXiv:2111.00792},
year = {2024}
}
Comments
Published J. Mult. Analysis Applications